schemaVersion:

N-MFP: Filer Information

Submission Type Radio button checked N-MFP2   Radio button not checked N-MFP2/A
CIK
0000857156
CCC
xxxxxxxx
Test or Live Radio button not checked LIVE   Radio button not checked TEST
Contact Information - Name
Contact Information - Phone Number
Notification Email Address
Notification Email Address
Notification Email Address
Notification Email Address
Notification Email Address
Notification Email Address
Notification Email Address
Is this an electronic copy of an official filing submitted in paper format? Radio button not checked Yes   Radio button not checked No

N-MFP: Filing Information

General Information

Part A: Series-Level Information about the Fund

Item A.1 Securities Act File Number.
033-31894
Item A.2 Investment Adviser
Charles Schwab Investment Management, Inc.
a. SEC file number of investment adviser
801-35905
Item A.4 Independent Public Accountant.
Deloitte & Touche LLP
a. City and state of independent public accountant.
City of independent public accountant
Denver
State/Province/Country of independent public accountant
COLORADO
Item A.5 Administrator. If a fund has one or more administrators, disclose the name of each administrator.
Charles Schwab Investment Management, Inc.
Item A.6 Transfer Agent.
BNY Mellon Investment Servicing (US) Inc.
a. CIK Number
0000849542
b. SEC file number of transfer agent.
084-01761
Item A.7 Master-Feeder Funds. Is this a Feeder Fund? If Yes, answer Items A.7.a - 7.c. Radio button not checked Yes   Radio button checked No
a. Identify the Master Fund by CIK or, if the fund does not have a CIK, by name.
Item A.8 Master-Feeder Funds. Is this a Master Fund? If Yes, answer Items A.8.a - 8.c. Radio button not checked Yes   Radio button checked No
Item A.9 Is this series primarily used to fund insurance company separate accounts?Radio button not checked Yes   Radio button checked No
Item A.10 Category. Indicate the category that identifies the money market fund from among the following: Checkbox not checked Treasury
Checkbox not checked Government/Agency
Checkbox not checked Exempt Government
Checkbox checked Prime
Checkbox not checked Single State
Checkbox not checked Other Tax Exempt
a. Is this fund an exempt retail fund as defined in 270.2a-7(a)(25)?
Radio button checked Yes   Radio button not checked No
Item A.11 Dollar-weighted average portfolio maturity ("WAM" as defined in rule 2a-7(d)(1)(ii)).
21
Item A.12 Dollar-weighted average life maturity ("WAL" as defined in rule 2a-7(d)(1)(iii)). Calculate WAL without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments.
44
Item A.13 Liquidity. Provide the following, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the daily or weekly liquidity, provide the value as of the close of business on the date in that week last calculated):
a. Total Value of Daily Liquid Assets to the nearest cent:
i. Friday, day 1:
$78,632,881,235.33
ii. Friday, day 2:
$70,156,176,480.13
iii. Friday, day 3:
$71,023,703,822.03
iv. Friday, day 4:
$67,105,168,259.51
v. Friday, day 5 (if applicable):
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
i. Friday, week 1:
$125,013,322,837.63
ii. Friday, week 2:
$126,262,792,646.22
iii. Friday, week 3:
$127,468,290,715.48
iv. Friday, week 4:
$130,219,080,364.86
v. Friday, week 5 (if applicable):
$0.00
c. Percentage of Total Assets invested in Daily Liquid Assets:
i. Friday, day 1:
37.05%
ii. Friday, day 2:
32.70%
iii. Friday, day 3:
32.65%
iv. Friday, day 4:
30.66%
v. Friday, day 5 (if applicable):
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
i. Friday, week 1:
58.90%
ii. Friday, week 2:
58.84%
iii. Friday, week 3:
58.60%
iv. Friday, week 4:
59.49%
v. Friday, week 5 (if applicable):
0.00%
Item A.14 Provide the following, to the nearest cent:
a. Cash. (See General Instructions E.)
$7,625,000,000.79
b. Total Value of portfolio securities. (See General Instructions E.)
$210,969,359,643.59
i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost.
$210,972,253,907.49
c. Total Value of other assets (excluding amounts provided in A.14.a-b.)
$585,441,731.70
Item A.15 Total value of liabilities, to the nearest cent.
$1,254,791,087.17
Item A.16 Net assets of the series, to the nearest cent.
$217,927,904,552.81
Item A.17 Number of shares outstanding, to the nearest hundredth.
$217,924,854,003.08
Item A.18 If the fund seeks to maintain a stable price per share, state the price the fund seeks to maintain.
$1.0000
Item A.19 7-day gross yield. Based on the 7 days ended on the last day of the prior month, calculate the fund's yield by determining the net change, exclusive of capital changes and income other than investment income, in the value of a hypothetical pre-existing account having a balance of one share at the beginning of the period and dividing the difference by the value of the account at the beginning of the base period to obtain the base period return, and then multiplying the base period return by (365/7) with the resulting yield figure carried to the nearest hundredth of one percent. The 7-day gross yield should not reflect a deduction of shareholders fees and fund operating expenses. For master funds and feeder funds, report the 7-day gross yield at the master-fund level.
5.43%
Item A.20 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions) rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0000
ii. Friday, week 2:
$1.0000
iii. Friday, week 3:
$1.0000
iv. Friday, week 4:
$0.9999
v. Friday, week 5 (if applicable):
$0.0000

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000012383
Item B.2 Minimum initial investment.
$0.00
Item B.3 Net assets of the Class, to the nearest cent.
$134,621,693,916.49
Item B.4 Number of shares outstanding, to the nearest hundredth.
$134,619,894,100.41
Item B.5 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0000
ii. Friday, week 2:
$1.0000
iii. Friday, week 3:
$1.0000
iv. Friday, week 4:
$0.9999
v. Friday, week 5 (if applicable):
$0.0000
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$2,953,537,990.54
ii. Weekly gross redemptions:
$2,068,186,732.65
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$3,718,816,711.28
ii. Weekly gross redemptions:
$2,664,631,054.44
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$4,550,148,222.29
ii. Weekly gross redemptions:
$3,020,847,179.09
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$3,638,641,656.02
ii. Weekly gross redemptions:
$2,659,082,314.16
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$15,696,044,492.07
ii. Monthly gross redemptions:
$10,926,704,889.31
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
5.09%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Radio button checked Yes   Radio button not checked No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
Investment Advisor and its affiliates Contractual 1,101,290

Part B: Class-Level Information about the Fund

For each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:

Item B.1 EDGAR Class identifier.
C000038267
Item B.2 Minimum initial investment.
$1,000,000.00
Item B.3 Net assets of the Class, to the nearest cent.
$83,306,210,636.32
Item B.4 Number of shares outstanding, to the nearest hundredth.
$83,304,959,902.67
Item B.5 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
i. Friday, week 1:
$1.0000
ii. Friday, week 2:
$1.0000
iii. Friday, week 3:
$1.0000
iv. Friday, week 4:
$1.0000
v. Friday, week 5 (if applicable):
$0.0000
Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions (including dividend reinvestments) and gross redemptions, rounded to the nearest cent, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the gross subscriptions or gross redemptions, provide the value as of the close of business on the date in that week last calculated):
a. Friday, week 1:
i. Weekly gross subscriptions (including dividend reinvestments):
$1,974,126,787.75
ii. Weekly gross redemptions:
$1,307,448,129.44
b. Friday, week 2:
i. Weekly gross subscriptions (including dividend reinvestments):
$2,685,255,784.96
ii. Weekly gross redemptions:
$1,643,671,582.24
c. Friday, week 3:
i. Weekly gross subscriptions (including dividend reinvestments):
$3,064,407,840.05
ii. Weekly gross redemptions:
$1,793,497,128.88
d. Friday, week 4:
i. Weekly gross subscriptions (including dividend reinvestments):
$2,261,642,756.65
ii. Weekly gross redemptions:
$2,039,219,507.65
e. Friday, week 5:
i. Weekly gross subscriptions (including dividend reinvestments):
$0.00
ii. Weekly gross redemptions:
$0.00
f. Total for the month reported:
i. Monthly gross subscriptions (including dividend reinvestments):
$10,416,295,703.85
ii. Monthly gross redemptions:
$7,122,102,681.13
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter).
5.24%
Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a. Radio button checked Yes   Radio button not checked No
a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars).
Investment Advisor and its affiliates Contractual 682,129

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ABAG Finance Auth
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 5.250000%
Item C.3 The CUSIP.
00037CEK2
Item C.4 The LEI (if available). (See General Instruction E.)
549300EWVCCTI6O2KU84
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US00037CEK27
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2031-11-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Wells Fargo Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.25%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$17,550,000.00
b. Excluding the value of any sponsor support:
$17,550,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ANTALIS SA
Item C.2 The title of the issue (including coupon, if applicable).
ANTALIS SA 0.000000%
Item C.3 The CUSIP.
03664BV29
Item C.4 The LEI (if available). (See General Instruction E.)
549300G2LM2ZKZ0X4Y50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US03664BV293
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$12,073,409.75
b. Excluding the value of any sponsor support:
$12,073,409.75
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ANTALIS SA
Item C.2 The title of the issue (including coupon, if applicable).
ANTALIS SA 0.000000%
Item C.3 The CUSIP.
03664BV45
Item C.4 The LEI (if available). (See General Instruction E.)
549300G2LM2ZKZ0X4Y50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US03664BV459
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.36%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$9,244,495.23
b. Excluding the value of any sponsor support:
$9,244,495.23
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ATLANTIC ASSET SECURITIZATION LLC
Item C.2 The title of the issue (including coupon, if applicable).
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
Item C.3 The CUSIP.
04821UV17
Item C.4 The LEI (if available). (See General Instruction E.)
549300BUNY5BIX4CVW20
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US04821UV173
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$28,995,716.12
b. Excluding the value of any sponsor support:
$28,995,716.12
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
Item C.2 The title of the issue (including coupon, if applicable).
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
Item C.3 The CUSIP.
05253CWD4
Item C.4 The LEI (if available). (See General Instruction E.)
JHE42UYNWWTJB8YTTU19
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US05253CWD46
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-13
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$397,390,312.00
b. Excluding the value of any sponsor support:
$397,390,312.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
Item C.2 The title of the issue (including coupon, if applicable).
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
Item C.3 The CUSIP.
05253CYH3
Item C.4 The LEI (if available). (See General Instruction E.)
JHE42UYNWWTJB8YTTU19
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US05253CYH32
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-17
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.36%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$143,632,792.50
b. Excluding the value of any sponsor support:
$143,632,792.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
AUTOMATIC DATA PROCESSING INC
Item C.2 The title of the issue (including coupon, if applicable).
AUTOMATIC DATA PROCESSING INC 0.000000%
Item C.3 The CUSIP.
0530A3V21
Item C.4 The LEI (if available). (See General Instruction E.)
HGBOLILQXWER4SAL2I23
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$414,877,620.65
b. Excluding the value of any sponsor support:
$414,877,620.65
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.19%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS (NEW YORK BRANCH) 5.570000%
Item C.3 The CUSIP.
05586FJR9
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US05586FJR91
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$860,009,202.00
b. Excluding the value of any sponsor support:
$860,009,202.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.39%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS (NEW YORK BRANCH) 5.360000%
Item C.3 The CUSIP.
05586FUV7
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US05586FUV74
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-13
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$231,809,263.52
b. Excluding the value of any sponsor support:
$231,809,263.52
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS (NEW YORK BRANCH) 5.680000%
Item C.3 The CUSIP.
05586FUZ8
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US05586FUZ88
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$750,277,462.50
b. Excluding the value of any sponsor support:
$750,277,462.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.34%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
05586FVM6
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US05586FVM66
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$452,233,584.56
b. Excluding the value of any sponsor support:
$452,233,584.56
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS (NEW YORK BRANCH) 5.700000%
Item C.3 The CUSIP.
05586FXH5
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US05586FXH53
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.61%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$373,118,382.74
b. Excluding the value of any sponsor support:
$373,118,382.74
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.17%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.660000%
Item C.3 The CUSIP.
06050FFJ6
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06050FFJ66
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$490,120,167.60
b. Excluding the value of any sponsor support:
$490,120,167.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.660000%
Item C.3 The CUSIP.
06050FFK3
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06050FFK30
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.57%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$770,182,251.30
b. Excluding the value of any sponsor support:
$770,182,251.30
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.35%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.660000%
Item C.3 The CUSIP.
06050FFN7
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06050FFN78
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,115,490.00
b. Excluding the value of any sponsor support:
$500,115,490.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.660000%
Item C.3 The CUSIP.
06050FFQ0
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06050FFQ00
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$600,135,444.00
b. Excluding the value of any sponsor support:
$600,135,444.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.28%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.700000%
Item C.3 The CUSIP.
06050FFZ0
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06050FFZ09
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.60%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$490,158,470.90
b. Excluding the value of any sponsor support:
$490,158,470.90
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.410000%
Item C.3 The CUSIP.
06052T2H2
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06052T2H21
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-10-31
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-31
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-31
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$499,724,700.00
b. Excluding the value of any sponsor support:
$499,724,700.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.400000%
Item C.3 The CUSIP.
06052T2W9
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06052T2W97
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-23
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$644,978,295.75
b. Excluding the value of any sponsor support:
$644,978,295.75
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.30%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.700000%
Item C.3 The CUSIP.
06052T4D9
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06052T4D98
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.65%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$117,000,236.34
b. Excluding the value of any sponsor support:
$117,000,236.34
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.930000%
Item C.3 The CUSIP.
06052T5M8
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06052T5M88
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.85%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$360,133,898.40
b. Excluding the value of any sponsor support:
$360,133,898.40
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.17%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.900000%
Item C.3 The CUSIP.
06052T6E5
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06052T6E53
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-17
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.86%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$64,007,895.68
b. Excluding the value of any sponsor support:
$64,007,895.68
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 5.670000%
Item C.3 The CUSIP.
06054CCV5
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06054CCV54
b. The CIK; or
0001675365
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$295,076,717.70
b. Excluding the value of any sponsor support:
$295,076,717.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 5.840000%
Item C.3 The CUSIP.
06054CDG7
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06054CDG78
b. The CIK; or
0001675365
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.83%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$240,021,108.00
b. Excluding the value of any sponsor support:
$240,021,108.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 0.000000%
Item C.3 The CUSIP.
06054NDK4
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06054NDK46
b. The CIK; or
0001675365
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-19
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-19
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-19
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.67%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$234,846,117.10
b. Excluding the value of any sponsor support:
$234,846,117.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.660000%
Item C.3 The CUSIP.
06054R5M0
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,003,774.00
b. Excluding the value of any sponsor support:
$300,003,774.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.460000%
Item C.3 The CUSIP.
06054R6D9
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,920,956.00
b. Excluding the value of any sponsor support:
$399,920,956.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.460000%
Item C.3 The CUSIP.
06054R6E7
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.61%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,887,688.00
b. Excluding the value of any sponsor support:
$399,887,688.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.500000%
Item C.3 The CUSIP.
06054R6F4
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.64%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$349,841,817.50
b. Excluding the value of any sponsor support:
$349,841,817.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.16%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF AMERICA NA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF AMERICA NA 5.500000%
Item C.3 The CUSIP.
06054R6G2
Item C.4 The LEI (if available). (See General Instruction E.)
B4TYDEB6GKMZO031MB27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001102113
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button checked  Other Instrument
Brief Description
Bank Note
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-20
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-20
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.64%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,810,816.00
b. Excluding the value of any sponsor support:
$399,810,816.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF MONTREAL
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF MONTREAL 0.000000%
Item C.3 The CUSIP.
06369LAA3
Item C.4 The LEI (if available). (See General Instruction E.)
NQQ6HPCNCCU6TUTQYE16
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06369LAA35
b. The CIK; or
0000009622
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-10
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.54%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$243,733,555.00
b. Excluding the value of any sponsor support:
$243,733,555.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF MONTREAL
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF MONTREAL 0.000000%
Item C.3 The CUSIP.
06369LAP0
Item C.4 The LEI (if available). (See General Instruction E.)
NQQ6HPCNCCU6TUTQYE16
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06369LAP04
b. The CIK; or
0000009622
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-23
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$924,186,182.00
b. Excluding the value of any sponsor support:
$924,186,182.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.42%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF MONTREAL
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF MONTREAL 0.000000%
Item C.3 The CUSIP.
06369MVM2
Item C.4 The LEI (if available). (See General Instruction E.)
NQQ6HPCNCCU6TUTQYE16
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06369MVM27
b. The CIK; or
0000009622
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-21
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.28%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$498,461,460.00
b. Excluding the value of any sponsor support:
$498,461,460.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF MONTREAL
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF MONTREAL 5.670000%
Item C.3 The CUSIP.
06373L6Y0
Item C.4 The LEI (if available). (See General Instruction E.)
NQQ6HPCNCCU6TUTQYE16
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06373L6Y07
b. The CIK; or
0000009622
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$585,147,437.55
b. Excluding the value of any sponsor support:
$585,147,437.55
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.27%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA 0.000000%
Item C.3 The CUSIP.
06417JDC3
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417JDC36
b. The CIK; or
0001041839
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-12
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-12
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-12
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$239,096,662.44
b. Excluding the value of any sponsor support:
$239,096,662.44
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA 5.740000%
Item C.3 The CUSIP.
06417LVN4
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417LVN45
b. The CIK; or
0001041839
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.49%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$198,082,043.28
b. Excluding the value of any sponsor support:
$198,082,043.28
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA 5.740000%
Item C.3 The CUSIP.
06417LVP9
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417LVP92
b. The CIK; or
0001041839
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$191,082,076.52
b. Excluding the value of any sponsor support:
$191,082,076.52
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA 5.740000%
Item C.3 The CUSIP.
06417LVR5
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417LVR58
b. The CIK; or
0001041839
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.54%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,252,780.00
b. Excluding the value of any sponsor support:
$500,252,780.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA 5.630000%
Item C.3 The CUSIP.
06417LWL7
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417LWL79
b. The CIK; or
0001041839
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,018,388.29
b. Excluding the value of any sponsor support:
$97,018,388.29
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA 5.610000%
Item C.3 The CUSIP.
06417LWS2
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417LWS23
b. The CIK; or
0001041839
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-16
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-16
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$482,060,630.78
b. Excluding the value of any sponsor support:
$482,060,630.78
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA 5.600000%
Item C.3 The CUSIP.
06417LWU7
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417LWU78
b. The CIK; or
0001041839
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$145,011,629.00
b. Excluding the value of any sponsor support:
$145,011,629.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA 5.580000%
Item C.3 The CUSIP.
06417LWY9
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417LWY90
b. The CIK; or
0001041839
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-27
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-27
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.57%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$99,999,565.00
b. Excluding the value of any sponsor support:
$99,999,565.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.730000%
Item C.3 The CUSIP.
06417M2Y0
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417M2Y04
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.69%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$100,000,152.00
b. Excluding the value of any sponsor support:
$100,000,152.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.830000%
Item C.3 The CUSIP.
06417M3G8
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417M3G88
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-03-27
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-03-27
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-03-27
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.81%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$499,967,975.00
b. Excluding the value of any sponsor support:
$499,967,975.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 6.050000%
Item C.3 The CUSIP.
06417M3J2
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417M3J28
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-06-28
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-06-28
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-06-28
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.94%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$195,136,901.70
b. Excluding the value of any sponsor support:
$195,136,901.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.920000%
Item C.3 The CUSIP.
06417M3M5
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417M3M56
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.83%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$800,372,840.00
b. Excluding the value of any sponsor support:
$800,372,840.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.37%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 5.800000%
Item C.3 The CUSIP.
06417M3U7
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-05-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-05-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
0.00%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$85,000,000.00
b. Excluding the value of any sponsor support:
$85,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.950000%
Item C.3 The CUSIP.
06417MP33
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417MP334
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.46%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$241,113,108.53
b. Excluding the value of any sponsor support:
$241,113,108.53
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.800000%
Item C.3 The CUSIP.
06417MQ99
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417MQ993
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-29
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-29
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.48%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$388,187,632.92
b. Excluding the value of any sponsor support:
$388,187,632.92
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.670000%
Item C.3 The CUSIP.
06417MR72
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417MR728
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,014,682.24
b. Excluding the value of any sponsor support:
$48,014,682.24
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.650000%
Item C.3 The CUSIP.
06417MS55
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417MS551
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$144,037,448.64
b. Excluding the value of any sponsor support:
$144,037,448.64
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 5.650000%
Item C.3 The CUSIP.
06417MS89
Item C.4 The LEI (if available). (See General Instruction E.)
L3I9ZG2KFGXZ61BMYR72
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06417MS890
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$100,025,653.00
b. Excluding the value of any sponsor support:
$100,025,653.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK PLC (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.600000%
Item C.3 The CUSIP.
06742T4A1
Item C.4 The LEI (if available). (See General Instruction E.)
G5GSEF7VJP5I7OUK5573
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06742T4A14
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$360,201,628.10
b. Excluding the value of any sponsor support:
$360,201,628.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.17%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK PLC (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.140000%
Item C.3 The CUSIP.
06742T4H6
Item C.4 The LEI (if available). (See General Instruction E.)
G5GSEF7VJP5I7OUK5573
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06742T4H66
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$541,961,740.22
b. Excluding the value of any sponsor support:
$541,961,740.22
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.25%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK PLC (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK PLC (NEW YORK BRANCH) 5.750000%
Item C.3 The CUSIP.
06742T5Y8
Item C.4 The LEI (if available). (See General Instruction E.)
G5GSEF7VJP5I7OUK5573
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06742T5Y80
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-22
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.70%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,043,140.00
b. Excluding the value of any sponsor support:
$500,043,140.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK UK PLC 0.000000%
Item C.3 The CUSIP.
06744RV21
Item C.4 The LEI (if available). (See General Instruction E.)
213800UUGANOMFJ9X769
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06744RV213
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.28%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$205,939,619.34
b. Excluding the value of any sponsor support:
$205,939,619.34
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK UK PLC 0.000000%
Item C.3 The CUSIP.
06744RV39
Item C.4 The LEI (if available). (See General Instruction E.)
213800UUGANOMFJ9X769
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06744RV395
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.29%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$302,866,377.00
b. Excluding the value of any sponsor support:
$302,866,377.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK UK PLC 0.000000%
Item C.3 The CUSIP.
06744RV47
Item C.4 The LEI (if available). (See General Instruction E.)
213800UUGANOMFJ9X769
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06744RV478
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$640,622,021.53
b. Excluding the value of any sponsor support:
$640,622,021.53
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.29%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK UK PLC 0.000000%
Item C.3 The CUSIP.
06744RV70
Item C.4 The LEI (if available). (See General Instruction E.)
213800UUGANOMFJ9X769
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$463,516,948.16
b. Excluding the value of any sponsor support:
$463,516,948.16
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARTON CAPITAL SA
Item C.2 The title of the issue (including coupon, if applicable).
BARTON CAPITAL SA 0.000000%
Item C.3 The CUSIP.
06945MV11
Item C.4 The LEI (if available). (See General Instruction E.)
549300KOFKIMD0C37W24
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06945MV118
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,992,756.33
b. Excluding the value of any sponsor support:
$48,992,756.33
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARTON CAPITAL SA
Item C.2 The title of the issue (including coupon, if applicable).
BARTON CAPITAL SA 0.000000%
Item C.3 The CUSIP.
06945MV78
Item C.4 The LEI (if available). (See General Instruction E.)
549300KOFKIMD0C37W24
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06945MV787
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$148,844,564.69
b. Excluding the value of any sponsor support:
$148,844,564.69
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARTON CAPITAL SA
Item C.2 The title of the issue (including coupon, if applicable).
BARTON CAPITAL SA 0.000000%
Item C.3 The CUSIP.
06945MVG8
Item C.4 The LEI (if available). (See General Instruction E.)
549300KOFKIMD0C37W24
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06945MVG85
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-16
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-16
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-16
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,882,922.83
b. Excluding the value of any sponsor support:
$48,882,922.83
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARTON CAPITAL SA
Item C.2 The title of the issue (including coupon, if applicable).
BARTON CAPITAL SA 0.000000%
Item C.3 The CUSIP.
06945MVH6
Item C.4 The LEI (if available). (See General Instruction E.)
549300KOFKIMD0C37W24
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06945MVH68
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-17
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,875,559.11
b. Excluding the value of any sponsor support:
$48,875,559.11
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARTON CAPITAL SA
Item C.2 The title of the issue (including coupon, if applicable).
BARTON CAPITAL SA 0.000000%
Item C.3 The CUSIP.
06945MVN3
Item C.4 The LEI (if available). (See General Instruction E.)
549300KOFKIMD0C37W24
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US06945MVN37
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-22
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,838,779.22
b. Excluding the value of any sponsor support:
$48,838,779.22
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
Item C.3 The CUSIP.
07274MV77
Item C.4 The LEI (if available). (See General Instruction E.)
VDYMYTQGZZ6DU0912C88
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US07274MV773
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$892,077,977.50
b. Excluding the value of any sponsor support:
$892,077,977.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.41%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 5.330000%
Item C.3 The CUSIP.
0727MCS32
Item C.4 The LEI (if available). (See General Instruction E.)
VDYMYTQGZZ6DU0912C88
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$196,000,392.00
b. Excluding the value of any sponsor support:
$196,000,392.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BEDFORD ROW FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
BEDFORD ROW FUNDING CORP 0.000000%
Item C.3 The CUSIP.
07644AB52
Item C.4 The LEI (if available). (See General Instruction E.)
5493000JWH1Z48FX0180
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-02-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-02-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-02-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$135,870,035.00
b. Excluding the value of any sponsor support:
$135,870,035.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BEDFORD ROW FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
BEDFORD ROW FUNDING CORP 0.000000%
Item C.3 The CUSIP.
07644BZ54
Item C.4 The LEI (if available). (See General Instruction E.)
5493000JWH1Z48FX0180
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US07644BZ540
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$147,077,412.00
b. Excluding the value of any sponsor support:
$147,077,412.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BEDFORD ROW FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
BEDFORD ROW FUNDING CORP 5.710000%
Item C.3 The CUSIP.
07644CK90
Item C.4 The LEI (if available). (See General Instruction E.)
5493000JWH1Z48FX0180
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-03-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-03-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
0.00%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$196,000,000.00
b. Excluding the value of any sponsor support:
$196,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BEDFORD ROW FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
BEDFORD ROW FUNDING CORP 5.470000%
Item C.3 The CUSIP.
07645RDS2
Item C.4 The LEI (if available). (See General Instruction E.)
5493000JWH1Z48FX0180
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US07645RDS22
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-12
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-12
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.54%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$199,972,416.00
b. Excluding the value of any sponsor support:
$199,972,416.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BEDFORD ROW FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
BEDFORD ROW FUNDING CORP 5.660000%
Item C.3 The CUSIP.
07645RDY9
Item C.4 The LEI (if available). (See General Instruction E.)
5493000JWH1Z48FX0180
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US07645RDY99
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.60%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$98,017,317.58
b. Excluding the value of any sponsor support:
$98,017,317.58
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BEDFORD ROW FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
BEDFORD ROW FUNDING CORP 5.700000%
Item C.3 The CUSIP.
07646MAQ9
Item C.4 The LEI (if available). (See General Instruction E.)
5493000JWH1Z48FX0180
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US07646MAQ96
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$190,061,582.80
b. Excluding the value of any sponsor support:
$190,061,582.80
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BEDFORD ROW FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
BEDFORD ROW FUNDING CORP 5.660000%
Item C.3 The CUSIP.
07646MAS5
Item C.4 The LEI (if available). (See General Instruction E.)
5493000JWH1Z48FX0180
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US07646MAS52
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$268,053,675.04
b. Excluding the value of any sponsor support:
$268,053,675.04
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.12%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BENNINGTON STARK CAPITAL COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
Item C.3 The CUSIP.
08224MV35
Item C.4 The LEI (if available). (See General Instruction E.)
549300PGDCWK6DU9QM65
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US08224MV355
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,956,422.34
b. Excluding the value of any sponsor support:
$97,956,422.34
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BENNINGTON STARK CAPITAL COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
Item C.3 The CUSIP.
08224MV84
Item C.4 The LEI (if available). (See General Instruction E.)
549300PGDCWK6DU9QM65
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US08224MV843
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$208,719,862.98
b. Excluding the value of any sponsor support:
$208,719,862.98
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BENNINGTON STARK CAPITAL COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
Item C.3 The CUSIP.
08224MVB7
Item C.4 The LEI (if available). (See General Instruction E.)
549300PGDCWK6DU9QM65
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US08224MVB70
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-11
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-11
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-11
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,918,034.50
b. Excluding the value of any sponsor support:
$49,918,034.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BENNINGTON STARK CAPITAL COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
Item C.3 The CUSIP.
08224MW18
Item C.4 The LEI (if available). (See General Instruction E.)
549300PGDCWK6DU9QM65
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US08224MW189
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$267,715,974.23
b. Excluding the value of any sponsor support:
$267,715,974.23
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.12%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BLUE MOUNTAIN ENTERPRISES, LLC
Item C.2 The title of the issue (including coupon, if applicable).
VARIABLE RATE DEMAND BONDS SERIES 2013 5.440000%
Item C.3 The CUSIP.
095770AA1
Item C.4 The LEI (if available). (See General Instruction E.)
5493002IBX1P8Z363V65
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US095770AA14
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2043-09-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Wells Fargo Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,450,000.00
b. Excluding the value of any sponsor support:
$2,450,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CAFCO LLC
Item C.2 The title of the issue (including coupon, if applicable).
CAFCO LLC 0.000000%
Item C.3 The CUSIP.
1247P3V17
Item C.4 The LEI (if available). (See General Instruction E.)
8O46YQAGJ63WE5QHIG35
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US1247P3V177
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Citibank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$20,796,923.26
b. Excluding the value of any sponsor support:
$20,796,923.26
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CRC FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CRC FUNDING LLC 0.000000%
Item C.3 The CUSIP.
12619UV16
Item C.4 The LEI (if available). (See General Instruction E.)
549300HKCCNTZDBBEN75
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US12619UV163
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Citibank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$13,597,988.29
b. Excluding the value of any sponsor support:
$13,597,988.29
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CABOT TRAIL FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CABOT TRAIL FUNDING LLC 0.000000%
Item C.3 The CUSIP.
12710HVN5
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US12710HVN50
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-22
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
TORONTO-DOMINION BANK/THE
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.39%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$154,489,921.35
b. Excluding the value of any sponsor support:
$154,489,921.35
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.600000%
Item C.3 The CUSIP.
13606KWZ5
Item C.4 The LEI (if available). (See General Instruction E.)
549300H8L46OOZOFHU82
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US13606KWZ55
b. The CIK; or
0000800030
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.53%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$150,006,295.50
b. Excluding the value of any sponsor support:
$150,006,295.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.700000%
Item C.3 The CUSIP.
13606KXD3
Item C.4 The LEI (if available). (See General Instruction E.)
549300H8L46OOZOFHU82
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US13606KXD35
b. The CIK; or
0000800030
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.53%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$250,098,587.50
b. Excluding the value of any sponsor support:
$250,098,587.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.720000%
Item C.3 The CUSIP.
13606KXE1
Item C.4 The LEI (if available). (See General Instruction E.)
549300H8L46OOZOFHU82
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US13606KXE18
b. The CIK; or
0000800030
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.51%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$250,179,650.00
b. Excluding the value of any sponsor support:
$250,179,650.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 5.660000%
Item C.3 The CUSIP.
13606KYB6
Item C.4 The LEI (if available). (See General Instruction E.)
549300H8L46OOZOFHU82
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US13606KYB69
b. The CIK; or
0000800030
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-14
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$490,052,013.50
b. Excluding the value of any sponsor support:
$490,052,013.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CARGILL GLOBAL FUNDING PLC
Item C.2 The title of the issue (including coupon, if applicable).
CARGILL GLOBAL FUNDING PLC 0.000000%
Item C.3 The CUSIP.
14177UV32
Item C.4 The LEI (if available). (See General Instruction E.)
QP3XKRKS0CX2T3O07L95
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US14177UV327
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
CARGILL INC
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.36%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$146,934,327.75
b. Excluding the value of any sponsor support:
$146,934,327.75
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CELLMARK, INC
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE NOTES SERIES 2018A 5.400000%
Item C.3 The CUSIP.
15118CAA8
Item C.4 The LEI (if available). (See General Instruction E.)
549300JWG1LWHVNYN325
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15118CAA80
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2038-06-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Swedbank AB
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$106,000,000.00
b. Excluding the value of any sponsor support:
$106,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARIOT FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARIOT FUNDING LLC 0.000000%
Item C.3 The CUSIP.
15963TA82
Item C.4 The LEI (if available). (See General Instruction E.)
549300EEWRNP448AMT79
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15963TA820
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$194,970,538.00
b. Excluding the value of any sponsor support:
$194,970,538.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARIOT FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARIOT FUNDING LLC 0.000000%
Item C.3 The CUSIP.
15963TA90
Item C.4 The LEI (if available). (See General Instruction E.)
549300EEWRNP448AMT79
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15963TA903
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-09
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$224,178,125.00
b. Excluding the value of any sponsor support:
$224,178,125.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARIOT FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARIOT FUNDING LLC 0.000000%
Item C.3 The CUSIP.
15963TAA7
Item C.4 The LEI (if available). (See General Instruction E.)
549300EEWRNP448AMT79
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15963TAA79
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-10
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$194,905,344.00
b. Excluding the value of any sponsor support:
$194,905,344.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARIOT FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARIOT FUNDING LLC 0.000000%
Item C.3 The CUSIP.
15963UV45
Item C.4 The LEI (if available). (See General Instruction E.)
549300EEWRNP448AMT79
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15963UV451
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$78,353,604.45
b. Excluding the value of any sponsor support:
$78,353,604.45
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARIOT FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARIOT FUNDING LLC 0.000000%
Item C.3 The CUSIP.
15963UV78
Item C.4 The LEI (if available). (See General Instruction E.)
549300EEWRNP448AMT79
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15963UV782
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$145,848,545.44
b. Excluding the value of any sponsor support:
$145,848,545.44
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARIOT FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARIOT FUNDING LLC 0.000000%
Item C.3 The CUSIP.
15963UV94
Item C.4 The LEI (if available). (See General Instruction E.)
549300EEWRNP448AMT79
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15963UV949
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-09
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$91,078,316.40
b. Excluding the value of any sponsor support:
$91,078,316.40
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARIOT FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARIOT FUNDING LLC 0.000000%
Item C.3 The CUSIP.
15963UVA1
Item C.4 The LEI (if available). (See General Instruction E.)
549300EEWRNP448AMT79
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15963UVA14
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-10
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$194,710,803.30
b. Excluding the value of any sponsor support:
$194,710,803.30
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARIOT FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARIOT FUNDING LLC 0.000000%
Item C.3 The CUSIP.
15963UVB9
Item C.4 The LEI (if available). (See General Instruction E.)
549300EEWRNP448AMT79
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US15963UVB96
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-11
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-11
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-11
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$124,796,041.25
b. Excluding the value of any sponsor support:
$124,796,041.25
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CHARTA LLC
Item C.2 The title of the issue (including coupon, if applicable).
CHARTA LLC 0.000000%
Item C.3 The CUSIP.
16115WWD5
Item C.4 The LEI (if available). (See General Instruction E.)
5493000FNFK79LCM6M65
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US16115WWD54
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-13
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Citibank NA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.39%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$72,519,092.06
b. Excluding the value of any sponsor support:
$72,519,092.06
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIBANK NA
Item C.2 The title of the issue (including coupon, if applicable).
CITIBANK NA 5.910000%
Item C.3 The CUSIP.
17305T7C0
Item C.4 The LEI (if available). (See General Instruction E.)
E57ODZWZ7FF32TWEFA76
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US17305T7C04
b. The CIK; or
0000036684
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.48%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$480,312,220.80
b. Excluding the value of any sponsor support:
$480,312,220.80
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIGROUP GLOBAL MARKETS INC
Item C.2 The title of the issue (including coupon, if applicable).
CITIGROUP GLOBAL MARKETS INC 0.000000%
Item C.3 The CUSIP.
17327BZ81
Item C.4 The LEI (if available). (See General Instruction E.)
MBNUM2BPBDO7JBLYG310
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US17327BZ813
b. The CIK; or
0000315030
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$465,418,456.75
b. Excluding the value of any sponsor support:
$465,418,456.75
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIGROUP GLOBAL MARKETS INC
Item C.2 The title of the issue (including coupon, if applicable).
CITIGROUP GLOBAL MARKETS INC 0.000000%
Item C.3 The CUSIP.
17327BZT5
Item C.4 The LEI (if available). (See General Instruction E.)
MBNUM2BPBDO7JBLYG310
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US17327BZT50
b. The CIK; or
0000315030
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-27
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-27
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-27
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$781,391,552.00
b. Excluding the value of any sponsor support:
$781,391,552.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.36%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIBANK NA
Item C.2 The title of the issue (including coupon, if applicable).
CITIBANK NA 5.400000%
Item C.3 The CUSIP.
17330QCJ4
Item C.4 The LEI (if available). (See General Instruction E.)
E57ODZWZ7FF32TWEFA76
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US17330QCJ40
b. The CIK; or
0000036684
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-19
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-19
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-19
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.41%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$459,880,216.00
b. Excluding the value of any sponsor support:
$459,880,216.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIBANK NA
Item C.2 The title of the issue (including coupon, if applicable).
CITIBANK NA 5.720000%
Item C.3 The CUSIP.
17330QDH7
Item C.4 The LEI (if available). (See General Instruction E.)
E57ODZWZ7FF32TWEFA76
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US17330QDH74
b. The CIK; or
0000036684
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-14
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.66%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$225,019,606.50
b. Excluding the value of any sponsor support:
$225,019,606.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIBANK NA
Item C.2 The title of the issue (including coupon, if applicable).
CITIBANK NA 5.750000%
Item C.3 The CUSIP.
17330QDT1
Item C.4 The LEI (if available). (See General Instruction E.)
E57ODZWZ7FF32TWEFA76
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US17330QDT13
b. The CIK; or
0000036684
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.69%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$475,047,205.50
b. Excluding the value of any sponsor support:
$475,047,205.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIBANK NA
Item C.2 The title of the issue (including coupon, if applicable).
CITIBANK NA 5.770000%
Item C.3 The CUSIP.
17330QDW4
Item C.4 The LEI (if available). (See General Instruction E.)
E57ODZWZ7FF32TWEFA76
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US17330QDW42
b. The CIK; or
0000036684
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.69%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$480,084,067.20
b. Excluding the value of any sponsor support:
$480,084,067.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIBANK NA
Item C.2 The title of the issue (including coupon, if applicable).
CITIBANK NA 5.800000%
Item C.3 The CUSIP.
17330QEG8
Item C.4 The LEI (if available). (See General Instruction E.)
E57ODZWZ7FF32TWEFA76
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US17330QEG82
b. The CIK; or
0000036684
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-02-27
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-02-27
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-02-27
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.82%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$635,939,401.92
b. Excluding the value of any sponsor support:
$635,939,401.92
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.29%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIBANK NA
Item C.2 The title of the issue (including coupon, if applicable).
CITIBANK NA 5.760000%
Item C.3 The CUSIP.
17330QEM5
Item C.4 The LEI (if available). (See General Instruction E.)
E57ODZWZ7FF32TWEFA76
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000036684
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-02-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-02-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-02-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
6.02%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,366,256.00
b. Excluding the value of any sponsor support:
$488,366,256.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COLLATERALIZED COMMERCIAL PAPER V CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
COLLATERALIZED COMMERCIAL PAPER V CO LLC 5.750000%
Item C.3 The CUSIP.
19423RAE9
Item C.4 The LEI (if available). (See General Instruction E.)
549300ZLXI3T111CH173
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US19423RAE99
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JP Morgan Securities LLC
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.70%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$244,003,555.08
b. Excluding the value of any sponsor support:
$244,003,555.08
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COLLATERALIZED COMMERCIAL PAPER V CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
COLLATERALIZED COMMERCIAL PAPER V CO LLC 5.850000%
Item C.3 The CUSIP.
19423RAQ2
Item C.4 The LEI (if available). (See General Instruction E.)
549300ZLXI3T111CH173
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US19423RAQ20
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-22
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JP Morgan Securities LLC
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.83%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$185,006,530.50
b. Excluding the value of any sponsor support:
$185,006,530.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.08%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COLLATERALIZED COMMERCIAL PAPER V CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
COLLATERALIZED COMMERCIAL PAPER V CO LLC 5.550000%
Item C.3 The CUSIP.
19424G7L0
Item C.4 The LEI (if available). (See General Instruction E.)
549300ZLXI3T111CH173
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US19424G7L07
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JP Morgan Securities LLC
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$170,004,981.00
b. Excluding the value of any sponsor support:
$170,004,981.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.08%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COLLATERALIZED COMMERCIAL PAPER V CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
COLLATERALIZED COMMERCIAL PAPER V CO LLC 5.470000%
Item C.3 The CUSIP.
19424GAE2
Item C.4 The LEI (if available). (See General Instruction E.)
549300ZLXI3T111CH173
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US19424GAE26
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JP Morgan Securities LLC
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.46%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$150,001,510.50
b. Excluding the value of any sponsor support:
$150,001,510.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COLLATERALIZED COMMERCIAL PAPER V CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
COLLATERALIZED COMMERCIAL PAPER V CO LLC 5.460000%
Item C.3 The CUSIP.
19424GAJ1
Item C.4 The LEI (if available). (See General Instruction E.)
549300ZLXI3T111CH173
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US19424GAJ13
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-11
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-11
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
JP Morgan Securities LLC
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.46%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$199,998,098.00
b. Excluding the value of any sponsor support:
$199,998,098.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Colorado Housing & Finance Auth
Item C.2 The title of the issue (including coupon, if applicable).
S/F MORTGAGE CLASS II RB SERIES 2023F2 5.350000%
Item C.3 The CUSIP.
1964802P1
Item C.4 The LEI (if available). (See General Instruction E.)
5493005GIROYQAWBMC18
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US1964802P13
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2043-05-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button checked Yes   Radio button not checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$24,560,000.00
b. Excluding the value of any sponsor support:
$24,560,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.950000%
Item C.3 The CUSIP.
21684LFH0
Item C.4 The LEI (if available). (See General Instruction E.)
DG3RU1DBUFHT4ZF9WN62
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US21684LFH06
b. The CIK; or
0001098062
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$250,086,527.50
b. Excluding the value of any sponsor support:
$250,086,527.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.610000%
Item C.3 The CUSIP.
21684XF50
Item C.4 The LEI (if available). (See General Instruction E.)
DG3RU1DBUFHT4ZF9WN62
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US21684XF502
b. The CIK; or
0001098062
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,001,000.58
b. Excluding the value of any sponsor support:
$49,001,000.58
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.250000%
Item C.3 The CUSIP.
22536CT26
Item C.4 The LEI (if available). (See General Instruction E.)
254900BN8XS34XZDJ223
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US22536CT268
b. The CIK; or
0001330437
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.29%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$292,999,604.45
b. Excluding the value of any sponsor support:
$292,999,604.45
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.285000%
Item C.3 The CUSIP.
22536CU24
Item C.4 The LEI (if available). (See General Instruction E.)
254900BN8XS34XZDJ223
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US22536CU241
b. The CIK; or
0001330437
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$292,999,660.12
b. Excluding the value of any sponsor support:
$292,999,660.12
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.310000%
Item C.3 The CUSIP.
22536CUJ7
Item C.4 The LEI (if available). (See General Instruction E.)
254900BN8XS34XZDJ223
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US22536CUJ79
b. The CIK; or
0001330437
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$105,997,688.14
b. Excluding the value of any sponsor support:
$105,997,688.14
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.310000%
Item C.3 The CUSIP.
22536CUQ1
Item C.4 The LEI (if available). (See General Instruction E.)
254900BN8XS34XZDJ223
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US22536CUQ13
b. The CIK; or
0001330437
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$249,993,645.00
b. Excluding the value of any sponsor support:
$249,993,645.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.570000%
Item C.3 The CUSIP.
22536CV80
Item C.4 The LEI (if available). (See General Instruction E.)
254900BN8XS34XZDJ223
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001330437
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$390,009,750.00
b. Excluding the value of any sponsor support:
$390,009,750.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.550000%
Item C.3 The CUSIP.
22536CZL7
Item C.4 The LEI (if available). (See General Instruction E.)
254900BN8XS34XZDJ223
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US22536CZL70
b. The CIK; or
0001330437
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.41%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$400,035,056.00
b. Excluding the value of any sponsor support:
$400,035,056.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 5.530000%
Item C.3 The CUSIP.
22536CZW3
Item C.4 The LEI (if available). (See General Instruction E.)
254900BN8XS34XZDJ223
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US22536CZW36
b. The CIK; or
0001330437
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-15
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.39%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,035,469.00
b. Excluding the value of any sponsor support:
$300,035,469.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DBS BANK LTD
Item C.2 The title of the issue (including coupon, if applicable).
DBS BANK LTD 0.000000%
Item C.3 The CUSIP.
23305EVA8
Item C.4 The LEI (if available). (See General Instruction E.)
ATUEL7OJR5057F2PV266
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US23305EVA80
b. The CIK; or
0001501323
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-10
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$748,892,085.00
b. Excluding the value of any sponsor support:
$748,892,085.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.34%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DNB BANK ASA
Item C.2 The title of the issue (including coupon, if applicable).
DNB BANK ASA 0.000000%
Item C.3 The CUSIP.
2332K1V15
Item C.4 The LEI (if available). (See General Instruction E.)
549300GKFG0RYRRQ1414
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US2332K1V154
b. The CIK; or
0001498632
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.25%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,941,700.00
b. Excluding the value of any sponsor support:
$399,941,700.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DNB BANK ASA
Item C.2 The title of the issue (including coupon, if applicable).
DNB BANK ASA 0.000000%
Item C.3 The CUSIP.
2332K1VE7
Item C.4 The LEI (if available). (See General Instruction E.)
549300GKFG0RYRRQ1414
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US2332K1VE72
b. The CIK; or
0001498632
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-14
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.26%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$498,977,220.00
b. Excluding the value of any sponsor support:
$498,977,220.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DNB BANK ASA
Item C.2 The title of the issue (including coupon, if applicable).
DNB BANK ASA 0.000000%
Item C.3 The CUSIP.
2332K1VJ6
Item C.4 The LEI (if available). (See General Instruction E.)
549300GKFG0RYRRQ1414
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US2332K1VJ69
b. The CIK; or
0001498632
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-18
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.26%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$498,684,250.00
b. Excluding the value of any sponsor support:
$498,684,250.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
EAGLE CNTY
Item C.2 The title of the issue (including coupon, if applicable).
RB (BC HOUSING) SERIES 1997B 5.520000%
Item C.3 The CUSIP.
269476AB3
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US269476AB37
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2027-06-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Wells Fargo Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,500,000.00
b. Excluding the value of any sponsor support:
$1,500,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
EAGLE CNTY
Item C.2 The title of the issue (including coupon, if applicable).
RB (TARNES AT BC) SERIES 1999B 5.520000%
Item C.3 The CUSIP.
269476AD9
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US269476AD92
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2039-05-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Wells Fargo Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,410,000.00
b. Excluding the value of any sponsor support:
$2,410,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
EQUINOR ASA
Item C.2 The title of the issue (including coupon, if applicable).
EQUINOR ASA 0.000000%
Item C.3 The CUSIP.
29447MV24
Item C.4 The LEI (if available). (See General Instruction E.)
OW6OFBNCKXC4US5C7523
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$53,984,025.18
b. Excluding the value of any sponsor support:
$53,984,025.18
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ERSTE FINANCE (DELAWARE) LLC
Item C.2 The title of the issue (including coupon, if applicable).
ERSTE FINANCE (DELAWARE) LLC 0.000000%
Item C.3 The CUSIP.
2960E3V16
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US2960E3V165
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
ERSTE GROUP BANK AG
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$292,956,691.67
b. Excluding the value of any sponsor support:
$292,956,691.67
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ERSTE FINANCE (DELAWARE) LLC
Item C.2 The title of the issue (including coupon, if applicable).
ERSTE FINANCE (DELAWARE) LLC 0.000000%
Item C.3 The CUSIP.
2960E3V73
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
ERSTE GROUP BANK AG
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.36%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$659,312,775.00
b. Excluding the value of any sponsor support:
$659,312,775.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.30%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FAIRWAY FINANCE CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
FAIRWAY FINANCE CO LLC 0.000000%
Item C.3 The CUSIP.
30601VA92
Item C.4 The LEI (if available). (See General Instruction E.)
549300GKD6SUOVFV4H89
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US30601VA922
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-09
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Montreal
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$14,620,177.50
b. Excluding the value of any sponsor support:
$14,620,177.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FAIRWAY FINANCE CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
FAIRWAY FINANCE CO LLC 0.000000%
Item C.3 The CUSIP.
30601VAG6
Item C.4 The LEI (if available). (See General Instruction E.)
549300GKD6SUOVFV4H89
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US30601VAG68
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-16
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-16
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-16
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Montreal
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.64%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,351,394.00
b. Excluding the value of any sponsor support:
$97,351,394.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
Item C.2 The title of the issue (including coupon, if applicable).
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
Item C.3 The CUSIP.
31428FAC9
Item C.4 The LEI (if available). (See General Instruction E.)
549300B2Q47IR0CR5B54
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US31428FAC95
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-12
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-12
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-12
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$194,899,666.00
b. Excluding the value of any sponsor support:
$194,899,666.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
Item C.2 The title of the issue (including coupon, if applicable).
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
Item C.3 The CUSIP.
31428FAJ4
Item C.4 The LEI (if available). (See General Instruction E.)
549300B2Q47IR0CR5B54
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US31428FAJ49
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-18
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$233,643,360.00
b. Excluding the value of any sponsor support:
$233,643,360.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
Item C.2 The title of the issue (including coupon, if applicable).
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
Item C.3 The CUSIP.
31428FAK1
Item C.4 The LEI (if available). (See General Instruction E.)
549300B2Q47IR0CR5B54
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US31428FAK12
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-19
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-19
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-19
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$243,337,390.00
b. Excluding the value of any sponsor support:
$243,337,390.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
Item C.2 The title of the issue (including coupon, if applicable).
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
Item C.3 The CUSIP.
31428GVE0
Item C.4 The LEI (if available). (See General Instruction E.)
549300B2Q47IR0CR5B54
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US31428GVE06
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-14
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$297,384,513.78
b. Excluding the value of any sponsor support:
$297,384,513.78
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
Item C.2 The title of the issue (including coupon, if applicable).
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
Item C.3 The CUSIP.
31428GVH3
Item C.4 The LEI (if available). (See General Instruction E.)
549300B2Q47IR0CR5B54
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US31428GVH37
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-17
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$299,247,183.00
b. Excluding the value of any sponsor support:
$299,247,183.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
Item C.2 The title of the issue (including coupon, if applicable).
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
Item C.3 The CUSIP.
31428GW58
Item C.4 The LEI (if available). (See General Instruction E.)
549300B2Q47IR0CR5B54
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US31428GW585
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$159,143,520.00
b. Excluding the value of any sponsor support:
$159,143,520.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FIORE CAPITAL
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2005A 5.400000%
Item C.3 The CUSIP.
31809DAA7
Item C.4 The LEI (if available). (See General Instruction E.)
549300WF2XHMIERS7222
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US31809DAA72
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2045-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Wells Fargo Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$8,075,000.00
b. Excluding the value of any sponsor support:
$8,075,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOTHAM FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
GOTHAM FUNDING CORP 0.000000%
Item C.3 The CUSIP.
38346LA97
Item C.4 The LEI (if available). (See General Instruction E.)
549300Z2ZR7VTUMRPR17
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US38346LA976
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-09
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$194,932,100.00
b. Excluding the value of any sponsor support:
$194,932,100.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOTHAM FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
GOTHAM FUNDING CORP 0.000000%
Item C.3 The CUSIP.
38346MV19
Item C.4 The LEI (if available). (See General Instruction E.)
549300Z2ZR7VTUMRPR17
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US38346MV194
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.27%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$118,482,646.86
b. Excluding the value of any sponsor support:
$118,482,646.86
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOTHAM FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
GOTHAM FUNDING CORP 0.000000%
Item C.3 The CUSIP.
38346MV35
Item C.4 The LEI (if available). (See General Instruction E.)
549300Z2ZR7VTUMRPR17
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US38346MV350
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.29%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,978,415.50
b. Excluding the value of any sponsor support:
$48,978,415.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOTHAM FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
GOTHAM FUNDING CORP 0.000000%
Item C.3 The CUSIP.
38346MV76
Item C.4 The LEI (if available). (See General Instruction E.)
549300Z2ZR7VTUMRPR17
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US38346MV764
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$58,939,025.27
b. Excluding the value of any sponsor support:
$58,939,025.27
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOTHAM FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
GOTHAM FUNDING CORP 0.000000%
Item C.3 The CUSIP.
38346MVH4
Item C.4 The LEI (if available). (See General Instruction E.)
549300Z2ZR7VTUMRPR17
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US38346MVH41
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-17
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$299,242,368.00
b. Excluding the value of any sponsor support:
$299,242,368.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOTHAM FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
GOTHAM FUNDING CORP 0.000000%
Item C.3 The CUSIP.
38346MVJ0
Item C.4 The LEI (if available). (See General Instruction E.)
549300Z2ZR7VTUMRPR17
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US38346MVJ07
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-18
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$111,700,456.00
b. Excluding the value of any sponsor support:
$111,700,456.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOTHAM FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
GOTHAM FUNDING CORP 0.000000%
Item C.3 The CUSIP.
38346MYM0
Item C.4 The LEI (if available). (See General Instruction E.)
549300Z2ZR7VTUMRPR17
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US38346MYM09
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-21
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.54%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$68,783,617.70
b. Excluding the value of any sponsor support:
$68,783,617.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOTHAM FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
GOTHAM FUNDING CORP 0.000000%
Item C.3 The CUSIP.
38346MZC1
Item C.4 The LEI (if available). (See General Instruction E.)
549300Z2ZR7VTUMRPR17
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US38346MZC18
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-12
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-12
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-12
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$73,440,295.50
b. Excluding the value of any sponsor support:
$73,440,295.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
Item C.2 The title of the issue (including coupon, if applicable).
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
Item C.3 The CUSIP.
39014JV15
Item C.4 The LEI (if available). (See General Instruction E.)
635400VTTJNS4TKPEZ96
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US39014JV151
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,985,520.50
b. Excluding the value of any sponsor support:
$97,985,520.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
Item C.2 The title of the issue (including coupon, if applicable).
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
Item C.3 The CUSIP.
39014JV23
Item C.4 The LEI (if available). (See General Instruction E.)
635400VTTJNS4TKPEZ96
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US39014JV235
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$279,917,181.60
b. Excluding the value of any sponsor support:
$279,917,181.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
Item C.2 The title of the issue (including coupon, if applicable).
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
Item C.3 The CUSIP.
39014JV31
Item C.4 The LEI (if available). (See General Instruction E.)
635400VTTJNS4TKPEZ96
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US39014JV318
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$77,965,368.00
b. Excluding the value of any sponsor support:
$77,965,368.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC
Item C.2 The title of the issue (including coupon, if applicable).
GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
Item C.3 The CUSIP.
39014JV49
Item C.4 The LEI (if available). (See General Instruction E.)
635400VTTJNS4TKPEZ96
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US39014JV490
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,941,940.88
b. Excluding the value of any sponsor support:
$97,941,940.88
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GREYSHOE ISSUING TRUST
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000%
Item C.3 The CUSIP.
39808XAA7
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US39808XAA72
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2072-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
FEDERAL HOME LOAN BANKS
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.45%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$31,640,000.00
b. Excluding the value of any sponsor support:
$31,640,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
HARTFORD HEALTHCARE CORP
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE BONDS SERIES C 5.170000%
Item C.3 The CUSIP.
41652PAA7
Item C.4 The LEI (if available). (See General Instruction E.)
549300W3L482NUDOFF24
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US41652PAA75
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2049-07-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
JPMorgan Chase Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.17%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,000,000.00
b. Excluding the value of any sponsor support:
$49,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING US FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
ING US FUNDING LLC 5.670000%
Item C.3 The CUSIP.
44988GDN5
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US44988GDN51
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
ING Bank NV
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.39%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,355,088.32
b. Excluding the value of any sponsor support:
$488,355,088.32
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Illinois Housing Development Auth
Item C.2 The title of the issue (including coupon, if applicable).
HOUSING BONDS SERIES 2017A2 5.220000%
Item C.3 The CUSIP.
45201LA21
Item C.4 The LEI (if available). (See General Instruction E.)
54930053Z6M9JVHBQZ16
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US45201LA214
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2048-07-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
FEDERAL HOME LOAN BANKS
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button checked Yes   Radio button not checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.22%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$23,800,000.00
b. Excluding the value of any sponsor support:
$23,800,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ILLINOIS HSG DEV AUTH 2016
Item C.2 The title of the issue (including coupon, if applicable).
M/F RB SERIES 2022C 5.400000%
Item C.3 The CUSIP.
45202BLE4
Item C.4 The LEI (if available). (See General Instruction E.)
54930053Z6M9JVHBQZ16
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US45202BLE47
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2052-01-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
FEDERAL HOME LOAN BANKS
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button checked Yes   Radio button not checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$11,475,000.00
b. Excluding the value of any sponsor support:
$11,475,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
IOWA STUDENT LOAN LIQUIDITY CORP
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE RB SERIES 20231 5.370000%
Item C.3 The CUSIP.
462590NM8
Item C.4 The LEI (if available). (See General Instruction E.)
549300FO1LWVSZKGJK70
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US462590NM80
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2053-03-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$75,000,000.00
b. Excluding the value of any sponsor support:
$75,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.750000%
Item C.3 The CUSIP.
46651VCT1
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US46651VCT17
b. The CIK; or
0000782124
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-06
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.77%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$484,873,735.10
b. Excluding the value of any sponsor support:
$484,873,735.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.780000%
Item C.3 The CUSIP.
46651VCX2
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US46651VCX29
b. The CIK; or
0000782124
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.80%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$449,905,414.50
b. Excluding the value of any sponsor support:
$449,905,414.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.970000%
Item C.3 The CUSIP.
46651VDC7
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US46651VDC72
b. The CIK; or
0000782124
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-22
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.94%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$148,040,719.24
b. Excluding the value of any sponsor support:
$148,040,719.24
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
KEEP MEMORY ALIVE
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 5.300000%
Item C.3 The CUSIP.
487437AA3
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US487437AA34
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2037-05-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
PNC Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$30,350,000.00
b. Excluding the value of any sponsor support:
$30,350,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LABCON NORTH AMERICA
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE BONDS SERIES 2010 5.400000%
Item C.3 The CUSIP.
50537AAA2
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US50537AAA25
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2040-01-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Bank of the West
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$965,000.00
b. Excluding the value of any sponsor support:
$965,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.300000%
Item C.3 The CUSIP.
51501JLL7
Item C.4 The LEI (if available). (See General Instruction E.)
B81CK4ESI35472RHJ606
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US51501JLL79
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$817,999,550.10
b. Excluding the value of any sponsor support:
$817,999,550.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.38%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 5.330000%
Item C.3 The CUSIP.
51501JLP8
Item C.4 The LEI (if available). (See General Instruction E.)
B81CK4ESI35472RHJ606
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US51501JLP83
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$269,000,333.56
b. Excluding the value of any sponsor support:
$269,000,333.56
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.12%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LIBERTY STREET FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
LIBERTY STREET FUNDING LLC 0.000000%
Item C.3 The CUSIP.
53127TAQ6
Item C.4 The LEI (if available). (See General Instruction E.)
549300F33VRHM10B9391
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53127TAQ67
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-24
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-24
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-24
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$19,446,875.00
b. Excluding the value of any sponsor support:
$19,446,875.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LIBERTY STREET FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
LIBERTY STREET FUNDING LLC 0.000000%
Item C.3 The CUSIP.
53127TAR4
Item C.4 The LEI (if available). (See General Instruction E.)
549300F33VRHM10B9391
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53127TAR41
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-25
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,608,880.50
b. Excluding the value of any sponsor support:
$48,608,880.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LIBERTY STREET FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
LIBERTY STREET FUNDING LLC 0.000000%
Item C.3 The CUSIP.
53127UYG9
Item C.4 The LEI (if available). (See General Instruction E.)
549300F33VRHM10B9391
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53127UYG92
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-16
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-16
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-16
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$18,685,531.00
b. Excluding the value of any sponsor support:
$18,685,531.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LIBERTY STREET FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
LIBERTY STREET FUNDING LLC 0.000000%
Item C.3 The CUSIP.
53127UZ11
Item C.4 The LEI (if available). (See General Instruction E.)
549300F33VRHM10B9391
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53127UZ119
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,050,166.50
b. Excluding the value of any sponsor support:
$49,050,166.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RV13
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RV138
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$249,963,042.50
b. Excluding the value of any sponsor support:
$249,963,042.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RV21
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RV211
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,985,493.06
b. Excluding the value of any sponsor support:
$48,985,493.06
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RV70
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RV708
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$99,895,681.00
b. Excluding the value of any sponsor support:
$99,895,681.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RV88
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RV880
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$53,136,526.55
b. Excluding the value of any sponsor support:
$53,136,526.55
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RV96
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RV963
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-09
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$44,939,565.00
b. Excluding the value of any sponsor support:
$44,939,565.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RVA3
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RVA30
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-10
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$15,496,823.52
b. Excluding the value of any sponsor support:
$15,496,823.52
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RVH8
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RVH82
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-17
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,875,096.06
b. Excluding the value of any sponsor support:
$48,875,096.06
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RVP0
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RVP09
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-23
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.41%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,478,390.24
b. Excluding the value of any sponsor support:
$49,478,390.24
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RVQ8
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RVQ81
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-24
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-24
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-24
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.41%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$45,833,970.82
b. Excluding the value of any sponsor support:
$45,833,970.82
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RVV7
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RVV76
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-29
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-29
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-29
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.43%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,627,532.78
b. Excluding the value of any sponsor support:
$50,627,532.78
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LMA AMERICAS LLC
Item C.2 The title of the issue (including coupon, if applicable).
LMA AMERICAS LLC 0.000000%
Item C.3 The CUSIP.
53944RWF1
Item C.4 The LEI (if available). (See General Instruction E.)
969500DWS97CYSHCPT49
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US53944RWF18
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-15
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Credit Agricole Corporate and Investment Bank SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.46%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,395,804.59
b. Excluding the value of any sponsor support:
$50,395,804.59
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LONGSHIP FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
LONGSHIP FUNDING LLC 0.000000%
Item C.3 The CUSIP.
54316UV14
Item C.4 The LEI (if available). (See General Instruction E.)
549300HYL7N00LBQMI55
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US54316UV140
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
NORDEA BANK ABP
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$195,970,882.24
b. Excluding the value of any sponsor support:
$195,970,882.24
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LONGSHIP FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
LONGSHIP FUNDING LLC 0.000000%
Item C.3 The CUSIP.
54316UV30
Item C.4 The LEI (if available). (See General Instruction E.)
549300HYL7N00LBQMI55
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US54316UV306
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
NORDEA BANK ABP
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$167,425,546.25
b. Excluding the value of any sponsor support:
$167,425,546.25
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.08%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LONGSHIP FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
LONGSHIP FUNDING LLC 0.000000%
Item C.3 The CUSIP.
54316UV48
Item C.4 The LEI (if available). (See General Instruction E.)
549300HYL7N00LBQMI55
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US54316UV488
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
NORDEA BANK ABP
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$239,857,972.80
b. Excluding the value of any sponsor support:
$239,857,972.80
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.560000%
Item C.3 The CUSIP.
55380UFP7
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UFP75
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$604,017,389.16
b. Excluding the value of any sponsor support:
$604,017,389.16
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.28%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.530000%
Item C.3 The CUSIP.
55380UFU6
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UFU60
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$235,008,069.90
b. Excluding the value of any sponsor support:
$235,008,069.90
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.510000%
Item C.3 The CUSIP.
55380UG43
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UG435
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,013,035.00
b. Excluding the value of any sponsor support:
$300,013,035.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.480000%
Item C.3 The CUSIP.
55380UGE1
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UGE10
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.43%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,996,936.00
b. Excluding the value of any sponsor support:
$399,996,936.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.480000%
Item C.3 The CUSIP.
55380UGG6
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UGG67
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$446,995,538.94
b. Excluding the value of any sponsor support:
$446,995,538.94
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.760000%
Item C.3 The CUSIP.
55380UHV2
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UHV26
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-24
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-24
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$475,218,025.00
b. Excluding the value of any sponsor support:
$475,218,025.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.750000%
Item C.3 The CUSIP.
55380UHX8
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UHX81
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$95,041,614.75
b. Excluding the value of any sponsor support:
$95,041,614.75
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
55380UHZ3
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UHZ30
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-26
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-26
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$396,163,987.56
b. Excluding the value of any sponsor support:
$396,163,987.56
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
55380UJC2
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UJC27
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$385,150,792.95
b. Excluding the value of any sponsor support:
$385,150,792.95
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.390000%
Item C.3 The CUSIP.
55380UJK4
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UJK43
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-23
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$225,002,774.25
b. Excluding the value of any sponsor support:
$225,002,774.25
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
55380UJM0
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UJM09
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.61%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$330,113,556.30
b. Excluding the value of any sponsor support:
$330,113,556.30
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.15%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
55380UJQ1
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UJQ13
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-28
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-28
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$468,151,281.00
b. Excluding the value of any sponsor support:
$468,151,281.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.760000%
Item C.3 The CUSIP.
55380UJW8
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UJW80
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$225,085,299.75
b. Excluding the value of any sponsor support:
$225,085,299.75
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.670000%
Item C.3 The CUSIP.
55380UK89
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UK890
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-13
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.72%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$554,820,274.35
b. Excluding the value of any sponsor support:
$554,820,274.35
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.25%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.760000%
Item C.3 The CUSIP.
55380UKN6
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UKN62
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.67%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$130,040,142.70
b. Excluding the value of any sponsor support:
$130,040,142.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MUFG BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MUFG BANK LTD (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
55380UL62
Item C.4 The LEI (if available). (See General Instruction E.)
C3GTMMZIHMY46P4OIX74
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55380UL625
b. The CIK; or
0000852743
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-24
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-24
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.71%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$137,009,231.06
b. Excluding the value of any sponsor support:
$137,009,231.06
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MACON-BIBB CNTY INDUSTRIAL AUTH
Item C.2 The title of the issue (including coupon, if applicable).
IDRB SERIES 2015 5.180000%
Item C.3 The CUSIP.
55553PAJ8
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US55553PAJ84
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2025-07-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Bank of America NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.18%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$5,130,000.00
b. Excluding the value of any sponsor support:
$5,130,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Southern California Metropolitan Water District
Item C.2 The title of the issue (including coupon, if applicable).
SUB WATER REFUNDING RB SERIES 2021A 5.210000%
Item C.3 The CUSIP.
59266TTK7
Item C.4 The LEI (if available). (See General Instruction E.)
5493003GD0S0P56RLT45
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US59266TTK78
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2042-07-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Bank of America NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button checked Yes   Radio button not checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.21%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$81,115,000.00
b. Excluding the value of any sponsor support:
$81,115,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Southern California Metropolitan Water District
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE WATER REFUNDING RB SERIES 2022C2 5.250000%
Item C.3 The CUSIP.
59266TUV1
Item C.4 The LEI (if available). (See General Instruction E.)
5493003GD0S0P56RLT45
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US59266TUV15
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2046-07-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
PNC Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button checked Yes   Radio button not checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.25%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$118,850,000.00
b. Excluding the value of any sponsor support:
$118,850,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.100000%
Item C.3 The CUSIP.
60683DEJ4
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DEJ46
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.27%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$252,997,869.74
b. Excluding the value of any sponsor support:
$252,997,869.74
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.12%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.540000%
Item C.3 The CUSIP.
60683DFJ3
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DFJ37
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$119,003,098.76
b. Excluding the value of any sponsor support:
$119,003,098.76
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.500000%
Item C.3 The CUSIP.
60683DFU8
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DFU81
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$294,008,496.60
b. Excluding the value of any sponsor support:
$294,008,496.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.470000%
Item C.3 The CUSIP.
60683DGD5
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DGD57
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-28
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-28
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.41%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$152,001,250.96
b. Excluding the value of any sponsor support:
$152,001,250.96
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.470000%
Item C.3 The CUSIP.
60683DGK9
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DGK90
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.43%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$212,998,368.42
b. Excluding the value of any sponsor support:
$212,998,368.42
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.470000%
Item C.3 The CUSIP.
60683DGP8
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DGP87
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$333,496,945.14
b. Excluding the value of any sponsor support:
$333,496,945.14
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.15%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.700000%
Item C.3 The CUSIP.
60683DHZ5
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DHZ50
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.61%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$367,091,742.66
b. Excluding the value of any sponsor support:
$367,091,742.66
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.17%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.820000%
Item C.3 The CUSIP.
60683DKE8
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DKE84
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.69%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$312,147,092.40
b. Excluding the value of any sponsor support:
$312,147,092.40
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.750000%
Item C.3 The CUSIP.
60683DKQ1
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DKQ15
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.71%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$240,026,995.20
b. Excluding the value of any sponsor support:
$240,026,995.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.730000%
Item C.3 The CUSIP.
60683DKT5
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DKT53
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.73%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$295,000,504.45
b. Excluding the value of any sponsor support:
$295,000,504.45
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 5.720000%
Item C.3 The CUSIP.
60683DLB3
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60683DLB37
b. The CIK; or
0001462160
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-02-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-02-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.74%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$470,943,574.20
b. Excluding the value of any sponsor support:
$470,943,574.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO BANK LTD (SINGAPORE BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
Item C.3 The CUSIP.
60689QV43
Item C.4 The LEI (if available). (See General Instruction E.)
RB0PEZSDGCO3JS6CEU02
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60689QV439
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$274,836,985.50
b. Excluding the value of any sponsor support:
$274,836,985.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO BANK LTD (SINGAPORE BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
Item C.3 The CUSIP.
60689QV84
Item C.4 The LEI (if available). (See General Instruction E.)
RB0PEZSDGCO3JS6CEU02
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60689QV843
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$287,658,495.36
b. Excluding the value of any sponsor support:
$287,658,495.36
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO BANK LTD (SINGAPORE BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
Item C.3 The CUSIP.
60689QV92
Item C.4 The LEI (if available). (See General Instruction E.)
RB0PEZSDGCO3JS6CEU02
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60689QV926
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-09
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$464,379,573.75
b. Excluding the value of any sponsor support:
$464,379,573.75
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO BANK LTD (SINGAPORE BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
Item C.3 The CUSIP.
60689QW59
Item C.4 The LEI (if available). (See General Instruction E.)
RB0PEZSDGCO3JS6CEU02
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60689QW593
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$493,332,016.00
b. Excluding the value of any sponsor support:
$493,332,016.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO BANK LTD (NEW YORK BRANCH) 5.640000%
Item C.3 The CUSIP.
60710TCP4
Item C.4 The LEI (if available). (See General Instruction E.)
RB0PEZSDGCO3JS6CEU02
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60710TCP49
b. The CIK; or
0001512734
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$892,051,040.24
b. Excluding the value of any sponsor support:
$892,051,040.24
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.41%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO BANK LTD (NEW YORK BRANCH) 5.610000%
Item C.3 The CUSIP.
60710TCY5
Item C.4 The LEI (if available). (See General Instruction E.)
RB0PEZSDGCO3JS6CEU02
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60710TCY55
b. The CIK; or
0001512734
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.39%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,045,667.04
b. Excluding the value of any sponsor support:
$488,045,667.04
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO BANK LTD (NEW YORK BRANCH) 5.640000%
Item C.3 The CUSIP.
60710TDU2
Item C.4 The LEI (if available). (See General Instruction E.)
RB0PEZSDGCO3JS6CEU02
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60710TDU25
b. The CIK; or
0001512734
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,057,483.00
b. Excluding the value of any sponsor support:
$300,057,483.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO BANK LTD (NEW YORK BRANCH) 5.540000%
Item C.3 The CUSIP.
60710TEA5
Item C.4 The LEI (if available). (See General Instruction E.)
RB0PEZSDGCO3JS6CEU02
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US60710TEA51
b. The CIK; or
0001512734
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-21
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$89,018,414.10
b. Excluding the value of any sponsor support:
$89,018,414.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NATIONAL AUSTRALIA BANK LTD
Item C.2 The title of the issue (including coupon, if applicable).
NATIONAL AUSTRALIA BANK LTD 5.650000%
Item C.3 The CUSIP.
63254GXP5
Item C.4 The LEI (if available). (See General Instruction E.)
F8SB4JFBSYQFRQEH3Z21
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US63254GXP52
b. The CIK; or
0000833029
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.54%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$365,107,054.50
b. Excluding the value of any sponsor support:
$365,107,054.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.17%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NATIONAL AUSTRALIA BANK LTD
Item C.2 The title of the issue (including coupon, if applicable).
NATIONAL AUSTRALIA BANK LTD 5.700000%
Item C.3 The CUSIP.
63254GYC3
Item C.4 The LEI (if available). (See General Instruction E.)
F8SB4JFBSYQFRQEH3Z21
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US63254GYC31
b. The CIK; or
0000833029
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.54%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,278,875.00
b. Excluding the value of any sponsor support:
$500,278,875.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NATIONAL AUSTRALIA BANK LTD
Item C.2 The title of the issue (including coupon, if applicable).
NATIONAL AUSTRALIA BANK LTD 5.700000%
Item C.3 The CUSIP.
63254GYD1
Item C.4 The LEI (if available). (See General Instruction E.)
F8SB4JFBSYQFRQEH3Z21
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US63254GYD14
b. The CIK; or
0000833029
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.57%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,247,195.00
b. Excluding the value of any sponsor support:
$500,247,195.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NATIONAL BANK OF CANADA
Item C.2 The title of the issue (including coupon, if applicable).
NATIONAL BANK OF CANADA 0.000000%
Item C.3 The CUSIP.
63307LAG6
Item C.4 The LEI (if available). (See General Instruction E.)
BSGEFEIOM18Y80CKCV46
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US63307LAG68
b. The CIK; or
0000926171
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-16
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-16
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-16
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.57%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$292,152,768.00
b. Excluding the value of any sponsor support:
$292,152,768.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NEW YORK STATE HFA
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE HOUSING RB (29 FLATBUSH AVE) SERIES 2015B 5.380000%
Item C.3 The CUSIP.
64986U2S5
Item C.4 The LEI (if available). (See General Instruction E.)
5493000LS7KCDB02O506
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US64986U2S57
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2044-11-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$17,375,000.00
b. Excluding the value of any sponsor support:
$17,375,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NORDEA BANK ABP
Item C.2 The title of the issue (including coupon, if applicable).
NORDEA BANK ABP 0.000000%
Item C.3 The CUSIP.
65558KV27
Item C.4 The LEI (if available). (See General Instruction E.)
529900ODI3047E2LIV03
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US65558KV277
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.26%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$189,944,487.70
b. Excluding the value of any sponsor support:
$189,944,487.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NORDEA BANK ABP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
NORDEA BANK ABP (NEW YORK BRANCH) 5.000000%
Item C.3 The CUSIP.
65558UC75
Item C.4 The LEI (if available). (See General Instruction E.)
529900ODI3047E2LIV03
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US65558UC755
b. The CIK; or
0001002614
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.27%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$299,993,130.00
b. Excluding the value of any sponsor support:
$299,993,130.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NORDEA BANK ABP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
NORDEA BANK ABP (NEW YORK BRANCH) 5.530000%
Item C.3 The CUSIP.
65558UE65
Item C.4 The LEI (if available). (See General Instruction E.)
529900ODI3047E2LIV03
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US65558UE652
b. The CIK; or
0001002614
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.39%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$198,012,796.74
b. Excluding the value of any sponsor support:
$198,012,796.74
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NORDEA BANK ABP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
NORDEA BANK ABP (NEW YORK BRANCH) 5.620000%
Item C.3 The CUSIP.
65558UQ96
Item C.4 The LEI (if available). (See General Instruction E.)
529900ODI3047E2LIV03
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US65558UQ961
b. The CIK; or
0001002614
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$195,045,438.90
b. Excluding the value of any sponsor support:
$195,045,438.90
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NORDEA BANK ABP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
NORDEA BANK ABP (NEW YORK BRANCH) 5.700000%
Item C.3 The CUSIP.
65558US29
Item C.4 The LEI (if available). (See General Instruction E.)
529900ODI3047E2LIV03
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US65558US298
b. The CIK; or
0001002614
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.57%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,133,500.00
b. Excluding the value of any sponsor support:
$300,133,500.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NUVEEN PREFERRED & INCOME SECURITIES FUND
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.500000%
Item C.3 The CUSIP.
67072C881
Item C.4 The LEI (if available). (See General Instruction E.)
1V4KW82TOLZ6S7J7N128
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67072C8819
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2032-07-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Barclays Bank PLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,000,000.00
b. Excluding the value of any sponsor support:
$97,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NUVEEN FLOATING RATE INCOME FUND
Item C.2 The title of the issue (including coupon, if applicable).
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.500000%
Item C.3 The CUSIP.
67072T850
Item C.4 The LEI (if available). (See General Instruction E.)
HJXCPP3KYE3BVU373P27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67072T8505
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2031-01-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
SUMITOMO MITSUI BANKING CORPORATION
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$65,000,000.00
b. Excluding the value of any sponsor support:
$65,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.440000%
Item C.3 The CUSIP.
67073B809
Item C.4 The LEI (if available). (See General Instruction E.)
SQSNUOAGTXNFWCFS1I50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67073B8090
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2037-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
SUMITOMO MITSUI BANKING CORPORATION
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$36,000,000.00
b. Excluding the value of any sponsor support:
$36,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NUVEEN CREDIT STRATEGIES INCOME FUND
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.500000%
Item C.3 The CUSIP.
67073D854
Item C.4 The LEI (if available). (See General Instruction E.)
W4CSTD4RDGQSJ4FOVO30
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67073D8544
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2032-07-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Societe Generale SA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$61,000,000.00
b. Excluding the value of any sponsor support:
$61,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
Item C.2 The title of the issue (including coupon, if applicable).
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.500000%
Item C.3 The CUSIP.
67074X305
Item C.4 The LEI (if available). (See General Instruction E.)
N0WOEFO1WOMLJYH1PV29
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67074X3052
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2029-11-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Barclays Bank PLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$42,000,000.00
b. Excluding the value of any sponsor support:
$42,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NUVEEN VARIABLE RATE PREFERRED & INCOME FUND
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 5.530000%
Item C.3 The CUSIP.
67080R201
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67080R2013
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2034-02-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Toronto-Dominion Bank/The
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.53%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$20,000,000.00
b. Excluding the value of any sponsor support:
$20,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Olathe
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 5.140000%
Item C.3 The CUSIP.
679400NU1
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US679400NU14
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2027-03-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.14%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$8,900,000.00
b. Excluding the value of any sponsor support:
$8,900,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OLD LINE FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
OLD LINE FUNDING LLC 0.000000%
Item C.3 The CUSIP.
67983TB54
Item C.4 The LEI (if available). (See General Instruction E.)
5493004QSN8OZAIU2J90
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-02-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-02-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-02-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$145,571,100.00
b. Excluding the value of any sponsor support:
$145,571,100.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OLD LINE FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
OLD LINE FUNDING LLC 0.000000%
Item C.3 The CUSIP.
67983TD29
Item C.4 The LEI (if available). (See General Instruction E.)
5493004QSN8OZAIU2J90
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67983TD290
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.66%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$72,097,200.00
b. Excluding the value of any sponsor support:
$72,097,200.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OLD LINE FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
OLD LINE FUNDING LLC 0.000000%
Item C.3 The CUSIP.
67983UXR9
Item C.4 The LEI (if available). (See General Instruction E.)
5493004QSN8OZAIU2J90
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67983UXR93
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-10-25
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.46%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$62,178,570.72
b. Excluding the value of any sponsor support:
$62,178,570.72
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OLD LINE FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
OLD LINE FUNDING LLC 5.680000%
Item C.3 The CUSIP.
67984RLQ0
Item C.4 The LEI (if available). (See General Instruction E.)
5493004QSN8OZAIU2J90
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US67984RLQ01
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,003,372.50
b. Excluding the value of any sponsor support:
$50,003,372.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.460000%
Item C.3 The CUSIP.
69033M2C0
Item C.4 The LEI (if available). (See General Instruction E.)
5493007O3QFXCPOGWK22
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US69033M2C09
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.43%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$199,995,296.00
b. Excluding the value of any sponsor support:
$199,995,296.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.490000%
Item C.3 The CUSIP.
69033M2E6
Item C.4 The LEI (if available). (See General Instruction E.)
5493007O3QFXCPOGWK22
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US69033M2E64
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$231,873,028.72
b. Excluding the value of any sponsor support:
$231,873,028.72
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.690000%
Item C.3 The CUSIP.
69033M3B1
Item C.4 The LEI (if available). (See General Instruction E.)
5493007O3QFXCPOGWK22
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US69033M3B17
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.60%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$330,070,283.40
b. Excluding the value of any sponsor support:
$330,070,283.40
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.15%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.710000%
Item C.3 The CUSIP.
69033M3D7
Item C.4 The LEI (if available). (See General Instruction E.)
5493007O3QFXCPOGWK22
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US69033M3D72
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-27
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-27
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.61%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$244,061,958.92
b. Excluding the value of any sponsor support:
$244,061,958.92
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.530000%
Item C.3 The CUSIP.
69033M3G0
Item C.4 The LEI (if available). (See General Instruction E.)
5493007O3QFXCPOGWK22
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US69033M3G04
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-12
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-12
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-12
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$140,013,725.60
b. Excluding the value of any sponsor support:
$140,013,725.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 5.700000%
Item C.3 The CUSIP.
69033M4B0
Item C.4 The LEI (if available). (See General Instruction E.)
5493007O3QFXCPOGWK22
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US69033M4B08
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-11
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-11
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.68%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$35,000,441.70
b. Excluding the value of any sponsor support:
$35,000,441.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
PHILIP MORRIS INTERNATIONAL INC
Item C.2 The title of the issue (including coupon, if applicable).
PHILIP MORRIS INTERNATIONAL INC 0.000000%
Item C.3 The CUSIP.
71838MV15
Item C.4 The LEI (if available). (See General Instruction E.)
HL3H1H2BGXWVG3BSWR90
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US71838MV156
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$219,967,391.60
b. Excluding the value of any sponsor support:
$219,967,391.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
PHILIP MORRIS INTERNATIONAL INC
Item C.2 The title of the issue (including coupon, if applicable).
PHILIP MORRIS INTERNATIONAL INC 0.000000%
Item C.3 The CUSIP.
71838MV23
Item C.4 The LEI (if available). (See General Instruction E.)
HL3H1H2BGXWVG3BSWR90
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US71838MV230
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$219,934,635.80
b. Excluding the value of any sponsor support:
$219,934,635.80
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
PRICOA SHORT TERM FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
PRICOA SHORT TERM FUNDING LLC 0.000000%
Item C.3 The CUSIP.
74154GV26
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US74154GV264
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
PRUDENTIAL INSURANCE COMPANY OF AMERICA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$34,989,672.90
b. Excluding the value of any sponsor support:
$34,989,672.90
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Rhode Island Housing & Mortgage Finance Corp
Item C.2 The title of the issue (including coupon, if applicable).
HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 5.350000%
Item C.3 The CUSIP.
76221R4X8
Item C.4 The LEI (if available). (See General Instruction E.)
254900N9FNYNPO539444
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US76221R4X86
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2053-10-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button checked Yes   Radio button not checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$15,000,000.00
b. Excluding the value of any sponsor support:
$15,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
RIDGEFIELD FUNDING COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
Item C.3 The CUSIP.
76582KV32
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US76582KV324
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$199,911,266.00
b. Excluding the value of any sponsor support:
$199,911,266.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
RIDGEFIELD FUNDING COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
Item C.3 The CUSIP.
76582KW15
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US76582KW157
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$298,568,532.00
b. Excluding the value of any sponsor support:
$298,568,532.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
RIDGEFIELD FUNDING COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
Item C.3 The CUSIP.
76582KW56
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US76582KW561
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$193,951,875.00
b. Excluding the value of any sponsor support:
$193,951,875.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
RIDGEFIELD FUNDING COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
Item C.3 The CUSIP.
76582KWJ6
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US76582KWJ68
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-18
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,632,704.00
b. Excluding the value of any sponsor support:
$49,632,704.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA 5.940000%
Item C.3 The CUSIP.
78014XLC9
Item C.4 The LEI (if available). (See General Instruction E.)
ES7IP3U3RHIGC71XBU11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78014XLC91
b. The CIK; or
0000352613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-07-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-07-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.89%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$490,198,249.10
b. Excluding the value of any sponsor support:
$490,198,249.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.930000%
Item C.3 The CUSIP.
78015J2T3
Item C.4 The LEI (if available). (See General Instruction E.)
549300HXQQQCCUBS2Z23
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015J2T36
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-07-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-07-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.90%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$200,044,094.00
b. Excluding the value of any sponsor support:
$200,044,094.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.810000%
Item C.3 The CUSIP.
78015J3K1
Item C.4 The LEI (if available). (See General Instruction E.)
549300HXQQQCCUBS2Z23
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015J3K18
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-24
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-24
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.80%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$230,018,209.10
b. Excluding the value of any sponsor support:
$230,018,209.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.900000%
Item C.3 The CUSIP.
78015JCN5
Item C.4 The LEI (if available). (See General Instruction E.)
549300HXQQQCCUBS2Z23
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015JCN54
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-31
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-31
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$400,128,740.00
b. Excluding the value of any sponsor support:
$400,128,740.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.870000%
Item C.3 The CUSIP.
78015JDN4
Item C.4 The LEI (if available). (See General Instruction E.)
549300HXQQQCCUBS2Z23
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015JDN46
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$475,194,294.00
b. Excluding the value of any sponsor support:
$475,194,294.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA (NEW YORK BRANCH) 6.010000%
Item C.3 The CUSIP.
78015JN29
Item C.4 The LEI (if available). (See General Instruction E.)
549300HXQQQCCUBS2Z23
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015JN298
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.49%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$600,517,416.00
b. Excluding the value of any sponsor support:
$600,517,416.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.28%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.940000%
Item C.3 The CUSIP.
78015JZJ9
Item C.4 The LEI (if available). (See General Instruction E.)
549300HXQQQCCUBS2Z23
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015JZJ95
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-07-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-07-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.90%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$350,125,814.50
b. Excluding the value of any sponsor support:
$350,125,814.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.16%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA (NEW YORK BRANCH) 5.830000%
Item C.3 The CUSIP.
78015JZN0
Item C.4 The LEI (if available). (See General Instruction E.)
549300HXQQQCCUBS2Z23
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015JZN08
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.77%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,106,365.00
b. Excluding the value of any sponsor support:
$300,106,365.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA 5.800000%
Item C.3 The CUSIP.
78015MA91
Item C.4 The LEI (if available). (See General Instruction E.)
ES7IP3U3RHIGC71XBU11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015MA919
b. The CIK; or
0000352613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.49%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$490,251,428.80
b. Excluding the value of any sponsor support:
$490,251,428.80
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA 5.800000%
Item C.3 The CUSIP.
78015MAA8
Item C.4 The LEI (if available). (See General Instruction E.)
ES7IP3U3RHIGC71XBU11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US78015MAA80
b. The CIK; or
0000352613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.49%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$136,070,560.88
b. Excluding the value of any sponsor support:
$136,070,560.88
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SANTANDER UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
SANTANDER UK PLC 0.000000%
Item C.3 The CUSIP.
80285QV72
Item C.4 The LEI (if available). (See General Instruction E.)
PTCQB104N23FMNK2RZ28
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US80285QV721
b. The CIK; or
0000891478
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$292,696,621.94
b. Excluding the value of any sponsor support:
$292,696,621.94
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SANTANDER UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
SANTANDER UK PLC 0.000000%
Item C.3 The CUSIP.
80285QV80
Item C.4 The LEI (if available). (See General Instruction E.)
PTCQB104N23FMNK2RZ28
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US80285QV804
b. The CIK; or
0000891478
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$194,769,120.00
b. Excluding the value of any sponsor support:
$194,769,120.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SANTANDER UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
SANTANDER UK PLC 0.000000%
Item C.3 The CUSIP.
80285QVA5
Item C.4 The LEI (if available). (See General Instruction E.)
PTCQB104N23FMNK2RZ28
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US80285QVA56
b. The CIK; or
0000891478
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-10
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$250,628,100.83
b. Excluding the value of any sponsor support:
$250,628,100.83
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.12%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SHEFFIELD RECEIVABLES COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
Item C.3 The CUSIP.
82124MV23
Item C.4 The LEI (if available). (See General Instruction E.)
549300MYF6MOTU9T3G29
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US82124MV232
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Barclays Bank Plc
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,971,030.22
b. Excluding the value of any sponsor support:
$97,971,030.22
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SHEFFIELD RECEIVABLES COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
Item C.3 The CUSIP.
82124MV72
Item C.4 The LEI (if available). (See General Instruction E.)
549300MYF6MOTU9T3G29
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US82124MV729
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Barclays Bank Plc
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$84,911,824.40
b. Excluding the value of any sponsor support:
$84,911,824.40
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SHEFFIELD RECEIVABLES COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
Item C.3 The CUSIP.
82124MVA5
Item C.4 The LEI (if available). (See General Instruction E.)
549300MYF6MOTU9T3G29
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US82124MVA51
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-10
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Barclays Bank Plc
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.36%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$99,851,167.00
b. Excluding the value of any sponsor support:
$99,851,167.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SHEFFIELD RECEIVABLES COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
Item C.3 The CUSIP.
82124MVM9
Item C.4 The LEI (if available). (See General Instruction E.)
549300MYF6MOTU9T3G29
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US82124MVM99
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-21
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Barclays Bank Plc
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$231,263,381.44
b. Excluding the value of any sponsor support:
$231,263,381.44
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SHEFFIELD RECEIVABLES COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
Item C.3 The CUSIP.
82124MVN7
Item C.4 The LEI (if available). (See General Instruction E.)
549300MYF6MOTU9T3G29
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US82124MVN72
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-22
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Barclays Bank Plc
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$299,002,482.00
b. Excluding the value of any sponsor support:
$299,002,482.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SHEFFIELD RECEIVABLES COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
Item C.3 The CUSIP.
82124MVX5
Item C.4 The LEI (if available). (See General Instruction E.)
549300MYF6MOTU9T3G29
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US82124MVX54
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-31
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-31
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-31
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Barclays Bank Plc
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.43%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$278,691,249.20
b. Excluding the value of any sponsor support:
$278,691,249.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SHEFFIELD RECEIVABLES COMPANY LLC
Item C.2 The title of the issue (including coupon, if applicable).
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
Item C.3 The CUSIP.
82124MWK2
Item C.4 The LEI (if available). (See General Instruction E.)
549300MYF6MOTU9T3G29
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US82124MWK25
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-19
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-19
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-19
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Barclays Bank Plc
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.48%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$144,888,372.06
b. Excluding the value of any sponsor support:
$144,888,372.06
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SKANDINAVISKA ENSKILDA BANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
Item C.3 The CUSIP.
83050TDV0
Item C.4 The LEI (if available). (See General Instruction E.)
F3JS33DEI6XQ4ZBPTN86
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US83050TDV08
b. The CIK; or
0000917311
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-29
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-29
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-29
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$468,111,426.12
b. Excluding the value of any sponsor support:
$468,111,426.12
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SKANDINAVISKA ENSKILDA BANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SKANDINAVISKA ENSKILDA BANKEN AB 5.810000%
Item C.3 The CUSIP.
83050WEU4
Item C.4 The LEI (if available). (See General Instruction E.)
F3JS33DEI6XQ4ZBPTN86
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US83050WEU45
b. The CIK; or
0000917311
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$377,219,640.20
b. Excluding the value of any sponsor support:
$377,219,640.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.17%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SKANDINAVISKA ENSKILDA BANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SKANDINAVISKA ENSKILDA BANKEN AB 5.670000%
Item C.3 The CUSIP.
83050WGM0
Item C.4 The LEI (if available). (See General Instruction E.)
F3JS33DEI6XQ4ZBPTN86
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US83050WGM01
b. The CIK; or
0000917311
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.48%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,264,530.00
b. Excluding the value of any sponsor support:
$500,264,530.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SKANDINAVISKA ENSKILDA BANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SKANDINAVISKA ENSKILDA BANKEN AB 5.670000%
Item C.3 The CUSIP.
83050WGN8
Item C.4 The LEI (if available). (See General Instruction E.)
F3JS33DEI6XQ4ZBPTN86
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US83050WGN83
b. The CIK; or
0000917311
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.49%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,248,670.16
b. Excluding the value of any sponsor support:
$488,248,670.16
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SKANDINAVISKA ENSKILDA BANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SKANDINAVISKA ENSKILDA BANKEN AB 5.820000%
Item C.3 The CUSIP.
83050WHH0
Item C.4 The LEI (if available). (See General Instruction E.)
F3JS33DEI6XQ4ZBPTN86
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US83050WHH07
b. The CIK; or
0000917311
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-24
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-24
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.82%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$292,988,104.20
b. Excluding the value of any sponsor support:
$292,988,104.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SKANDINAVISKA ENSKILDA BANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SKANDINAVISKA ENSKILDA BANKEN AB 5.820000%
Item C.3 The CUSIP.
83050WHJ6
Item C.4 The LEI (if available). (See General Instruction E.)
F3JS33DEI6XQ4ZBPTN86
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US83050WHJ62
b. The CIK; or
0000917311
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.82%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$249,986,355.00
b. Excluding the value of any sponsor support:
$249,986,355.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SOCIETE GENERALE SA
Item C.2 The title of the issue (including coupon, if applicable).
SOCIETE GENERALE SA 0.000000%
Item C.3 The CUSIP.
83369CVX9
Item C.4 The LEI (if available). (See General Instruction E.)
O2RNE8IBXP4R0TD8PU41
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US83369CVX90
b. The CIK; or
0000865845
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-31
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-31
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-31
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.26%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$448,956,054.47
b. Excluding the value of any sponsor support:
$448,956,054.47
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
STARBIRD FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
STARBIRD FUNDING CORP 5.470000%
Item C.3 The CUSIP.
85520PGM2
Item C.4 The LEI (if available). (See General Instruction E.)
549300A8DDPP6QJBB522
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US85520PGM23
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$50,000,024.00
b. Excluding the value of any sponsor support:
$50,000,024.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
STARBIRD FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
STARBIRD FUNDING CORP 5.470000%
Item C.3 The CUSIP.
85520PGN0
Item C.4 The LEI (if available). (See General Instruction E.)
549300A8DDPP6QJBB522
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US85520PGN06
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$99,999,808.00
b. Excluding the value of any sponsor support:
$99,999,808.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
STARBIRD FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
STARBIRD FUNDING CORP 5.690000%
Item C.3 The CUSIP.
85520PHL3
Item C.4 The LEI (if available). (See General Instruction E.)
549300A8DDPP6QJBB522
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US85520PHL31
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$195,048,260.55
b. Excluding the value of any sponsor support:
$195,048,260.55
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
STARBIRD FUNDING CORP
Item C.2 The title of the issue (including coupon, if applicable).
STARBIRD FUNDING CORP 5.680000%
Item C.3 The CUSIP.
85520PHN9
Item C.4 The LEI (if available). (See General Instruction E.)
549300A8DDPP6QJBB522
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US85520PHN96
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.60%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$40,008,700.00
b. Excluding the value of any sponsor support:
$40,008,700.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.620000%
Item C.3 The CUSIP.
86564M2A5
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564M2A53
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$400,009,904.00
b. Excluding the value of any sponsor support:
$400,009,904.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.600000%
Item C.3 The CUSIP.
86564M3N6
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564M3N65
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$485,060,047.85
b. Excluding the value of any sponsor support:
$485,060,047.85
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.600000%
Item C.3 The CUSIP.
86564M3P1
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564M3P14
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-24
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-24
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$400,050,820.00
b. Excluding the value of any sponsor support:
$400,050,820.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.760000%
Item C.3 The CUSIP.
86564M4R6
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564M4R60
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,288,935.00
b. Excluding the value of any sponsor support:
$500,288,935.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.540000%
Item C.3 The CUSIP.
86564M4Y1
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564M4Y12
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-19
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-19
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-19
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$200,040,686.00
b. Excluding the value of any sponsor support:
$200,040,686.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.540000%
Item C.3 The CUSIP.
86564M4Z8
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564M4Z86
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-20
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-20
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-20
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,060,963.00
b. Excluding the value of any sponsor support:
$300,060,963.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.470000%
Item C.3 The CUSIP.
86564MR83
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564MR837
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$350,009,940.00
b. Excluding the value of any sponsor support:
$350,009,940.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.16%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.620000%
Item C.3 The CUSIP.
86564MZ92
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564MZ921
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.38%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$360,006,717.60
b. Excluding the value of any sponsor support:
$360,006,717.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.17%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 5.280000%
Item C.3 The CUSIP.
86564PAX9
Item C.4 The LEI (if available). (See General Instruction E.)
254900S1KUTSTBKJ6286
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564PAX96
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.27%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$293,000,067.39
b. Excluding the value of any sponsor support:
$293,000,067.39
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
Item C.3 The CUSIP.
86564XW18
Item C.4 The LEI (if available). (See General Instruction E.)
5493006GGLR4BTEL8O61
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564XW180
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.27%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$348,362,000.00
b. Excluding the value of any sponsor support:
$348,362,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.16%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
Item C.3 The CUSIP.
86564XW67
Item C.4 The LEI (if available). (See General Instruction E.)
5493006GGLR4BTEL8O61
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86564XW677
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-06
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.27%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$497,289,750.00
b. Excluding the value of any sponsor support:
$497,289,750.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.750000%
Item C.3 The CUSIP.
86565FF49
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FF494
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,109,701.00
b. Excluding the value of any sponsor support:
$300,109,701.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.730000%
Item C.3 The CUSIP.
86565FH88
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FH888
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-06
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$124,037,992.36
b. Excluding the value of any sponsor support:
$124,037,992.36
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
86565FJ86
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FJ868
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-20
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-20
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$119,041,458.41
b. Excluding the value of any sponsor support:
$119,041,458.41
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.760000%
Item C.3 The CUSIP.
86565FK35
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FK353
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.63%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$530,229,246.20
b. Excluding the value of any sponsor support:
$530,229,246.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.24%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.730000%
Item C.3 The CUSIP.
86565FL67
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FL674
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-12
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-12
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.64%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$102,033,555.96
b. Excluding the value of any sponsor support:
$102,033,555.96
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.760000%
Item C.3 The CUSIP.
86565FM90
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FM904
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.67%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$550,213,713.50
b. Excluding the value of any sponsor support:
$550,213,713.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.25%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.770000%
Item C.3 The CUSIP.
86565FN65
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FN654
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-17
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.70%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$522,157,388.22
b. Excluding the value of any sponsor support:
$522,157,388.22
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.24%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.760000%
Item C.3 The CUSIP.
86565FN81
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FN811
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-11
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-11
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.69%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$226,072,753.92
b. Excluding the value of any sponsor support:
$226,072,753.92
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.10%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
86565FQ96
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FQ962
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.72%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$200,018,854.00
b. Excluding the value of any sponsor support:
$200,018,854.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.740000%
Item C.3 The CUSIP.
86565FR53
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FR531
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-31
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-31
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.73%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$133,002,914.03
b. Excluding the value of any sponsor support:
$133,002,914.03
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.550000%
Item C.3 The CUSIP.
86565FYU0
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FYU01
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.41%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$502,011,771.90
b. Excluding the value of any sponsor support:
$502,011,771.90
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.500000%
Item C.3 The CUSIP.
86565FZL9
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FZL92
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$420,012,688.20
b. Excluding the value of any sponsor support:
$420,012,688.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.19%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.470000%
Item C.3 The CUSIP.
86565FZW5
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FZW57
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-28
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-28
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.48%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$311,997,220.08
b. Excluding the value of any sponsor support:
$311,997,220.08
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 5.470000%
Item C.3 The CUSIP.
86565FZY1
Item C.4 The LEI (if available). (See General Instruction E.)
549300MS3WYYVQ4HXM15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86565FZY14
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$274,991,541.00
b. Excluding the value of any sponsor support:
$274,991,541.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.660000%
Item C.3 The CUSIP.
86959R2J8
Item C.4 The LEI (if available). (See General Instruction E.)
NHBDILHZTYCNBV5UYZ31
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86959R2J89
b. The CIK; or
0001448613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$497,178,328.57
b. Excluding the value of any sponsor support:
$497,178,328.57
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.650000%
Item C.3 The CUSIP.
86959R3Q1
Item C.4 The LEI (if available). (See General Instruction E.)
NHBDILHZTYCNBV5UYZ31
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86959R3Q14
b. The CIK; or
0001448613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$462,020,489.70
b. Excluding the value of any sponsor support:
$462,020,489.70
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 6.000000%
Item C.3 The CUSIP.
86959RQ29
Item C.4 The LEI (if available). (See General Instruction E.)
NHBDILHZTYCNBV5UYZ31
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86959RQ293
b. The CIK; or
0001448613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-29
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-29
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.43%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$475,211,261.00
b. Excluding the value of any sponsor support:
$475,211,261.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.180000%
Item C.3 The CUSIP.
86959RV23
Item C.4 The LEI (if available). (See General Instruction E.)
NHBDILHZTYCNBV5UYZ31
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86959RV236
b. The CIK; or
0001448613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-18
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.26%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$777,924,253.92
b. Excluding the value of any sponsor support:
$777,924,253.92
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.36%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SVENSKA HANDELSBANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SVENSKA HANDELSBANKEN AB 0.000000%
Item C.3 The CUSIP.
86960JAJ4
Item C.4 The LEI (if available). (See General Instruction E.)
NHBDILHZTYCNBV5UYZ31
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86960JAJ43
b. The CIK; or
0001448613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-18
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-18
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-18
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,349,975.00
b. Excluding the value of any sponsor support:
$97,349,975.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SVENSKA HANDELSBANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SVENSKA HANDELSBANKEN AB 0.000000%
Item C.3 The CUSIP.
86960JAP0
Item C.4 The LEI (if available). (See General Instruction E.)
NHBDILHZTYCNBV5UYZ31
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86960JAP03
b. The CIK; or
0001448613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-23
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-23
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-23
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.60%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$378,348,141.37
b. Excluding the value of any sponsor support:
$378,348,141.37
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.17%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SVENSKA HANDELSBANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SVENSKA HANDELSBANKEN AB 0.000000%
Item C.3 The CUSIP.
86960JB12
Item C.4 The LEI (if available). (See General Instruction E.)
NHBDILHZTYCNBV5UYZ31
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001448613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-02-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-02-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-02-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$485,554,585.00
b. Excluding the value of any sponsor support:
$485,554,585.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SVENSKA HANDELSBANKEN AB
Item C.2 The title of the issue (including coupon, if applicable).
SVENSKA HANDELSBANKEN AB 5.490000%
Item C.3 The CUSIP.
86960LFX3
Item C.4 The LEI (if available). (See General Instruction E.)
NHBDILHZTYCNBV5UYZ31
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US86960LFX38
b. The CIK; or
0001448613
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-28
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-28
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$799,893,232.00
b. Excluding the value of any sponsor support:
$799,893,232.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.37%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SWEDBANK AB
Item C.2 The title of the issue (including coupon, if applicable).
SWEDBANK AB 0.000000%
Item C.3 The CUSIP.
87019SZ15
Item C.4 The LEI (if available). (See General Instruction E.)
M312WZV08Y7LYUC71685
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US87019SZ153
b. The CIK; or
0001367624
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$415,026,555.75
b. Excluding the value of any sponsor support:
$415,026,555.75
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.19%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SWEDBANK AB (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SWEDBANK AB (NEW YORK BRANCH) 5.690000%
Item C.3 The CUSIP.
87019WLK9
Item C.4 The LEI (if available). (See General Instruction E.)
M312WZV08Y7LYUC71685
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US87019WLK98
b. The CIK; or
0001367624
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-24
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-24
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.53%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$191,066,303.74
b. Excluding the value of any sponsor support:
$191,066,303.74
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SWEDBANK AB
Item C.2 The title of the issue (including coupon, if applicable).
SWEDBANK AB 5.460000%
Item C.3 The CUSIP.
87019YEJ6
Item C.4 The LEI (if available). (See General Instruction E.)
M312WZV08Y7LYUC71685
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US87019YEJ64
b. The CIK; or
0001367624
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.49%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$499,974,355.00
b. Excluding the value of any sponsor support:
$499,974,355.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SWEDBANK AB
Item C.2 The title of the issue (including coupon, if applicable).
SWEDBANK AB 5.440000%
Item C.3 The CUSIP.
87019YEM9
Item C.4 The LEI (if available). (See General Instruction E.)
M312WZV08Y7LYUC71685
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US87019YEM93
b. The CIK; or
0001367624
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.50%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$24,996,849.50
b. Excluding the value of any sponsor support:
$24,996,849.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SWEDBANK AB
Item C.2 The title of the issue (including coupon, if applicable).
SWEDBANK AB 5.680000%
Item C.3 The CUSIP.
87019YFK2
Item C.4 The LEI (if available). (See General Instruction E.)
M312WZV08Y7LYUC71685
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US87019YFK29
b. The CIK; or
0001367624
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$270,092,496.60
b. Excluding the value of any sponsor support:
$270,092,496.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.12%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SWEDBANK AB
Item C.2 The title of the issue (including coupon, if applicable).
SWEDBANK AB 5.660000%
Item C.3 The CUSIP.
87019YFM8
Item C.4 The LEI (if available). (See General Instruction E.)
M312WZV08Y7LYUC71685
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US87019YFM84
b. The CIK; or
0001367624
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,141,470.00
b. Excluding the value of any sponsor support:
$500,141,470.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Tenderfoot Seasonal Housing, LLC
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE NOTES SERIES 2000B 5.520000%
Item C.3 The CUSIP.
88033VAB3
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US88033VAB36
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2035-07-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Wells Fargo Bank NA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$5,885,000.00
b. Excluding the value of any sponsor support:
$5,885,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
THUNDER BAY FUNDING LLC
Item C.2 The title of the issue (including coupon, if applicable).
THUNDER BAY FUNDING LLC 0.000000%
Item C.3 The CUSIP.
88602TD26
Item C.4 The LEI (if available). (See General Instruction E.)
549300D7DHGDB5EMW139
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US88602TD267
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.67%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$57,673,660.20
b. Excluding the value of any sponsor support:
$57,673,660.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.420000%
Item C.3 The CUSIP.
89115BFL9
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BFL99
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-20
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-20
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-20
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$334,804,855.80
b. Excluding the value of any sponsor support:
$334,804,855.80
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.15%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.420000%
Item C.3 The CUSIP.
89115BFU9
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BFU98
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-20
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-20
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-20
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,768,012.00
b. Excluding the value of any sponsor support:
$399,768,012.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.470000%
Item C.3 The CUSIP.
89115BG46
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BG468
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-20
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-20
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-20
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.55%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$241,896,225.56
b. Excluding the value of any sponsor support:
$241,896,225.56
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 6.020000%
Item C.3 The CUSIP.
89115BH37
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BH375
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.37%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$185,065,828.55
b. Excluding the value of any sponsor support:
$185,065,828.55
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.08%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.700000%
Item C.3 The CUSIP.
89115BJ43
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BJ439
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-30
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-30
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-30
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$100,027,068.00
b. Excluding the value of any sponsor support:
$100,027,068.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.860000%
Item C.3 The CUSIP.
89115BMU1
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BMU16
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-03-22
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-03-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-03-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.82%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$475,020,966.50
b. Excluding the value of any sponsor support:
$475,020,966.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.810000%
Item C.3 The CUSIP.
89115BNX4
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BNX46
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-29
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-29
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.57%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$290,101,842.20
b. Excluding the value of any sponsor support:
$290,101,842.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.110000%
Item C.3 The CUSIP.
89115BQX1
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BQX19
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-10-19
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-19
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-19
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.48%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$289,670,148.20
b. Excluding the value of any sponsor support:
$289,670,148.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.960000%
Item C.3 The CUSIP.
89115BRQ5
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BRQ58
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.86%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$149,081,894.87
b. Excluding the value of any sponsor support:
$149,081,894.87
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.910000%
Item C.3 The CUSIP.
89115BU40
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-07-31
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-07-31
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.91%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$506,000,000.00
b. Excluding the value of any sponsor support:
$506,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.180000%
Item C.3 The CUSIP.
89115BUB4
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BUB43
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-21
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.29%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$483,936,199.12
b. Excluding the value of any sponsor support:
$483,936,199.12
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.900000%
Item C.3 The CUSIP.
89115BUC2
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BUC26
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-04-29
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-29
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-29
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.90%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$182,998,850.76
b. Excluding the value of any sponsor support:
$182,998,850.76
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.08%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.880000%
Item C.3 The CUSIP.
89115BUS7
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BUS77
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-20
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-20
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.43%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$106,061,001.94
b. Excluding the value of any sponsor support:
$106,061,001.94
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.250000%
Item C.3 The CUSIP.
89115BVK3
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BVK33
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-28
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-28
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-28
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$559,926,236.80
b. Excluding the value of any sponsor support:
$559,926,236.80
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.26%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.550000%
Item C.3 The CUSIP.
89115BWF3
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BWF39
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-30
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-30
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-30
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.56%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$999,519,760.00
b. Excluding the value of any sponsor support:
$999,519,760.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.46%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.400000%
Item C.3 The CUSIP.
89115BZW3
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89115BZW35
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-10-13
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-13
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.45%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$239,859,547.20
b. Excluding the value of any sponsor support:
$239,859,547.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK/THE
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK/THE 5.890000%
Item C.3 The CUSIP.
89120DWW5
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89120DWW54
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-09
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.66%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$276,260,204.52
b. Excluding the value of any sponsor support:
$276,260,204.52
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TORONTO-DOMINION BANK/THE
Item C.2 The title of the issue (including coupon, if applicable).
TORONTO-DOMINION BANK/THE 5.570000%
Item C.3 The CUSIP.
89120DX87
Item C.4 The LEI (if available). (See General Instruction E.)
PT3QB789TSUIDF371261
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89120DX873
b. The CIK; or
0000947263
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-11
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-11
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.62%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$715,939,462.20
b. Excluding the value of any sponsor support:
$715,939,462.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.33%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TOTALENERGIES CAPITAL SA
Item C.2 The title of the issue (including coupon, if applicable).
TOTALENERGIES CAPITAL SA 0.000000%
Item C.3 The CUSIP.
89152FV44
Item C.4 The LEI (if available). (See General Instruction E.)
529900QI55ZLJVCMPA71
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89152FV446
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
TOTALENERGIES SE
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$622,532,140.18
b. Excluding the value of any sponsor support:
$622,532,140.18
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.29%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TOTALENERGIES CAPITAL SA
Item C.2 The title of the issue (including coupon, if applicable).
TOTALENERGIES CAPITAL SA 0.000000%
Item C.3 The CUSIP.
89152FV77
Item C.4 The LEI (if available). (See General Instruction E.)
529900QI55ZLJVCMPA71
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89152FV776
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
TOTALENERGIES SE
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$239,751,967.20
b. Excluding the value of any sponsor support:
$239,751,967.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TOTALENERGIES CAPITAL SA
Item C.2 The title of the issue (including coupon, if applicable).
TOTALENERGIES CAPITAL SA 0.000000%
Item C.3 The CUSIP.
89152FYT6
Item C.4 The LEI (if available). (See General Instruction E.)
529900QI55ZLJVCMPA71
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89152FYT64
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-27
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-27
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-27
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
TOTALENERGIES SE
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$422,061,542.10
b. Excluding the value of any sponsor support:
$422,061,542.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.19%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TOTALENERGIES CAPITAL CANADA LTD
Item C.2 The title of the issue (including coupon, if applicable).
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
Item C.3 The CUSIP.
89153QV15
Item C.4 The LEI (if available). (See General Instruction E.)
5299005IX98ZZ9LSGK46
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89153QV151
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
TOTALENERGIES SE
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$33,994,996.22
b. Excluding the value of any sponsor support:
$33,994,996.22
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TOTALENERGIES CAPITAL CANADA LTD
Item C.2 The title of the issue (including coupon, if applicable).
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
Item C.3 The CUSIP.
89153QV23
Item C.4 The LEI (if available). (See General Instruction E.)
5299005IX98ZZ9LSGK46
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89153QV235
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
TOTALENERGIES SE
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$195,942,278.00
b. Excluding the value of any sponsor support:
$195,942,278.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TOTALENERGIES CAPITAL CANADA LTD
Item C.2 The title of the issue (including coupon, if applicable).
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
Item C.3 The CUSIP.
89153QV31
Item C.4 The LEI (if available). (See General Instruction E.)
5299005IX98ZZ9LSGK46
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89153QV318
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
TOTALENERGIES SE
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$69,469,281.00
b. Excluding the value of any sponsor support:
$69,469,281.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TOTALENERGIES CAPITAL CANADA LTD
Item C.2 The title of the issue (including coupon, if applicable).
TOTALENERGIES CAPITAL CANADA LTD 0.000000%
Item C.3 The CUSIP.
89153QV72
Item C.4 The LEI (if available). (See General Instruction E.)
5299005IX98ZZ9LSGK46
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89153QV722
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
TOTALENERGIES SE
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$495,487,398.88
b. Excluding the value of any sponsor support:
$495,487,398.88
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Triborough Bridge & Tunnel Auth
Item C.2 The title of the issue (including coupon, if applicable).
GENERAL REFUNDING RB SERIES 2018E 5.250000%
Item C.3 The CUSIP.
89602RHU2
Item C.4 The LEI (if available). (See General Instruction E.)
54930020ZN4LQF7K3456
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89602RHU23
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2032-11-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
UBS AG
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.25%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$61,970,000.00
b. Excluding the value of any sponsor support:
$61,970,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.03%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TRUIST BANK
Item C.2 The title of the issue (including coupon, if applicable).
TRUIST BANK 5.290000%
Item C.3 The CUSIP.
89788LAN4
Item C.4 The LEI (if available). (See General Instruction E.)
JJKC32MCHWDI71265Z06
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US89788LAN47
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,270,987,150.19
b. Excluding the value of any sponsor support:
$1,270,987,150.19
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.58%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 5.560000%
Item C.3 The CUSIP.
90276JRX6
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90276JRX62
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-14
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-14
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$90,000,270.00
b. Excluding the value of any sponsor support:
$90,000,270.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 5.520000%
Item C.3 The CUSIP.
90276JSC1
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90276JSC17
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.44%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$270,000,494.10
b. Excluding the value of any sponsor support:
$270,000,494.10
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.12%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 5.490000%
Item C.3 The CUSIP.
90276JSJ6
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90276JSJ69
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.49%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$350,000,808.50
b. Excluding the value of any sponsor support:
$350,000,808.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.16%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 5.690000%
Item C.3 The CUSIP.
90276JTF3
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90276JTF39
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-22
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.59%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$180,016,803.00
b. Excluding the value of any sponsor support:
$180,016,803.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.08%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 5.760000%
Item C.3 The CUSIP.
90276JTL0
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90276JTL07
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.74%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,016,068.00
b. Excluding the value of any sponsor support:
$300,016,068.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 5.780000%
Item C.3 The CUSIP.
90276JTM8
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90276JTM89
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-10
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.74%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$500,044,820.00
b. Excluding the value of any sponsor support:
$500,044,820.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 0.000000%
Item C.3 The CUSIP.
90351XZ55
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90351XZ551
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-05
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.65%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$245,014,367.50
b. Excluding the value of any sponsor support:
$245,014,367.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 0.000000%
Item C.3 The CUSIP.
90351XZ71
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90351XZ718
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.66%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,884,810.92
b. Excluding the value of any sponsor support:
$488,884,810.92
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UBS AG (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
UBS AG (LONDON BRANCH) 0.000000%
Item C.3 The CUSIP.
90351XZ89
Item C.4 The LEI (if available). (See General Instruction E.)
BFM8T61CT2L1QCEMIK50
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US90351XZ890
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-08
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-08
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-08
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.66%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$489,782,360.00
b. Excluding the value of any sponsor support:
$489,782,360.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UNITEDHEALTH GROUP INC
Item C.2 The title of the issue (including coupon, if applicable).
UNITEDHEALTH GROUP INC 0.000000%
Item C.3 The CUSIP.
91058UV18
Item C.4 The LEI (if available). (See General Instruction E.)
549300GHBMY8T5GXDE41
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91058UV184
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$10,998,370.13
b. Excluding the value of any sponsor support:
$10,998,370.13
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
UNITEDHEALTH GROUP INC
Item C.2 The title of the issue (including coupon, if applicable).
UNITEDHEALTH GROUP INC 0.000000%
Item C.3 The CUSIP.
91058UV26
Item C.4 The LEI (if available). (See General Instruction E.)
549300GHBMY8T5GXDE41
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US91058UV267
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,208,641,192.98
b. Excluding the value of any sponsor support:
$1,208,641,192.98
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.55%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
VERSAILLES COMMERCIAL PAPER LLC
Item C.2 The title of the issue (including coupon, if applicable).
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
Item C.3 The CUSIP.
92512MV30
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US92512MV301
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
Natixis SA
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$142,936,436.50
b. Excluding the value of any sponsor support:
$142,936,436.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
VICTORY RECEIVABLES CORP
Item C.2 The title of the issue (including coupon, if applicable).
VICTORY RECEIVABLES CORP 0.000000%
Item C.3 The CUSIP.
92646LV15
Item C.4 The LEI (if available). (See General Instruction E.)
549300D0F37QF0LP7F94
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US92646LV150
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$48,992,738.69
b. Excluding the value of any sponsor support:
$48,992,738.69
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
VICTORY RECEIVABLES CORP
Item C.2 The title of the issue (including coupon, if applicable).
VICTORY RECEIVABLES CORP 0.000000%
Item C.3 The CUSIP.
92646LV72
Item C.4 The LEI (if available). (See General Instruction E.)
549300D0F37QF0LP7F94
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US92646LV721
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.46%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,896,052.38
b. Excluding the value of any sponsor support:
$97,896,052.38
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
VICTORY RECEIVABLES CORP
Item C.2 The title of the issue (including coupon, if applicable).
VICTORY RECEIVABLES CORP 0.000000%
Item C.3 The CUSIP.
92646LVM9
Item C.4 The LEI (if available). (See General Instruction E.)
549300D0F37QF0LP7F94
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US92646LVM98
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-21
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-21
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.35%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$145,544,103.32
b. Excluding the value of any sponsor support:
$145,544,103.32
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
VICTORY RECEIVABLES CORP
Item C.2 The title of the issue (including coupon, if applicable).
VICTORY RECEIVABLES CORP 0.000000%
Item C.3 The CUSIP.
92646LZC7
Item C.4 The LEI (if available). (See General Instruction E.)
549300D0F37QF0LP7F94
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US92646LZC70
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-12-12
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-12-12
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-12
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
a. The identity of the Guarantor(s).
MUFG BANK LTD
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
100.00%
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$146,886,175.50
b. Excluding the value of any sponsor support:
$146,886,175.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
WELLS FARGO BANK NA
Item C.2 The title of the issue (including coupon, if applicable).
WELLS FARGO BANK NA 5.650000%
Item C.3 The CUSIP.
95001KLG7
Item C.4 The LEI (if available). (See General Instruction E.)
KB1H1DSPRFMYMCUFXT09
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US95001KLG75
b. The CIK; or
0000740906
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-26
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-26
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.53%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,137,601.36
b. Excluding the value of any sponsor support:
$488,137,601.36
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
WELLS FARGO BANK NA
Item C.2 The title of the issue (including coupon, if applicable).
WELLS FARGO BANK NA 5.830000%
Item C.3 The CUSIP.
95001KMS0
Item C.4 The LEI (if available). (See General Instruction E.)
KB1H1DSPRFMYMCUFXT09
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US95001KMS05
b. The CIK; or
0000740906
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-04-11
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-04-11
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.78%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$300,102,210.00
b. Excluding the value of any sponsor support:
$300,102,210.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
Yavapai Cnty IDA
Item C.2 The title of the issue (including coupon, if applicable).
TAXABLE RB (DRAKE CEMENT) SERIES 2015 5.150000%
Item C.3 The CUSIP.
98521YAB5
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
US98521YAB56
b. The CIK; or
c. Other unique identifier.
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2035-09-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Bank of Nova Scotia
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.15%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$21,375,000.00
b. Excluding the value of any sponsor support:
$21,375,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 5.170000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
DG3RU1DBUFHT4ZF9WN62
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001098062
c. Other unique identifier.
ACI2D2GY1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-25
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$489,922,021.40
b. Excluding the value of any sponsor support:
$489,922,021.40
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.000000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001462160
c. Other unique identifier.
ACI2FVJH9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$97,897,489.06
b. Excluding the value of any sponsor support:
$97,897,489.06
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.04%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 5.480000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
JBONEPAGQXF4QP29B387
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001462160
c. Other unique identifier.
ACI2G8J22
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-25
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-25
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.52%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$115,497,148.31
b. Excluding the value of any sponsor support:
$115,497,148.31
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.05%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.750000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000782124
c. Other unique identifier.
ARP0WTVQ4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
SEALED AIR CORP NEW SR GLBL 144A 29
c. LEI (if available).
Q0M0CZB4YN6JZ65WXI09
d. Maturity date.
2029-04-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$22,692.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEQUOIA MTG TR 2023-1 B-3 20530125 FLT
d. Maturity date.
2053-01-25
e. Coupon or yield.
5.148220
f. The principal amount, to the nearest cent.
$2,826,720.00
g. Value of collateral, to the nearest cent.
$2,324,270.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEALED AIR CORP NEW SR 144A NT 24
c. LEI (if available).
Q0M0CZB4YN6JZ65WXI09
d. Maturity date.
2024-12-01
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$49,685.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP SR GLBL 144A 30
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2030-01-15
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$572,000.00
g. Value of collateral, to the nearest cent.
$579,842.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UPBOUND GROUP INC SR GLBL 144A 29
c. LEI (if available).
529900QUHE15UQNCCJ63
d. Maturity date.
2029-02-15
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$1,094,000.00
g. Value of collateral, to the nearest cent.
$1,035,619.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RESIDENTIAL REINS 2021 LTD GLBL 144A 25
d. Maturity date.
2025-12-06
e. Coupon or yield.
10.552000
f. The principal amount, to the nearest cent.
$4,170,000.00
g. Value of collateral, to the nearest cent.
$4,028,724.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS GLBL NT 8.75%29
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2029-06-02
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$8,970,000.00
g. Value of collateral, to the nearest cent.
$8,316,151.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 47
c. LEI (if available).
549300ZMGDLC9JT2OR80
d. Maturity date.
2047-06-19
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$134,201.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS GLBL AMZ-2013224
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2024-02-15
e. Coupon or yield.
2.830000
f. The principal amount, to the nearest cent.
$7,800,000.00
g. Value of collateral, to the nearest cent.
$782,637.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS SR GLBL -C NT 26
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2026-01-23
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,786,000.00
g. Value of collateral, to the nearest cent.
$1,587,923.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS SR GLBL -C BD 48
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2048-02-12
e. Coupon or yield.
6.350000
f. The principal amount, to the nearest cent.
$4,288,000.00
g. Value of collateral, to the nearest cent.
$2,792,831.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONEMAIN FIN CORP SR GLBL NT 28
c. LEI (if available).
5493008I795YYBFWFU90
d. Maturity date.
2028-09-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$10,707,000.00
g. Value of collateral, to the nearest cent.
$8,963,246.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DILLARDS INC SR NT 7%28
c. LEI (if available).
529900FGYKMWL6019P91
d. Maturity date.
2028-12-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$445,000.00
g. Value of collateral, to the nearest cent.
$455,304.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLEVELAND-CLIFFS INC NEW SR 144A NT 30
c. LEI (if available).
549300TM2WLI2BJMDD86
d. Maturity date.
2030-04-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$2,448,000.00
g. Value of collateral, to the nearest cent.
$2,420,613.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALAMO RE LTD EXTND-A 144A 30
c. LEI (if available).
5493003E22VRD25G0S03
d. Maturity date.
2030-06-07
e. Coupon or yield.
13.869300
f. The principal amount, to the nearest cent.
$686,000.00
g. Value of collateral, to the nearest cent.
$696,011.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAN MIGUEL INDUSTRIAS PET S A GLBL REGS NT 28
d. Maturity date.
2028-08-02
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$342,000.00
g. Value of collateral, to the nearest cent.
$298,266.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRAN TIERRA ENERGY INC SR GLBL REGS 27
c. LEI (if available).
549300IH2S17MAIUCM32
d. Maturity date.
2027-05-23
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$390,000.00
g. Value of collateral, to the nearest cent.
$317,869.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DE BOGOTA SA SR GLBL REGS 27
c. LEI (if available).
549300LYHE7LWSKDZT53
d. Maturity date.
2027-08-03
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$3,206,000.00
g. Value of collateral, to the nearest cent.
$3,008,511.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRF SA SR GLBL REGS 50
c. LEI (if available).
254900MTXR9LUVQFU480
d. Maturity date.
2050-09-21
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$1,620,000.00
g. Value of collateral, to the nearest cent.
$1,183,789.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBO COMUNICACOES E SR GLBL REGS 32
c. LEI (if available).
52990054HEKS017PVR75
d. Maturity date.
2032-01-14
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$275,000.00
g. Value of collateral, to the nearest cent.
$230,841.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMPANIA DE MINAS BUENAVENTURA GLBL REGS NT 26
c. LEI (if available).
529900WQB1ZU9KB6EL71
d. Maturity date.
2026-07-23
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,200,000.00
g. Value of collateral, to the nearest cent.
$1,926,340.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIMPAR EUROPE SR GLBL REGS 31
c. LEI (if available).
54930068BSUST41D5C30
d. Maturity date.
2031-01-26
e. Coupon or yield.
5.200000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$403,113.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TUPY OVERSEAS S A SR GLBL REGS 31
c. LEI (if available).
222100ZREIYU6AS2OO19
d. Maturity date.
2031-02-16
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$658,816.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
USIMINAS INTL S A R L SR GLBL REGS 26
c. LEI (if available).
529900KLYX6QPXVIVP43
d. Maturity date.
2026-07-18
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$430,000.00
g. Value of collateral, to the nearest cent.
$419,984.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POINSETTIA FIN LTD SR SEC GLBL 31
c. LEI (if available).
549300P2JTF5JKW10Z65
d. Maturity date.
2031-06-17
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$148,025.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRONTERA ENERGY CORP SR REGS NT 28
c. LEI (if available).
A25574TZFLBNK7NWQT47
d. Maturity date.
2028-06-21
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$1,005,000.00
g. Value of collateral, to the nearest cent.
$767,539.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRITISH TELECOMMUNICATIONS PLC SUB GLBL REGS 81
c. LEI (if available).
549300OWFMSO9NYV4H90
d. Maturity date.
2081-11-23
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$346,000.00
g. Value of collateral, to the nearest cent.
$312,924.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XPO INC GLBL 144A NT 25
c. LEI (if available).
54930096DB9LCLPN7H13
d. Maturity date.
2025-05-01
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$302,000.00
g. Value of collateral, to the nearest cent.
$303,490.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 27
d. Maturity date.
2027-01-15
e. Coupon or yield.
8.125000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$22,192.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
C&S GROUP ENTERPRISES LLC SR GLBL 144A 28
d. Maturity date.
2028-12-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$275,000.00
g. Value of collateral, to the nearest cent.
$214,205.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMM MTG TR 2015-DC1 D 20480212 FLT
d. Maturity date.
2048-02-12
e. Coupon or yield.
4.294690
f. The principal amount, to the nearest cent.
$9,996,250.00
g. Value of collateral, to the nearest cent.
$7,520,357.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TR 2023-3 A-1 20680325 FLT
d. Maturity date.
2068-03-25
e. Coupon or yield.
5.930000
f. The principal amount, to the nearest cent.
$5,233,600.00
g. Value of collateral, to the nearest cent.
$4,979,583.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHH MORTGAGE CORPORATION SR SEC GLBL 26
c. LEI (if available).
PAOOWF3GUFM46FBSP561
d. Maturity date.
2026-03-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$19,102,000.00
g. Value of collateral, to the nearest cent.
$17,765,051.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28
c. LEI (if available).
549300O5DQ5Y61B8VF38
d. Maturity date.
2028-07-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$325,000.00
g. Value of collateral, to the nearest cent.
$303,950.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STN CAP I TR 2019-NUGS A 20361215 FLT
d. Maturity date.
2036-12-15
e. Coupon or yield.
6.286480
f. The principal amount, to the nearest cent.
$5,360,000.00
g. Value of collateral, to the nearest cent.
$4,305,436.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NCMF TR 2022-MFP C 20390315 FLT
d. Maturity date.
2039-03-15
e. Coupon or yield.
8.058640
f. The principal amount, to the nearest cent.
$3,259,000.00
g. Value of collateral, to the nearest cent.
$3,133,041.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CENTERFIELD MEDIA PARENT INC SR SEC 144A NT26
d. Maturity date.
2026-08-01
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$4,889,000.00
g. Value of collateral, to the nearest cent.
$3,805,182.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAYFLOWER RE LTD -A-20231 144A 26
d. Maturity date.
2026-07-08
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,350,000.00
g. Value of collateral, to the nearest cent.
$3,369,095.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAYFLOWER RE LTD -B-20231 144A 26
d. Maturity date.
2026-07-08
e. Coupon or yield.
11.119300
f. The principal amount, to the nearest cent.
$9,250,000.00
g. Value of collateral, to the nearest cent.
$9,326,625.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 28
c. LEI (if available).
549300MCGUSL5B852H65
d. Maturity date.
2028-05-01
e. Coupon or yield.
8.375000
f. The principal amount, to the nearest cent.
$1,427,000.00
g. Value of collateral, to the nearest cent.
$1,482,266.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEVEL 3 FING INC SR SEC GLBL 30
c. LEI (if available).
254900AE5FEFIJOXWL19
d. Maturity date.
2030-05-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$603,000.00
g. Value of collateral, to the nearest cent.
$643,153.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KNIFE RIVER CORP SR 144A NT 31
d. Maturity date.
2031-05-01
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$2,102,000.00
g. Value of collateral, to the nearest cent.
$2,192,568.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KOHLS CORP SR GLBL NT 37
c. LEI (if available).
549300JF6LPRTRJ0FH50
d. Maturity date.
2037-12-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$8,000,000.00
g. Value of collateral, to the nearest cent.
$5,573,077.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAMB WESTON HLDGS INC SR GLBL 144A 30
c. LEI (if available).
5493005SMYID1D2OY946
d. Maturity date.
2030-01-31
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$120,000.00
g. Value of collateral, to the nearest cent.
$106,050.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRAND CANYON UNIVERSITY GLBL 2021B SNK28
d. Maturity date.
2028-10-01
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$23,481.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GATEWAY RE LTD -A VR 144A NT 26
c. LEI (if available).
549300ZYFWQV9RCIN520
d. Maturity date.
2026-02-24
e. Coupon or yield.
18.369300
f. The principal amount, to the nearest cent.
$3,100,000.00
g. Value of collateral, to the nearest cent.
$3,200,885.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOODYEAR TIRE & RUBR CO SR GLBL NT 33
c. LEI (if available).
5493002BI0S2ZQUY3437
d. Maturity date.
2033-04-30
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$417,000.00
g. Value of collateral, to the nearest cent.
$377,398.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST QUANTUM MINERALS LTD 144A NT 8.625%31
c. LEI (if available).
549300I7UVBGWRYMYZ18
d. Maturity date.
2031-06-01
e. Coupon or yield.
8.625000
f. The principal amount, to the nearest cent.
$396,000.00
g. Value of collateral, to the nearest cent.
$412,087.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MOTOR CREDIT COMPANY SR NT 7.35%30
c. LEI (if available).
UDSQCVRUX5BONN0VY111
d. Maturity date.
2030-03-06
e. Coupon or yield.
7.350000
f. The principal amount, to the nearest cent.
$2,616,000.00
g. Value of collateral, to the nearest cent.
$2,782,780.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MOTOR CREDIT COMPANY SR GLBL NT7.2%30
c. LEI (if available).
UDSQCVRUX5BONN0VY111
d. Maturity date.
2030-06-10
e. Coupon or yield.
7.200000
f. The principal amount, to the nearest cent.
$22,993,000.00
g. Value of collateral, to the nearest cent.
$23,810,631.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XEROX CORP SR GLBL NT3.8%24
c. LEI (if available).
4KF48RN45X1OO8UBLY20
d. Maturity date.
2024-05-15
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$21,597.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KAISER ALUMINIUM CORPORATION SR GLBL 144A 31
d. Maturity date.
2031-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$311,000.00
g. Value of collateral, to the nearest cent.
$257,442.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STANDARD INDS INC SR 144A NT 31
c. LEI (if available).
54930064UHXCIUWVI755
d. Maturity date.
2031-01-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$26,000.00
g. Value of collateral, to the nearest cent.
$21,031.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SERVICE PPTYS TR SR GLBL NT5.5%27
c. LEI (if available).
529900IS770AG1K9QG27
d. Maturity date.
2027-12-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$33,720,000.00
g. Value of collateral, to the nearest cent.
$29,916,309.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIGMA HOLDCO B V SR 144A NT 26
c. LEI (if available).
254900RAPCKVT00GAO59
d. Maturity date.
2026-05-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$320,000.00
g. Value of collateral, to the nearest cent.
$284,683.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SM ENERGY COMPANY SR GLBL NT 25
c. LEI (if available).
84BUTVXV5ODI6BXNMH43
d. Maturity date.
2025-06-01
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$93,000.00
g. Value of collateral, to the nearest cent.
$92,011.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SM ENERGY COMPANY SR GLBL NT 26
c. LEI (if available).
84BUTVXV5ODI6BXNMH43
d. Maturity date.
2026-09-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$5,630,000.00
g. Value of collateral, to the nearest cent.
$5,674,026.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SS&C TECHNOLOGIES INC SR GLBL 144A 27
c. LEI (if available).
549300KY09TR3J12JU49
d. Maturity date.
2027-09-30
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$66,000.00
g. Value of collateral, to the nearest cent.
$64,931.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SRS DISTRIBUTION INC SR SEC 144A NT28
c. LEI (if available).
549300ZQ3XP75BCYM468
d. Maturity date.
2028-07-01
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$4,472,000.00
g. Value of collateral, to the nearest cent.
$4,051,471.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAKURA RE LTD SR SEC-A 144A 25
d. Maturity date.
2025-04-07
e. Coupon or yield.
7.621950
f. The principal amount, to the nearest cent.
$5,925,000.00
g. Value of collateral, to the nearest cent.
$5,853,474.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POLAR US BORROWER LLC / SCHENE SR 144A NT 26
d. Maturity date.
2026-05-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$8,850.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 26
d. Maturity date.
2026-04-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$356,000.00
g. Value of collateral, to the nearest cent.
$356,164.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PICASSO FINANCE SUB INC SR SEC GLBL 25
c. LEI (if available).
549300V3TCHCBOBTGH07
d. Maturity date.
2025-06-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$124,000.00
g. Value of collateral, to the nearest cent.
$124,166.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTEGRIS ESCROWCORPORATION SR SEC GLBL 29
d. Maturity date.
2029-04-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$3,771,000.00
g. Value of collateral, to the nearest cent.
$3,564,409.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DOMTAR CORP SR NT 6.25%42
c. LEI (if available).
XYSIJOU3HNVROZWNA008
d. Maturity date.
2042-09-01
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$339,000.00
g. Value of collateral, to the nearest cent.
$216,085.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWNROCK LP SR 144A NT 5%29
d. Maturity date.
2029-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$47,329.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DT MIDSTREAM INC SR GLBL 144A 29
d. Maturity date.
2029-06-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$22,168.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DELTA AIR LINES INC SR GLBL NT2.9%24
c. LEI (if available).
Q2CCMS6R0AS67HJMBN42
d. Maturity date.
2024-10-28
e. Coupon or yield.
2.900000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$77,353.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP CAP III TIER I GLBL 36
c. LEI (if available).
549300XM9G8HLD2LDU04
d. Maturity date.
2036-12-01
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$320,000.00
g. Value of collateral, to the nearest cent.
$330,850.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMC NETWORKS INC SR GLBL NT 25
c. LEI (if available).
549300VGG9K75226LR46
d. Maturity date.
2025-08-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$650,000.00
g. Value of collateral, to the nearest cent.
$590,499.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACORN RE LIMITED SR SEC VR 144A24
d. Maturity date.
2024-11-07
e. Coupon or yield.
7.869350
f. The principal amount, to the nearest cent.
$749,000.00
g. Value of collateral, to the nearest cent.
$730,170.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLIANT HLDGS INTER LLC / ALL SR 144A NT 29
d. Maturity date.
2029-11-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$22,394.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 47
c. LEI (if available).
549300ZMGDLC9JT2OR80
d. Maturity date.
2047-06-19
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$6,420,000.00
g. Value of collateral, to the nearest cent.
$4,307,860.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RUMO LUXEMBOURG S A R L SR GLBL REGS 28
c. LEI (if available).
222100HOIQFT7YOSPB46
d. Maturity date.
2028-01-10
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$290,000.00
g. Value of collateral, to the nearest cent.
$274,605.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AES GENER S A GLBL REGS NT 79
c. LEI (if available).
549300IF4IFG0FS0RM26
d. Maturity date.
2079-10-07
e. Coupon or yield.
6.350000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$674,346.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADECOAGRO S A SR GLBL REGS 27
c. LEI (if available).
529900Q00UR5LFELO811
d. Maturity date.
2027-09-21
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$450,000.00
g. Value of collateral, to the nearest cent.
$439,573.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KLABIN AUSTRIA GMBH SR GLBL-- REGS49
c. LEI (if available).
984500578YEA8DD41B09
d. Maturity date.
2049-04-03
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,561,000.00
g. Value of collateral, to the nearest cent.
$3,610,925.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRUPOSURA FINANCE 5.5%26
c. LEI (if available).
549300AC1Q176TZL0305
d. Maturity date.
2026-04-29
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,461,000.00
g. Value of collateral, to the nearest cent.
$2,379,080.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YUM BRANDS INC SR GLBL NT 23
c. LEI (if available).
549300JE8XHZZ7OHN517
d. Maturity date.
2023-11-01
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$802,086.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZF NORTH AMER CAP INC 144A NT 4.75%25
c. LEI (if available).
529900JYGMS9CW9IQX78
d. Maturity date.
2025-04-29
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$1,061,000.00
g. Value of collateral, to the nearest cent.
$1,038,240.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PPTYS INC SR GLBL 144A 27
d. Maturity date.
2027-02-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$85,000.00
g. Value of collateral, to the nearest cent.
$86,164.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WMG ACQUISITION CORP SR SEC 144A NT29
c. LEI (if available).
549300NAS11NXI33CP80
d. Maturity date.
2029-12-01
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$343,000.00
g. Value of collateral, to the nearest cent.
$301,414.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMSCOPE INC SR GLBL 144A 28
c. LEI (if available).
549300Z6K4JXMFE8QY54
d. Maturity date.
2028-07-01
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$10,685,000.00
g. Value of collateral, to the nearest cent.
$7,156,145.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMSCOPE HLDG CO INC 6%26
c. LEI (if available).
549300Z6K4JXMFE8QY54
d. Maturity date.
2026-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$547,000.00
g. Value of collateral, to the nearest cent.
$514,787.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SECS 2021-R02 2M-1 20411125 FLT
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-11-25
e. Coupon or yield.
5.969010
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$781,594.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC NT 55
d. Maturity date.
2055-10-23
e. Coupon or yield.
6.834000
f. The principal amount, to the nearest cent.
$243,000.00
g. Value of collateral, to the nearest cent.
$234,034.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMUNITY HEALTH SYS INC NEW JR GLBL 144A 29
c. LEI (if available).
5493007X5NC5XI1BB106
d. Maturity date.
2029-04-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$7,352,000.00
g. Value of collateral, to the nearest cent.
$5,092,164.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CNX MIDSTREAM PARTNERS LP SR GLBL 144A 30
d. Maturity date.
2030-04-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$140,000.00
g. Value of collateral, to the nearest cent.
$122,902.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WEATHERFORD INTL LTD BERMUDA SR SEC GLBL 28
c. LEI (if available).
549300A2JKMG5PGOGF82
d. Maturity date.
2028-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$105,000.00
g. Value of collateral, to the nearest cent.
$107,821.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WESTERN GLOBAL AIRLS LLC SR GLBL 144A 25
d. Maturity date.
2025-08-15
e. Coupon or yield.
10.375000
f. The principal amount, to the nearest cent.
$1,790,000.00
g. Value of collateral, to the nearest cent.
$94,584.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VM CONS INCORPORATED SR GLBL 144A 29
c. LEI (if available).
549300GCTGJLEBXJUK89
d. Maturity date.
2029-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$97,000.00
g. Value of collateral, to the nearest cent.
$90,570.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PPTYS INC SR GLBL 144A 25
d. Maturity date.
2025-06-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$1,129,000.00
g. Value of collateral, to the nearest cent.
$1,102,016.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED AIRLS HLDGS INC SR NT 4.875%25
c. LEI (if available).
98450079DA0B78DD6764
d. Maturity date.
2025-01-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$1,224,000.00
g. Value of collateral, to the nearest cent.
$1,189,932.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED WHOLESALE MORTGAGE LLC SR GLBL 144A 29
c. LEI (if available).
549300HW662MN1WU8550
d. Maturity date.
2029-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,085,000.00
g. Value of collateral, to the nearest cent.
$3,651,477.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US FOODS INC SR SEC GLBL 25
c. LEI (if available).
5493000JOOFAOUY1JZ87
d. Maturity date.
2025-04-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$10,715,000.00
g. Value of collateral, to the nearest cent.
$10,917,864.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNDER ARMOUR INC SR GLBL NT 26
c. LEI (if available).
549300D4549QKWETZ406
d. Maturity date.
2026-06-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$98,000.00
g. Value of collateral, to the nearest cent.
$89,938.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNIFRAX ESCROW ISSUER CORPORA 144A NT 5.25%28
c. LEI (if available).
549300RRU6BWJLD0YT71
d. Maturity date.
2028-09-30
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$12,000.00
g. Value of collateral, to the nearest cent.
$9,022.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNISYS CORP SR SEC GLBL 27
c. LEI (if available).
549300T21W22FIJJOW08
d. Maturity date.
2027-11-01
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$3,225,000.00
g. Value of collateral, to the nearest cent.
$2,659,455.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PDC ENERGY INC SR GLBL NT 24
c. LEI (if available).
5493008W8H2T511J5Y59
d. Maturity date.
2024-09-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$75,687.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PTC INC SR GLBL 144A 28
c. LEI (if available).
54930050SSMU8SKDJ030
d. Maturity date.
2028-02-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,734,000.00
g. Value of collateral, to the nearest cent.
$1,630,522.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOVA CHEMICALS CORP MTN BE SR GLBL 144A 25
c. LEI (if available).
549300ZOD6N7RI2FJP09
d. Maturity date.
2025-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,483,000.00
g. Value of collateral, to the nearest cent.
$1,440,586.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHORD ENERGY CORPORATION SR GLBL 144A 26
c. LEI (if available).
529900FA4V2YNIKZ0M71
d. Maturity date.
2026-06-01
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$70,053.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT4.3%39
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2039-08-15
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$19,823.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NAVIENT CORPORATION SR GLBL NT 5%27
c. LEI (if available).
54930067J0ZNOEBRW338
d. Maturity date.
2027-03-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$79,000.00
g. Value of collateral, to the nearest cent.
$72,672.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NGL ENERGY PARTNERS LP SR GLBL NT7.5%26
d. Maturity date.
2026-04-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$120,000.00
g. Value of collateral, to the nearest cent.
$116,393.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NCL FIN LTD SR GLBL 144A 28
d. Maturity date.
2028-03-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$325,000.00
g. Value of collateral, to the nearest cent.
$302,402.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MIDWEST GAMING BORROWER LLC / SR SEC 144A NT29
d. Maturity date.
2029-05-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$265,000.00
g. Value of collateral, to the nearest cent.
$236,930.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MODIVCARE INC SR GLBL 144A 29
d. Maturity date.
2029-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,856,000.00
g. Value of collateral, to the nearest cent.
$1,362,613.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIVE NATION ENTERTAINMENT INC SR GLBL 144A 24
c. LEI (if available).
5493007B9BM9ZXJINO78
d. Maturity date.
2024-11-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$825,000.00
g. Value of collateral, to the nearest cent.
$824,742.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LONG PT RE IV LTD -A VR 144A NT 26
d. Maturity date.
2026-06-01
e. Coupon or yield.
9.624560
f. The principal amount, to the nearest cent.
$9,225,000.00
g. Value of collateral, to the nearest cent.
$9,315,519.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIBERTY MEDIA CORP DEL SR NT 8.5%29
c. LEI (if available).
549300SZUIU7Z32Q0664
d. Maturity date.
2029-07-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$16,567,000.00
g. Value of collateral, to the nearest cent.
$6,191,216.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KORN FERRY SR GLBL 144A 27
c. LEI (if available).
549300FOD20OM0GT5G40
d. Maturity date.
2027-12-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$5,244,000.00
g. Value of collateral, to the nearest cent.
$4,945,300.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KB HOME SR GLBL NT 30
c. LEI (if available).
549300LGUCWQURMWLG09
d. Maturity date.
2030-07-15
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$3,652,000.00
g. Value of collateral, to the nearest cent.
$3,718,547.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERC HLDGS INC SR GLBL 144A 27
c. LEI (if available).
549300TP80QLITMSBP82
d. Maturity date.
2027-07-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$780,000.00
g. Value of collateral, to the nearest cent.
$750,823.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERCULES INC JR SB GLBL DB 29
d. Maturity date.
2029-06-30
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$288,000.00
g. Value of collateral, to the nearest cent.
$267,960.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERFACE INC GLBL 144A NT 28
c. LEI (if available).
549300VXZWQOIDFPU355
d. Maturity date.
2028-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$240,000.00
g. Value of collateral, to the nearest cent.
$201,978.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRUPOSURA FINANCE SR GLBL 144A 26
c. LEI (if available).
549300AC1Q176TZL0305
d. Maturity date.
2026-04-29
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$966,712.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INNOVATE CORP SR SEC GLBL 26
c. LEI (if available).
549300S6O246JWQQ1K58
d. Maturity date.
2026-02-01
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$91,000.00
g. Value of collateral, to the nearest cent.
$72,775.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREEPORT MCMORAN INC SR GLBL NT 5%27
c. LEI (if available).
549300IRDTHJQ1PVET45
d. Maturity date.
2027-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,560,000.00
g. Value of collateral, to the nearest cent.
$1,550,582.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLP CAP LP/GLP FING II INC SR NT 5.75%28
d. Maturity date.
2028-06-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$6,430,000.00
g. Value of collateral, to the nearest cent.
$6,348,231.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MOTOR CREDIT COMPANY SR GLBL NT 25
c. LEI (if available).
UDSQCVRUX5BONN0VY111
d. Maturity date.
2025-06-16
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$2,247,000.00
g. Value of collateral, to the nearest cent.
$2,202,118.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MOTOR CREDIT COMPANY SR GLBL NT 23
c. LEI (if available).
UDSQCVRUX5BONN0VY111
d. Maturity date.
2023-11-17
e. Coupon or yield.
3.370000
f. The principal amount, to the nearest cent.
$3,159,000.00
g. Value of collateral, to the nearest cent.
$3,149,672.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENLINK MIDSTREAM PARTNERS LP SR GLBL NT4.4%24
c. LEI (if available).
88CPW63VL7KHJWS0NY83
d. Maturity date.
2024-04-01
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$1,180,000.00
g. Value of collateral, to the nearest cent.
$1,170,756.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APA CORPORATION SR GLBL NT7.7%26
c. LEI (if available).
72ZZ1XRHOOU9P9X16K08
d. Maturity date.
2026-03-15
e. Coupon or yield.
7.700000
f. The principal amount, to the nearest cent.
$226,000.00
g. Value of collateral, to the nearest cent.
$239,830.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX COMM MTG TR 2021-SOAR B 20380615 FLT
d. Maturity date.
2038-06-15
e. Coupon or yield.
6.206480
f. The principal amount, to the nearest cent.
$1,670,000.00
g. Value of collateral, to the nearest cent.
$1,517,733.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BALDWIN RE LIMITED -A-20211 144A 25
d. Maturity date.
2025-07-07
e. Coupon or yield.
7.621950
f. The principal amount, to the nearest cent.
$13,000,000.00
g. Value of collateral, to the nearest cent.
$12,671,466.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TALEN ENERGY SUPPLY LLC SR SEC 144A NT30
c. LEI (if available).
K5K33XN0PQAU1XF7NN66
d. Maturity date.
2030-06-01
e. Coupon or yield.
8.625000
f. The principal amount, to the nearest cent.
$2,599,000.00
g. Value of collateral, to the nearest cent.
$2,739,156.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DO BRASIL S A GRAND CAYM ALT TIER I PERP
c. LEI (if available).
QE0Q0253K88YAGNPE356
d. Maturity date.
2099-12-31
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$647,000.00
g. Value of collateral, to the nearest cent.
$605,060.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28
d. Maturity date.
2028-04-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$1,110,000.00
g. Value of collateral, to the nearest cent.
$940,665.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REGIONS FINANCIAL CORP NEW TIER I PERP GLBL
c. LEI (if available).
CW05CS5KW59QTC0DG824
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$87,250.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDTREE LN MGT US CLO 2021-9 A 20330121 FLT
d. Maturity date.
2033-01-21
e. Coupon or yield.
6.657750
f. The principal amount, to the nearest cent.
$773,500.00
g. Value of collateral, to the nearest cent.
$770,099.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTERCOM MEDIA CORP SR SEC GLBL 29
c. LEI (if available).
549300S5JUSXRHNCHD80
d. Maturity date.
2029-03-31
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$5,661,000.00
g. Value of collateral, to the nearest cent.
$245,630.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWNSQUARE MEDIA INC SR SEC GLBL 26
c. LEI (if available).
549300XBA8C68H0DR538
d. Maturity date.
2026-02-01
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$130,000.00
g. Value of collateral, to the nearest cent.
$129,912.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KILIMANJARO III RE LTD EXT GLBL 144A 29
c. LEI (if available).
254900T37LD5YQ545V53
d. Maturity date.
2029-04-08
e. Coupon or yield.
9.934560
f. The principal amount, to the nearest cent.
$7,150,000.00
g. Value of collateral, to the nearest cent.
$6,790,320.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KILIMANJARO III RE LTD EXTND-A 144A 28
c. LEI (if available).
254900T37LD5YQ545V53
d. Maturity date.
2028-06-25
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$17,325,000.00
g. Value of collateral, to the nearest cent.
$16,943,200.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KIZUNA RE III PTE LTD -A-20211 144A 26
d. Maturity date.
2026-04-07
e. Coupon or yield.
7.372200
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,989,735.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KLABIN AUSTRIA GMBH SR GLBL 144A 31
c. LEI (if available).
984500578YEA8DD41B09
d. Maturity date.
2031-01-12
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$2,780,000.00
g. Value of collateral, to the nearest cent.
$2,261,029.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTESA SANPAOLO S P A FR 4.198%060132
c. LEI (if available).
2W8N8UU78PMDQKZENC08
d. Maturity date.
2032-06-01
e. Coupon or yield.
4.198000
f. The principal amount, to the nearest cent.
$3,520,000.00
g. Value of collateral, to the nearest cent.
$2,710,845.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IRON MTN INC DEL SR GLBL 144A 30
c. LEI (if available).
SQL3F6CKNNBM3SQGHX24
d. Maturity date.
2030-07-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$3,106,000.00
g. Value of collateral, to the nearest cent.
$2,830,632.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ITAU UNIBANCO HLDG SA CY FR 3.875%041531
c. LEI (if available).
5493002W2IVG62O3ZJ94
d. Maturity date.
2031-04-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$2,550,000.00
g. Value of collateral, to the nearest cent.
$2,368,598.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STARWOOD PPTY TR INC SR GLBL 144A 26
c. LEI (if available).
BUGSFQZERKRBFWIG5267
d. Maturity date.
2026-07-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$2,693,000.00
g. Value of collateral, to the nearest cent.
$2,380,749.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SERVICE CORP INTL SR GLBL NT 4%31
c. LEI (if available).
549300RKVM2ME20JHZ15
d. Maturity date.
2031-05-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,916,000.00
g. Value of collateral, to the nearest cent.
$2,507,802.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIERRA LTD EXT GLBL 144A 25
c. LEI (if available).
549300GLWBBA2QVWUQ65
d. Maturity date.
2025-01-31
e. Coupon or yield.
8.069350
f. The principal amount, to the nearest cent.
$4,306,000.00
g. Value of collateral, to the nearest cent.
$4,312,505.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAKURA RE LTD SR SEC-B 144A 25
d. Maturity date.
2025-04-07
e. Coupon or yield.
9.531950
f. The principal amount, to the nearest cent.
$6,655,000.00
g. Value of collateral, to the nearest cent.
$6,601,851.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANDERS RE III LTD ACTING IN R EXTND-A 144A 29
d. Maturity date.
2029-04-09
e. Coupon or yield.
8.869340
f. The principal amount, to the nearest cent.
$18,150,000.00
g. Value of collateral, to the nearest cent.
$17,103,293.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANDERS RE III LTD ACTING IN R EXTND-A 144A 28
d. Maturity date.
2028-06-07
e. Coupon or yield.
11.872000
f. The principal amount, to the nearest cent.
$2,150,000.00
g. Value of collateral, to the nearest cent.
$2,097,287.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANDERS RE III LTD ACTING IN R EXTND-B 144A 28
d. Maturity date.
2028-06-07
e. Coupon or yield.
14.122000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$888,145.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEAGATE HDD CAYMAN SR GLBL NT 31
c. LEI (if available).
529900BD50TRWEG1SF63
d. Maturity date.
2031-07-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$101,000.00
g. Value of collateral, to the nearest cent.
$74,061.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.2%31
c. LEI (if available).
549300OVKLRFSIQG0H81
d. Maturity date.
2031-12-01
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$971,000.00
g. Value of collateral, to the nearest cent.
$739,876.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RIVERFRONT RE LTD SR SEC-A 144A 25
d. Maturity date.
2025-01-07
e. Coupon or yield.
9.611950
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,879,630.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RIVIAN HOLDINGS LLC / RIVIAN SR SEC GLBL 26
d. Maturity date.
2026-10-15
e. Coupon or yield.
10.931100
f. The principal amount, to the nearest cent.
$59,970,000.00
g. Value of collateral, to the nearest cent.
$62,086,709.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP SR SEC GLBL 25
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2025-06-01
e. Coupon or yield.
11.500000
f. The principal amount, to the nearest cent.
$3,116,000.00
g. Value of collateral, to the nearest cent.
$3,314,525.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SD RE LTD -A VR 144A NT 31
d. Maturity date.
2031-11-19
e. Coupon or yield.
14.119300
f. The principal amount, to the nearest cent.
$15,600,000.00
g. Value of collateral, to the nearest cent.
$15,047,860.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SD RE LTD -B VR 144A NT 31
d. Maturity date.
2031-11-19
e. Coupon or yield.
14.619300
f. The principal amount, to the nearest cent.
$5,274,000.00
g. Value of collateral, to the nearest cent.
$5,139,898.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RESIDENTIAL REINS 2022 LTD EXT GLBL 144A 30
d. Maturity date.
2030-12-06
e. Coupon or yield.
12.372200
f. The principal amount, to the nearest cent.
$3,400,000.00
g. Value of collateral, to the nearest cent.
$3,440,126.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RESIDENTIAL REINS 2020 LTD -4-2020II 144A24
d. Maturity date.
2024-12-06
e. Coupon or yield.
11.882000
f. The principal amount, to the nearest cent.
$18,400,000.00
g. Value of collateral, to the nearest cent.
$17,988,814.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RITE AID CORP SR SEC GLBL 26
c. LEI (if available).
529900W353T1JY1DKT44
d. Maturity date.
2026-11-15
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$3,695,000.00
g. Value of collateral, to the nearest cent.
$1,878,299.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POST HLDGS INC SR GLBL 144A 27
c. LEI (if available).
JM1I5YUAURL6DC8N1468
d. Maturity date.
2027-03-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$290,000.00
g. Value of collateral, to the nearest cent.
$290,689.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRIME SEC SVCS BORROWER LLC / 5.25%24
d. Maturity date.
2024-04-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$3,108,000.00
g. Value of collateral, to the nearest cent.
$3,152,594.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
QVC INC SR SEC NT5.95%43
c. LEI (if available).
549300WBLU5NKPX5X472
d. Maturity date.
2043-03-15
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$850,000.00
g. Value of collateral, to the nearest cent.
$431,356.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RLJ LODGING TR SR SEC GLBL 29
c. LEI (if available).
549300RX5I8Z6I6LDZ74
d. Maturity date.
2029-09-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$15,317,000.00
g. Value of collateral, to the nearest cent.
$12,944,566.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHOENICIAN RE LTD SR SEC-A 144A 23
d. Maturity date.
2023-12-14
e. Coupon or yield.
8.390560
f. The principal amount, to the nearest cent.
$9,228,000.00
g. Value of collateral, to the nearest cent.
$9,242,961.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHOENICIAN RE LTD SR SEC-A 144A 23
d. Maturity date.
2023-12-14
e. Coupon or yield.
8.293350
f. The principal amount, to the nearest cent.
$6,400,000.00
g. Value of collateral, to the nearest cent.
$6,431,341.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHOENICIAN RE LTD EXTND-A 144A 28
d. Maturity date.
2028-12-14
e. Coupon or yield.
8.267350
f. The principal amount, to the nearest cent.
$16,000,000.00
g. Value of collateral, to the nearest cent.
$15,804,221.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS SR GLBL BD 38
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2038-06-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$12,562,000.00
g. Value of collateral, to the nearest cent.
$8,499,716.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS GLBL NT 6.7%32
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2032-02-16
e. Coupon or yield.
6.700000
f. The principal amount, to the nearest cent.
$6,575,000.00
g. Value of collateral, to the nearest cent.
$5,273,690.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS SR GLBL BD6.5%41
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2041-06-02
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,464,000.00
g. Value of collateral, to the nearest cent.
$3,569,807.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
1375209 B C LTD SR SEC GLBL 28
d. Maturity date.
2028-01-30
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$49,122.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISH DBS CORPORATION SR GLBL NT 26
d. Maturity date.
2026-07-01
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$21,642,000.00
g. Value of collateral, to the nearest cent.
$13,990,651.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EQT CORP CR SEN SR GLBL25
c. LEI (if available).
4NT01YGM4X7ZX86ISY52
d. Maturity date.
2025-02-01
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$5,139,325.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EAGLE INTER GLOBAL HLDG B V FR 7.5%050125
d. Maturity date.
2025-05-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$227,000.00
g. Value of collateral, to the nearest cent.
$155,970.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EASTON RE PTE LIMITED EXTND SR SEC 27
d. Maturity date.
2027-01-08
e. Coupon or yield.
9.946320
f. The principal amount, to the nearest cent.
$1,650,000.00
g. Value of collateral, to the nearest cent.
$1,658,430.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SECS 2021-R01 1M-1 20411025 FLT
d. Maturity date.
2041-10-25
e. Coupon or yield.
5.819010
f. The principal amount, to the nearest cent.
$1,550,000.00
g. Value of collateral, to the nearest cent.
$255,620.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DPL INC SR GLBL NT 29
d. Maturity date.
2029-04-15
e. Coupon or yield.
4.350000
f. The principal amount, to the nearest cent.
$1,244,000.00
g. Value of collateral, to the nearest cent.
$1,109,969.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DEUTSCHE BK AG N Y LW TIER II GLBL
c. LEI (if available).
7LTWFZYICNSX8D621K86
d. Maturity date.
2032-01-14
e. Coupon or yield.
3.729000
f. The principal amount, to the nearest cent.
$12,900,000.00
g. Value of collateral, to the nearest cent.
$10,068,848.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMONWEALTH RE LTD -A FL 144A NT 25
d. Maturity date.
2025-07-08
e. Coupon or yield.
8.871950
f. The principal amount, to the nearest cent.
$950,000.00
g. Value of collateral, to the nearest cent.
$947,947.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALAMO RE LTD -A 144A NT0.5%24
c. LEI (if available).
5493003E22VRD25G0S03
d. Maturity date.
2024-06-07
e. Coupon or yield.
12.552000
f. The principal amount, to the nearest cent.
$13,400,000.00
g. Value of collateral, to the nearest cent.
$13,285,849.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEXTRON FINL CORP MTN BE 144A EXT JR SB GLBL67
c. LEI (if available).
4E8B2CNXPE5P5AY03O18
d. Maturity date.
2067-02-15
e. Coupon or yield.
7.055710
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$27,000.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRASKEM IDESA S A P I SR SEC GLBL 32
c. LEI (if available).
YH0V7ZHY352ITDGEYB83
d. Maturity date.
2032-02-20
e. Coupon or yield.
6.990000
f. The principal amount, to the nearest cent.
$6,067,000.00
g. Value of collateral, to the nearest cent.
$4,092,656.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMPRESA NACIONAL DEL PETROLEO GLBL REGS NT 31
c. LEI (if available).
549300YP3P0JZBLIV197
d. Maturity date.
2031-09-16
e. Coupon or yield.
3.450000
f. The principal amount, to the nearest cent.
$325,000.00
g. Value of collateral, to the nearest cent.
$278,314.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AUNA S A A SR GLBL REGS 25
c. LEI (if available).
549300C3XBVL3X4TME11
d. Maturity date.
2025-11-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$442,759.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSN RESOURCES SA SR GLBL REGS 32
c. LEI (if available).
222100ZEX458NMOXZP08
d. Maturity date.
2032-04-08
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$1,150,000.00
g. Value of collateral, to the nearest cent.
$978,417.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOL FIN SR GLBL REGS 25
c. LEI (if available).
5299007RH8MA67ZC6J07
d. Maturity date.
2025-01-31
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$57,000.00
g. Value of collateral, to the nearest cent.
$35,053.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MINERVA LUXEMBOURG S A SR REGS NT 31
c. LEI (if available).
222100NM3G3RCPGZ2Z17
d. Maturity date.
2031-03-18
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$1,297,000.00
g. Value of collateral, to the nearest cent.
$1,076,265.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOVIDA EUROPE S.A SR GLBL REGS 31
c. LEI (if available).
549300YRJE0V6QKU7C86
d. Maturity date.
2031-02-08
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$424,731.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIRCASTLE LTD PERP JR REGS NT
c. LEI (if available).
549300PNK8AKY3OIKP58
d. Maturity date.
2070-06-08
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$359,000.00
g. Value of collateral, to the nearest cent.
$277,236.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WORLDWIDE MEDIA SVCS GROUP INC SR NT ZRO 144A24
c. LEI (if available).
549300HHMR7FVMMSB136
d. Maturity date.
2024-12-01
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$55,000,000.00
g. Value of collateral, to the nearest cent.
$54,862,500.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRAVEL PLUS LEISURE CO SR SEC GLBL 26
c. LEI (if available).
T4VNTWMFQ7JQB65L7T35
d. Maturity date.
2026-07-31
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$336,000.00
g. Value of collateral, to the nearest cent.
$332,640.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VODAFONE GROUP PLC SUB GLBL NT 81
c. LEI (if available).
213800TB53ELEUKM7Q61
d. Maturity date.
2081-06-04
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$9,593,000.00
g. Value of collateral, to the nearest cent.
$7,023,271.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LUMEN TECHNOLOGIES INC SR SEC GLBL 27
c. LEI (if available).
8M3THTGWLTYZVE6BBY25
d. Maturity date.
2027-02-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,735,000.00
g. Value of collateral, to the nearest cent.
$1,185,776.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT28
d. Maturity date.
2028-02-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$5,096,000.00
g. Value of collateral, to the nearest cent.
$4,752,945.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT42
d. Maturity date.
2042-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,040,000.00
g. Value of collateral, to the nearest cent.
$702,024.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CIMPRESS PLC SR GLBL NT 7%26
c. LEI (if available).
549300X1IFD75XISOR81
d. Maturity date.
2026-06-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$4,637,000.00
g. Value of collateral, to the nearest cent.
$4,416,742.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CINCINNATI BELL TEL CO MTN BE SR GLBL DB6.3%28
d. Maturity date.
2028-12-01
e. Coupon or yield.
6.300000
f. The principal amount, to the nearest cent.
$375,000.00
g. Value of collateral, to the nearest cent.
$313,312.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CALFRAC HLDGS LP SR GLBL 144A 26
d. Maturity date.
2026-03-15
e. Coupon or yield.
10.875000
f. The principal amount, to the nearest cent.
$58,850.00
g. Value of collateral, to the nearest cent.
$55,022.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAPITAL ONE FINL CORP PERP SUB -M NT
c. LEI (if available).
ZUE8T73ROZOF6FLBAR73
d. Maturity date.
2500-12-31
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$4,744,000.00
g. Value of collateral, to the nearest cent.
$3,796,781.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLY LEASING LTD SR 144A NT 7%24
c. LEI (if available).
549300LI58A0MHGHTZ98
d. Maturity date.
2024-10-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,510,000.00
g. Value of collateral, to the nearest cent.
$2,303,970.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVANA CO SR GLBL 144A 28
c. LEI (if available).
5493003WEAK2PJ5WS063
d. Maturity date.
2028-10-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$248,000.00
g. Value of collateral, to the nearest cent.
$154,839.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CEMEX SA EURO MTN BE 144A SR GLBL 144A 31
c. LEI (if available).
549300RIG2CXWN6IV731
d. Maturity date.
2031-07-11
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$441,000.00
g. Value of collateral, to the nearest cent.
$381,321.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 30
d. Maturity date.
2030-02-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$27,679,000.00
g. Value of collateral, to the nearest cent.
$22,944,207.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAELUS RE VI LTD SR SEC 144A NT24
d. Maturity date.
2024-06-07
e. Coupon or yield.
10.752000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,881,826.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENCHMARK MTG TR 2019-B15 A-AB 20721216 2.8
d. Maturity date.
2072-12-16
e. Coupon or yield.
2.859000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$549,014.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BONANZA RE LTD SR SEC-A 144A 24
c. LEI (if available).
5493003F0CXUQ2C83105
d. Maturity date.
2024-02-20
e. Coupon or yield.
10.242200
f. The principal amount, to the nearest cent.
$4,250,000.00
g. Value of collateral, to the nearest cent.
$4,022,923.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WEEKLEY HOMES LLC/ FIN CORP SR GLBL 144A 28
d. Maturity date.
2028-09-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$1,404,000.00
g. Value of collateral, to the nearest cent.
$1,282,479.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VECTOR GROUP LTD SR SEC GLBL 29
c. LEI (if available).
549300TUIF4WWN6NDN50
d. Maturity date.
2029-02-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$92,000.00
g. Value of collateral, to the nearest cent.
$82,278.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TR 2020-5 A-2 20650525 FLT
d. Maturity date.
2065-05-25
e. Coupon or yield.
1.578000
f. The principal amount, to the nearest cent.
$2,999,990.00
g. Value of collateral, to the nearest cent.
$769,556.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIAVI SOLUTIONS INC SR GLBL 144A 29
c. LEI (if available).
5493006K3E3N1QOBF092
d. Maturity date.
2029-10-01
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$95,000.00
g. Value of collateral, to the nearest cent.
$82,415.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
QWEST CORP SR GLBL DEB 25
c. LEI (if available).
549300R2L4N683OO1509
d. Maturity date.
2025-09-15
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$4,032,000.00
g. Value of collateral, to the nearest cent.
$4,005,223.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
URSA RE II LIMITED -E-20221 144A 25
d. Maturity date.
2025-06-16
e. Coupon or yield.
13.122000
f. The principal amount, to the nearest cent.
$1,659,000.00
g. Value of collateral, to the nearest cent.
$1,644,683.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
URSA RE II LIMITED GLBL-C 144A 25
d. Maturity date.
2025-12-06
e. Coupon or yield.
15.622000
f. The principal amount, to the nearest cent.
$3,450,000.00
g. Value of collateral, to the nearest cent.
$3,719,030.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UMIGAME RE PTE LIMITED -A-1 VAR 144A 25
d. Maturity date.
2025-04-07
e. Coupon or yield.
7.622200
f. The principal amount, to the nearest cent.
$983,000.00
g. Value of collateral, to the nearest cent.
$967,617.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UMIGAME RE PTE LIMITED -A-2 VAR 144A 25
d. Maturity date.
2025-04-07
e. Coupon or yield.
7.872200
f. The principal amount, to the nearest cent.
$565,000.00
g. Value of collateral, to the nearest cent.
$557,554.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSCANADA TRUST JR SB-2016A NT76
c. LEI (if available).
549300Y0MFCAXLBWUV51
d. Maturity date.
2076-08-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$166,000.00
g. Value of collateral, to the nearest cent.
$159,706.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSDIGM UK HOLDINGS PLC SR SB GLBL NT 26
c. LEI (if available).
549300JTYP71LZZSE903
d. Maturity date.
2026-05-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$2,249,000.00
g. Value of collateral, to the nearest cent.
$2,265,266.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOWLINE RE LTD EXTND-A 144A 29
d. Maturity date.
2029-05-23
e. Coupon or yield.
11.722000
f. The principal amount, to the nearest cent.
$3,951,000.00
g. Value of collateral, to the nearest cent.
$3,879,159.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOWLINE RE LTD EXT-C FL 144A 29
d. Maturity date.
2029-05-23
e. Coupon or yield.
13.122000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$3,582,022.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OSCAR ACQUISITIONCO LLC & OSC SR 144A NT9.5%30
d. Maturity date.
2030-04-15
e. Coupon or yield.
9.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$195,594.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NIELSEN FIN LLC/ NIELSEN FIN SR GLBL 144A 29
d. Maturity date.
2029-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$222,000.00
g. Value of collateral, to the nearest cent.
$97,294.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NORDSTROM INC SR GLBL NT2.3%24
c. LEI (if available).
549300S3IZB5P35KNV16
d. Maturity date.
2024-04-08
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$401,000.00
g. Value of collateral, to the nearest cent.
$392,089.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRUNDAGE-BONE CONCRETE PUMPING SR SEC GLBL 26
d. Maturity date.
2026-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$22,768.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NAVIENT CORPORATION SR GLBL NT 26
c. LEI (if available).
54930067J0ZNOEBRW338
d. Maturity date.
2026-06-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$2,018,000.00
g. Value of collateral, to the nearest cent.
$1,987,235.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW FORTRESS ENERGY INC SR SEC GLBL 26
c. LEI (if available).
254900EICTYTCHA5X705
d. Maturity date.
2026-09-30
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$17,350,000.00
g. Value of collateral, to the nearest cent.
$16,289,857.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEWMARK GROUP INC CR SEN SR GLBL23
d. Maturity date.
2023-11-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$1,309,000.00
g. Value of collateral, to the nearest cent.
$1,317,875.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEXTERA ENERGY OPER PARTNER LP SR GLBL 144A 24
c. LEI (if available).
549300KJEC5IUVJWR786
d. Maturity date.
2024-09-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$4,732,000.00
g. Value of collateral, to the nearest cent.
$4,595,034.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NABORS INDS INC SR GLBL 144A 27
c. LEI (if available).
549300VFQWRKICUFNU92
d. Maturity date.
2027-05-15
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$34,582.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NAKAMA RE LTD -1-20201 144A 25
c. LEI (if available).
2549003ZFVVVVKMRJ633
d. Maturity date.
2025-01-14
e. Coupon or yield.
7.572200
f. The principal amount, to the nearest cent.
$843,000.00
g. Value of collateral, to the nearest cent.
$845,182.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NAKAMA RE LTD -2-20231 144A 28
c. LEI (if available).
2549003ZFVVVVKMRJ633
d. Maturity date.
2028-05-09
e. Coupon or yield.
9.056650
f. The principal amount, to the nearest cent.
$1,875,000.00
g. Value of collateral, to the nearest cent.
$1,892,338.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NAKAMA RE PTE LIMITED -1-20211 144A 26
d. Maturity date.
2026-10-13
e. Coupon or yield.
7.466320
f. The principal amount, to the nearest cent.
$13,856,000.00
g. Value of collateral, to the nearest cent.
$13,818,687.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NAKAMA RE PTE LIMITED -2-20211 144A 26
d. Maturity date.
2026-10-13
e. Coupon or yield.
8.166320
f. The principal amount, to the nearest cent.
$6,925,000.00
g. Value of collateral, to the nearest cent.
$6,803,477.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MONTOYA RE LTD EXTND-A 144A 29
d. Maturity date.
2029-04-07
e. Coupon or yield.
12.119300
f. The principal amount, to the nearest cent.
$8,600,000.00
g. Value of collateral, to the nearest cent.
$8,769,532.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MURPHY OIL CORP SR GLBL NT 25
c. LEI (if available).
QBKYQD0ODE7DC7PDIN91
d. Maturity date.
2025-08-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$3,637,000.00
g. Value of collateral, to the nearest cent.
$3,682,112.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MYSTIC RE IV LIMITED -A-20212 144A 25
d. Maturity date.
2025-01-08
e. Coupon or yield.
11.504600
f. The principal amount, to the nearest cent.
$2,550,000.00
g. Value of collateral, to the nearest cent.
$2,416,397.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERNA REINSURANCE II LTD EXTND-A 144A 29
c. LEI (if available).
549300478X5RX87PYX60
d. Maturity date.
2029-07-09
e. Coupon or yield.
12.622200
f. The principal amount, to the nearest cent.
$9,800,000.00
g. Value of collateral, to the nearest cent.
$9,749,717.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERNA REINSURANCE II LTD EXTND-A 144A 30
c. LEI (if available).
549300478X5RX87PYX60
d. Maturity date.
2030-07-07
e. Coupon or yield.
13.122200
f. The principal amount, to the nearest cent.
$2,400,000.00
g. Value of collateral, to the nearest cent.
$2,404,799.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MONA LISA RE LTD EXTND SB GLBL 29
c. LEI (if available).
549300R6SO6XBFDC7M25
d. Maturity date.
2029-07-09
e. Coupon or yield.
12.369300
f. The principal amount, to the nearest cent.
$985,000.00
g. Value of collateral, to the nearest cent.
$954,515.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MALLINCKRODT INTL FIN SA / CB SR GLBL 144A 25
d. Maturity date.
2025-04-15
e. Coupon or yield.
10.000000
f. The principal amount, to the nearest cent.
$9,783,000.00
g. Value of collateral, to the nearest cent.
$8,067,224.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATTERHORN RE LTD -A VR 144A NT 25
c. LEI (if available).
549300QRZ77PO1BYWT39
d. Maturity date.
2025-03-24
e. Coupon or yield.
10.505700
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$958,713.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERNA REINSURANCE II LTD -A FL 144A NT 24
c. LEI (if available).
549300478X5RX87PYX60
d. Maturity date.
2024-07-08
e. Coupon or yield.
10.874600
f. The principal amount, to the nearest cent.
$4,600,000.00
g. Value of collateral, to the nearest cent.
$4,364,775.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERNA REINSURANCE II LTD -A-20221 144A 25
c. LEI (if available).
549300478X5RX87PYX60
d. Maturity date.
2025-04-07
e. Coupon or yield.
9.119340
f. The principal amount, to the nearest cent.
$17,591,000.00
g. Value of collateral, to the nearest cent.
$17,591,928.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIVE NATION ENTERTAINMENT INC SR GLBL 144A 26
c. LEI (if available).
5493007B9BM9ZXJINO78
d. Maturity date.
2026-03-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$492,000.00
g. Value of collateral, to the nearest cent.
$489,982.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MSCI INC SR GLBL 144A 33
c. LEI (if available).
549300HTIN2PD78UB763
d. Maturity date.
2033-08-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$1,447,000.00
g. Value of collateral, to the nearest cent.
$1,202,147.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAGIC MERGECO INC SR SEC 144A NT29
c. LEI (if available).
549300H9LWMBP7HYLR98
d. Maturity date.
2029-05-01
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$11,190,000.00
g. Value of collateral, to the nearest cent.
$8,207,165.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAND O LAKES INC PERP JR SB 144A
c. LEI (if available).
4ONCJWH5BBCYSJIJYX61
d. Maturity date.
2079-12-31
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$910,000.00
g. Value of collateral, to the nearest cent.
$726,966.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAS VEGAS SANDS CORP SR GLBL NT3.2%24
c. LEI (if available).
549300DUOO1KXOHPM605
d. Maturity date.
2024-08-08
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$219,000.00
g. Value of collateral, to the nearest cent.
$215,545.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIBERTY MEDIA CORP DEL SR DEB 8.25%30
c. LEI (if available).
549300SZUIU7Z32Q0664
d. Maturity date.
2030-02-01
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$14,937,000.00
g. Value of collateral, to the nearest cent.
$6,261,739.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIBERTY MUT GROUP INC JR SB -F 144A 51
c. LEI (if available).
QUR0DG15Z6FFGYCHH861
d. Maturity date.
2051-12-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$1,019,000.00
g. Value of collateral, to the nearest cent.
$818,400.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KOBE US MIDCO 2 INCORPORATED SR SEC PIK 26
d. Maturity date.
2026-11-01
e. Coupon or yield.
9.250000
f. The principal amount, to the nearest cent.
$3,233,000.00
g. Value of collateral, to the nearest cent.
$2,337,863.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LADDER CAPITAL FIN HLDGS/CORP SR GLBL 144A 25
d. Maturity date.
2025-10-01
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$886,000.00
g. Value of collateral, to the nearest cent.
$863,956.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KILIMANJARO III RE LTD EXT GLBL 144A 28
c. LEI (if available).
254900T37LD5YQ545V53
d. Maturity date.
2028-04-08
e. Coupon or yield.
10.234600
f. The principal amount, to the nearest cent.
$5,650,000.00
g. Value of collateral, to the nearest cent.
$5,389,366.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KILIMANJARO III RE LTD EXT GLBL 144A 29
c. LEI (if available).
254900T37LD5YQ545V53
d. Maturity date.
2029-04-08
e. Coupon or yield.
10.234600
f. The principal amount, to the nearest cent.
$1,190,000.00
g. Value of collateral, to the nearest cent.
$1,113,804.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KILIMANJARO III RE LTD FLT 144A NT 24
c. LEI (if available).
254900T37LD5YQ545V53
d. Maturity date.
2024-12-19
e. Coupon or yield.
15.282200
f. The principal amount, to the nearest cent.
$5,600,000.00
g. Value of collateral, to the nearest cent.
$5,517,761.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SERVICE PPTYS TR SR NT 4.5%25
c. LEI (if available).
529900IS770AG1K9QG27
d. Maturity date.
2025-03-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,737,000.00
g. Value of collateral, to the nearest cent.
$2,628,724.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SERVICE PPTYS TR SR NT 4.375%30
c. LEI (if available).
529900IS770AG1K9QG27
d. Maturity date.
2030-02-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$5,922,000.00
g. Value of collateral, to the nearest cent.
$4,519,336.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOWARD HUGHES CORP SR GLBL 144A 29
c. LEI (if available).
549300BVHY25JZC1KI49
d. Maturity date.
2029-02-01
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$16,900,000.00
g. Value of collateral, to the nearest cent.
$14,555,547.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREAT WOLF TRUST 2019-WOLF D 20361215 FLT
d. Maturity date.
2036-12-15
e. Coupon or yield.
7.269480
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,861,778.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HEALTHEQUITY INC SR GLBL 144A 29
c. LEI (if available).
529900LRJU1RAFQHM467
d. Maturity date.
2029-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$745,000.00
g. Value of collateral, to the nearest cent.
$676,519.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERBIE RE LTD -A VR 144A NT 24
d. Maturity date.
2024-07-08
e. Coupon or yield.
14.504600
f. The principal amount, to the nearest cent.
$11,275,000.00
g. Value of collateral, to the nearest cent.
$11,374,107.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GATEWAY RE LTD -A-20221 144A 25
c. LEI (if available).
549300ZYFWQV9RCIN520
d. Maturity date.
2025-05-12
e. Coupon or yield.
13.952000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,922,051.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL MARINE INC SR GLBL NT 7%28
d. Maturity date.
2028-06-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$8,100,000.00
g. Value of collateral, to the nearest cent.
$7,121,250.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC PERP SUB GLBL NT
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$8,000.00
g. Value of collateral, to the nearest cent.
$7,023.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FOUR LAKES RE LTD EXTND-A 144A 29
c. LEI (if available).
549300MG4RRU6DT7MN54
d. Maturity date.
2029-01-07
e. Coupon or yield.
9.641950
f. The principal amount, to the nearest cent.
$1,900,000.00
g. Value of collateral, to the nearest cent.
$1,815,835.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 28
d. Maturity date.
2028-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$373,000.00
g. Value of collateral, to the nearest cent.
$321,727.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GTE SOUTHWEST INC 1M GLBL BD8.5%31
d. Maturity date.
2031-11-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$423,000.00
g. Value of collateral, to the nearest cent.
$444,338.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GALILEO RE LTD EXT GLBL 144A 27
c. LEI (if available).
549300MXI75DHMS7JH38
d. Maturity date.
2027-01-08
e. Coupon or yield.
13.442200
f. The principal amount, to the nearest cent.
$2,828,000.00
g. Value of collateral, to the nearest cent.
$2,808,746.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST COAST RE III PTE LTD -A VR 144A NT 29
d. Maturity date.
2029-04-07
e. Coupon or yield.
11.549300
f. The principal amount, to the nearest cent.
$3,234,000.00
g. Value of collateral, to the nearest cent.
$3,118,380.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EVERGLADES RE II LTD EXTND SR SEC 28
c. LEI (if available).
5493000EE11S6ONK0372
d. Maturity date.
2028-05-15
e. Coupon or yield.
11.032200
f. The principal amount, to the nearest cent.
$9,800,000.00
g. Value of collateral, to the nearest cent.
$9,261,884.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EVERGLADES RE II LTD SR SEC-B 144A 24
c. LEI (if available).
5493000EE11S6ONK0372
d. Maturity date.
2024-05-14
e. Coupon or yield.
11.692200
f. The principal amount, to the nearest cent.
$2,700,000.00
g. Value of collateral, to the nearest cent.
$2,385,846.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EVERGLADES RE II LTD EXTND-A 144A 29
c. LEI (if available).
5493000EE11S6ONK0372
d. Maturity date.
2025-05-19
e. Coupon or yield.
13.124600
f. The principal amount, to the nearest cent.
$1,400,000.00
g. Value of collateral, to the nearest cent.
$1,314,885.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMG RESOURCES AUGUST 2006 PTY SR 144A NT 31
c. LEI (if available).
549300EFD6S2NFE9D745
d. Maturity date.
2031-04-01
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$2,725,000.00
g. Value of collateral, to the nearest cent.
$2,382,254.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBRAER NETHERLANDS FIN SR GLBL NT5.4%27
c. LEI (if available).
724500PBR8LR26XBSP67
d. Maturity date.
2027-02-01
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$105,000.00
g. Value of collateral, to the nearest cent.
$105,938.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBECTA CORP SR SEC 144A NT30
c. LEI (if available).
549300RPG8GXVDHNXZ62
d. Maturity date.
2030-02-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,184,000.00
g. Value of collateral, to the nearest cent.
$1,007,874.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMERGENT BIOSOLUTIONS INC SR GLBL 144A 28
c. LEI (if available).
549300YW6TUOX8BE5103
d. Maturity date.
2028-08-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$195,000.00
g. Value of collateral, to the nearest cent.
$111,709.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARAMARK SVCS INC SR GLBL 144A 25
c. LEI (if available).
42YMHYH0XMHJEXDUB065
d. Maturity date.
2025-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,493,000.00
g. Value of collateral, to the nearest cent.
$1,495,353.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AT HOME GROUP INC SR SEC 144A NT28
c. LEI (if available).
549300LGPR0P05O30I24
d. Maturity date.
2028-07-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$280,000.00
g. Value of collateral, to the nearest cent.
$160,206.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BCPE CYCLE MERGER SUB II INC SR 144A NT 27
c. LEI (if available).
54930058SS5MF69JGN89
d. Maturity date.
2027-07-15
e. Coupon or yield.
10.625000
f. The principal amount, to the nearest cent.
$1,801,000.00
g. Value of collateral, to the nearest cent.
$670,372.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BINOM SEC TR 2021-INV1 M-1 20560625 FLT
d. Maturity date.
2056-06-25
e. Coupon or yield.
3.449000
f. The principal amount, to the nearest cent.
$681,999.00
g. Value of collateral, to the nearest cent.
$500,466.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATLAS CAP REINS 2020 DAC EXT AMZ-A 144A27
c. LEI (if available).
635400TFSTBCGF2IFN67
d. Maturity date.
2027-06-08
e. Coupon or yield.
13.716300
f. The principal amount, to the nearest cent.
$3,760,000.00
g. Value of collateral, to the nearest cent.
$3,833,171.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BINOM SEC TR 2022-RPL1 M1 20610225 FLT
d. Maturity date.
2061-02-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,737,000.00
g. Value of collateral, to the nearest cent.
$1,280,683.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BINOM SEC TR 2021-INV1 A-1 20560625 FLT
d. Maturity date.
2056-06-25
e. Coupon or yield.
2.034000
f. The principal amount, to the nearest cent.
$8,026,000.00
g. Value of collateral, to the nearest cent.
$4,797,981.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BINOM SEC TR 2021-INV1 A-2 20560625 FLT
d. Maturity date.
2056-06-25
e. Coupon or yield.
2.370000
f. The principal amount, to the nearest cent.
$825,000.00
g. Value of collateral, to the nearest cent.
$493,298.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLY FINL INC TIER I PERP GLBL
c. LEI (if available).
549300JBN1OSM8YNAI90
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$28,000.00
g. Value of collateral, to the nearest cent.
$21,505.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRINET GROUP INC SR GLBL 144A 29
c. LEI (if available).
5299003FJVBETSFKE990
d. Maturity date.
2029-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,666,890.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UBS GROUP AG ALT TIER I PERP
c. LEI (if available).
549300SZJ9VS8SGXAN81
d. Maturity date.
2500-12-31
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$356,000.00
g. Value of collateral, to the nearest cent.
$292,821.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UBS GROUP AG ALT TIER I PERP
c. LEI (if available).
549300SZJ9VS8SGXAN81
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$635,000.00
g. Value of collateral, to the nearest cent.
$538,861.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORREY PINES RE LTD -A-20221 144A 25
d. Maturity date.
2025-06-06
e. Coupon or yield.
10.837000
f. The principal amount, to the nearest cent.
$10,800,000.00
g. Value of collateral, to the nearest cent.
$10,782,986.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORREY PINES RE LTD -A VR 144A NT 24
d. Maturity date.
2024-06-07
e. Coupon or yield.
9.292200
f. The principal amount, to the nearest cent.
$10,725,000.00
g. Value of collateral, to the nearest cent.
$10,585,519.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORREY PINES RE LTD EXT GLBL 144A 29
d. Maturity date.
2029-06-07
e. Coupon or yield.
10.142200
f. The principal amount, to the nearest cent.
$3,175,000.00
g. Value of collateral, to the nearest cent.
$3,108,202.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TITANIA RE LIMITED -A VR 144A NT 24
c. LEI (if available).
5493008E73M6FH2NSB56
d. Maturity date.
2024-06-21
e. Coupon or yield.
10.402000
f. The principal amount, to the nearest cent.
$2,250,000.00
g. Value of collateral, to the nearest cent.
$2,200,701.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOMONI RE PTE LTD EXTND-A 144A 30
d. Maturity date.
2030-04-07
e. Coupon or yield.
8.119340
f. The principal amount, to the nearest cent.
$894,000.00
g. Value of collateral, to the nearest cent.
$878,592.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYNCHRONY FINANCIAL SUB GLBL NT 33
c. LEI (if available).
549300RS7EWPM9MA6C78
d. Maturity date.
2033-02-02
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$564,000.00
g. Value of collateral, to the nearest cent.
$546,881.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TAILWIND RE LTD EXTND-A 144A 28
c. LEI (if available).
254900WFIUDY3NEXBX08
d. Maturity date.
2028-04-07
e. Coupon or yield.
12.122200
f. The principal amount, to the nearest cent.
$5,250,000.00
g. Value of collateral, to the nearest cent.
$5,083,198.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TAILWIND RE LTD EXTND-B 144A 28
c. LEI (if available).
254900WFIUDY3NEXBX08
d. Maturity date.
2028-04-07
e. Coupon or yield.
14.122200
f. The principal amount, to the nearest cent.
$7,350,000.00
g. Value of collateral, to the nearest cent.
$6,980,176.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOCIETE GENERALE ALT TIER I PERP
c. LEI (if available).
O2RNE8IBXP4R0TD8PU41
d. Maturity date.
2030-11-18
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$799,670.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPECTRUM BRANDS INC SR GLBL 144A 29
c. LEI (if available).
549300VU3EH2E73C1Q04
d. Maturity date.
2029-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$653,000.00
g. Value of collateral, to the nearest cent.
$596,950.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL CASH ACCESS INC SR GLBL 144A 29
c. LEI (if available).
5299006DK5S7BG10K532
d. Maturity date.
2029-07-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$322,000.00
g. Value of collateral, to the nearest cent.
$285,366.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENLINK MIDSTREAM PARTNERS LP SR NT 4.15%25
c. LEI (if available).
88CPW63VL7KHJWS0NY83
d. Maturity date.
2025-06-01
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$2,748,000.00
g. Value of collateral, to the nearest cent.
$2,655,658.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARROW BIDCO LLC SR SEC GLBL 24
c. LEI (if available).
549300YHZN08M0H3O128
d. Maturity date.
2024-03-15
e. Coupon or yield.
9.500000
f. The principal amount, to the nearest cent.
$624,000.00
g. Value of collateral, to the nearest cent.
$647,018.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASHLAND LLC SR GLBL 144A 31
c. LEI (if available).
6O4MRU8C1MS0K34UQF79
d. Maturity date.
2031-09-01
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$4,412,000.00
g. Value of collateral, to the nearest cent.
$3,626,057.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOYNE USA INC SR GLBL 144A 29
d. Maturity date.
2029-05-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$605,000.00
g. Value of collateral, to the nearest cent.
$555,933.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DO BRASIL S A GRAND CAYM FR 4.625%011525
c. LEI (if available).
QE0Q0253K88YAGNPE356
d. Maturity date.
2025-01-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$195,891.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO BTG PACTUAL SA CAYMAN IS FR 2.75%011126
c. LEI (if available).
ZXLTQRYIK6IJH3R0IK66
d. Maturity date.
2026-01-11
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$1,076,000.00
g. Value of collateral, to the nearest cent.
$981,087.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAUSCH HEALTH COS INC SR GLBL 144A 30
c. LEI (if available).
B3BS7ACMDUWISF18KY76
d. Maturity date.
2030-01-30
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$1,790,960.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAUSCH HEALTH COS INC SR GLBL 144A 31
c. LEI (if available).
B3BS7ACMDUWISF18KY76
d. Maturity date.
2031-02-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$397,000.00
g. Value of collateral, to the nearest cent.
$189,415.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEACON ROOFING SUPPLY SR SEC GLBL 26
c. LEI (if available).
549300HDXQWWCBOYXP31
d. Maturity date.
2026-11-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,347,000.00
g. Value of collateral, to the nearest cent.
$1,296,999.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BPCE S A COML PAPER FLT23
c. LEI (if available).
9695005MSX1OYEMGDF46
d. Maturity date.
2023-08-08
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$33,742,000.00
g. Value of collateral, to the nearest cent.
$33,748,410.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BXP TRUST 2017-GM C 20390615 FLT
d. Maturity date.
2039-06-15
e. Coupon or yield.
3.424800
f. The principal amount, to the nearest cent.
$15,025,000.00
g. Value of collateral, to the nearest cent.
$12,767,613.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATKORE INC SR GLBL 144A 31
c. LEI (if available).
52990002TI38AM4RPV48
d. Maturity date.
2031-06-01
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$1,435,000.00
g. Value of collateral, to the nearest cent.
$1,256,820.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BINOM SEC TR 2022-RPL1 M3 20610225 FLT
d. Maturity date.
2061-02-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$535,000.00
g. Value of collateral, to the nearest cent.
$353,640.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOPANGA RE LIMITED -A-20211 144A 26
d. Maturity date.
2026-01-08
e. Coupon or yield.
10.362000
f. The principal amount, to the nearest cent.
$1,350,000.00
g. Value of collateral, to the nearest cent.
$1,243,700.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2019-HY2 A2 20580528 FLT
d. Maturity date.
2058-05-28
e. Coupon or yield.
6.812470
f. The principal amount, to the nearest cent.
$102,000.00
g. Value of collateral, to the nearest cent.
$100,561.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TELEFLEX INCORPORATED SR GLBL 144A 28
c. LEI (if available).
UUL85LWXB4NGSWWXIQ25
d. Maturity date.
2028-06-01
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$190,000.00
g. Value of collateral, to the nearest cent.
$175,634.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TELESAT CDA / TELESAT LLC GLBL 144A NT 27
d. Maturity date.
2027-10-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$828,277.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TELESAT CDA / TELESAT LLC SR SEC GLBL 26
d. Maturity date.
2026-12-06
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$6,100,000.00
g. Value of collateral, to the nearest cent.
$3,732,437.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THOR INDS INC SR GLBL 144A 29
c. LEI (if available).
254900XZO1228PDSG060
d. Maturity date.
2029-10-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,499,000.00
g. Value of collateral, to the nearest cent.
$2,174,049.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TAP ROCK RESOURCES LLC SR 144A NT 7%26
c. LEI (if available).
549300Y3SDS1HPFQ6H17
d. Maturity date.
2026-10-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$7,622,000.00
g. Value of collateral, to the nearest cent.
$8,050,991.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TASEKO MINES LTD SR SEC GLBL 26
c. LEI (if available).
549300XKUO1JSLU7KX54
d. Maturity date.
2026-02-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$95,000.00
g. Value of collateral, to the nearest cent.
$90,648.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIRIUS XM RADIO INC SR GLBL 144A 31
c. LEI (if available).
WP5O65E6BMU84LNO4227
d. Maturity date.
2031-09-01
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$2,136,000.00
g. Value of collateral, to the nearest cent.
$1,699,456.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIX FLAGS THEME PKS INC SR SEC GLBL 25
c. LEI (if available).
5493003MX0ZXTM8EVY68
d. Maturity date.
2025-07-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$294,000.00
g. Value of collateral, to the nearest cent.
$297,896.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 27
d. Maturity date.
2027-09-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$29,400,000.00
g. Value of collateral, to the nearest cent.
$27,595,166.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSOCEAN INC CR SEN SR NT 41
c. LEI (if available).
DOL4HJ22ADYSIWES4H94
d. Maturity date.
2041-12-15
e. Coupon or yield.
9.350000
f. The principal amount, to the nearest cent.
$149,000.00
g. Value of collateral, to the nearest cent.
$131,164.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BWAY MTG TR 2015-1740 A 20350111 2.9
d. Maturity date.
2035-01-11
e. Coupon or yield.
2.917000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$5,063,161.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-30
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-06
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
JP MORGAN SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
91
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.75%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$974,762,041.60
b. Excluding the value of any sponsor support:
$974,762,041.60
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
WELLS FARGO SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
WELLS FARGO SECURITIES LLC 5.740000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
VYVVCKR63DVZZN70PB21
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001224385
c. Other unique identifier.
ARP0WW8T7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
BFLD TR 2019-DPLO E 20341016 FLT
d. Maturity date.
2034-10-16
e. Coupon or yield.
7.576480
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,909,446.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BFLD TR 2019-DPLO F 20341016 FLT
d. Maturity date.
2034-10-16
e. Coupon or yield.
7.876480
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,911,966.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BSREP COMM MTG TR 2021-DC F 20380816 FLT
d. Maturity date.
2038-08-16
e. Coupon or yield.
8.186480
f. The principal amount, to the nearest cent.
$9,231,000.00
g. Value of collateral, to the nearest cent.
$7,274,456.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AREIT 2022-CRE6 LTD 2022-CRE6 C 20370121 FLT
d. Maturity date.
2037-01-21
e. Coupon or yield.
7.218270
f. The principal amount, to the nearest cent.
$139,000.00
g. Value of collateral, to the nearest cent.
$134,508.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARES CLO LTD 2019-51 SUB 20340417 FLT
c. LEI (if available).
5493003FNA8PT0CMDE92
d. Maturity date.
2034-04-17
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,540,000.00
g. Value of collateral, to the nearest cent.
$1,302,496.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AREIT TRUST 2019-CRE3 B 20360915 FLT
d. Maturity date.
2036-09-15
e. Coupon or yield.
6.966700
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$95,164.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACRE COML MTG TR 2021-FL4 B 20371218 FLT
d. Maturity date.
2037-12-18
e. Coupon or yield.
6.744420
f. The principal amount, to the nearest cent.
$180,000.00
g. Value of collateral, to the nearest cent.
$172,383.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WESTLAKE AUTO RECE TR 2021-1 E 20260817 2.3
d. Maturity date.
2026-08-17
e. Coupon or yield.
2.330000
f. The principal amount, to the nearest cent.
$8,600,000.00
g. Value of collateral, to the nearest cent.
$8,021,491.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WIND RIVER CLO LTD 2017-1R LTD D-R 20360418 FLT
c. LEI (if available).
254900W8N6WOFX1LSH24
d. Maturity date.
2036-04-18
e. Coupon or yield.
9.291500
f. The principal amount, to the nearest cent.
$1,399,417.00
g. Value of collateral, to the nearest cent.
$1,291,347.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRICON AMER HOMES TR 2018-SFR1 F 20370519 4.9
d. Maturity date.
2037-05-19
e. Coupon or yield.
4.960000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$957,596.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRICOLOR AUTO SCRTZN TR 2021-1 D 20260515 1.9
d. Maturity date.
2026-05-15
e. Coupon or yield.
1.920000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,475,409.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
c. LEI (if available).
549300KIDQKDB48YU144
d. Maturity date.
2027-01-15
e. Coupon or yield.
0.100000
f. The principal amount, to the nearest cent.
$364,227.00
g. Value of collateral, to the nearest cent.
$123,851.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TR 2023-5 B-1 20680625 FLT
c. LEI (if available).
984500BADC7CFE3B0756
d. Maturity date.
2068-06-25
e. Coupon or yield.
8.132870
f. The principal amount, to the nearest cent.
$1,999,621.00
g. Value of collateral, to the nearest cent.
$1,936,363.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TR 2023-4 B-1 20680525 FLT
c. LEI (if available).
2138008DC17PCNG48R87
d. Maturity date.
2068-05-25
e. Coupon or yield.
8.231260
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,946,272.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FRG MRT BCK TR 2022-2 B-5 20511225 FLT
d. Maturity date.
2051-12-25
e. Coupon or yield.
2.975210
f. The principal amount, to the nearest cent.
$697,000.00
g. Value of collateral, to the nearest cent.
$264,564.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THARALDSON PORT TR 2018-THPT E 20341113 FLT
d. Maturity date.
2034-11-13
e. Coupon or yield.
8.740480
f. The principal amount, to the nearest cent.
$3,299,000.00
g. Value of collateral, to the nearest cent.
$2,588,894.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THARALDSON PORT TR 2018-THPT G 20341113 FLT
d. Maturity date.
2034-11-13
e. Coupon or yield.
11.910500
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,343,135.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TREMAN PARK CLO LTD 2015 SUB 20270420 FLT
c. LEI (if available).
549300E4DX3Q8L455K94
d. Maturity date.
2027-04-20
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$11,243,568.00
g. Value of collateral, to the nearest cent.
$56,217.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRICON AMER HOMES TR 2019-SFR1 F 20380318 3.7
d. Maturity date.
2038-03-18
e. Coupon or yield.
3.745000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$546,741.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRPM LLC 2022-2 A-1 20270325 5.0
d. Maturity date.
2027-03-25
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$23,538,000.00
g. Value of collateral, to the nearest cent.
$18,897,912.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PALMER SQUARE LN FDG 2021-2 A-2 20290521 FLT
d. Maturity date.
2029-05-21
e. Coupon or yield.
6.629140
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$250,475.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RISERVA CLO 2016 SUB 20281018 FLT
c. LEI (if available).
549300640C8OB2I8SN35
d. Maturity date.
2028-10-18
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,200,000.00
g. Value of collateral, to the nearest cent.
$1,312,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER DRV AUTO TR 2023-1 C 20300515 5.0
d. Maturity date.
2030-05-15
e. Coupon or yield.
5.090000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,880,491.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOANCORE 2021-CRE5 ISSUER LTD C 20360715 FLT
d. Maturity date.
2036-07-15
e. Coupon or yield.
7.686120
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,820,032.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STAN CAP I 2018-SUN F 20350716 FLT
d. Maturity date.
2035-07-16
e. Coupon or yield.
8.136480
f. The principal amount, to the nearest cent.
$13,295,384.00
g. Value of collateral, to the nearest cent.
$13,008,964.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STAN CAP I TR 2019-PLND F 20360515 FLT
d. Maturity date.
2036-05-15
e. Coupon or yield.
8.136480
f. The principal amount, to the nearest cent.
$6,512,000.00
g. Value of collateral, to the nearest cent.
$4,274,693.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STAN CAP I TR 2019-PLND G 20360515 FLT
d. Maturity date.
2036-05-15
e. Coupon or yield.
8.986480
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$2,531,749.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRPM LLC 2021-4 A-1 20260425 FLT
d. Maturity date.
2026-04-25
e. Coupon or yield.
1.867000
f. The principal amount, to the nearest cent.
$19,440,000.00
g. Value of collateral, to the nearest cent.
$11,882,632.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MRGN CHASE COM 2020-MKST G 20361215 FLT
d. Maturity date.
2036-12-15
e. Coupon or yield.
9.836480
f. The principal amount, to the nearest cent.
$280,000.00
g. Value of collateral, to the nearest cent.
$46,292.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LSTAR COML MTG TR 2016-4 C 20490312 FLT
d. Maturity date.
2049-03-12
e. Coupon or yield.
4.606440
f. The principal amount, to the nearest cent.
$578,028.00
g. Value of collateral, to the nearest cent.
$505,900.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEGACY MTG ASSET TR 2021-GS3 A1 20610725 FLT
d. Maturity date.
2061-07-25
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$260,000.00
g. Value of collateral, to the nearest cent.
$189,541.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOANCORE ISSUER LTD 2019-CRE2 B 20360515 FLT
d. Maturity date.
2036-05-15
e. Coupon or yield.
7.036120
f. The principal amount, to the nearest cent.
$5,682,000.00
g. Value of collateral, to the nearest cent.
$5,567,946.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOANCORE ISSUER LTD 2022-CRE7 A 20370121 FLT
d. Maturity date.
2037-01-21
e. Coupon or yield.
6.617940
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,954,050.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILTON GRAND VACA TR 2017-A B 20281226 2.9
d. Maturity date.
2028-12-26
e. Coupon or yield.
2.960000
f. The principal amount, to the nearest cent.
$1,479,000.00
g. Value of collateral, to the nearest cent.
$125,644.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOMEWARD OPT FUND I 2020-BPL1 A2 20250825 5.4
d. Maturity date.
2025-08-25
e. Coupon or yield.
5.437900
f. The principal amount, to the nearest cent.
$850,000.00
g. Value of collateral, to the nearest cent.
$111,153.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IMPAC CMB TR 2005-1 B 20350425 FLT
d. Maturity date.
2035-04-25
e. Coupon or yield.
7.362470
f. The principal amount, to the nearest cent.
$3,187,500.00
g. Value of collateral, to the nearest cent.
$85,787.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMBB COML MTG SEC TR 2015-C27 E 20480218 FLT
d. Maturity date.
2048-02-18
e. Coupon or yield.
2.805000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$2,101,758.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMCT SLSTT SERIES 2020-1 M-1 20600725 FLT
d. Maturity date.
2060-07-25
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,342,873.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMCT SLSTT SERIES 2021-2 A-1D 20610525 2.0
d. Maturity date.
2061-05-25
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$3,490,000.00
g. Value of collateral, to the nearest cent.
$2,304,236.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREED ABS TR 2022-4FP B 20291218 7.5
d. Maturity date.
2029-12-18
e. Coupon or yield.
7.580000
f. The principal amount, to the nearest cent.
$1,842,000.00
g. Value of collateral, to the nearest cent.
$1,853,514.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GS MTG SECS CORP TR 2018-TWR G 20310715 FLT
d. Maturity date.
2031-07-15
e. Coupon or yield.
9.443660
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$58,826.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDENTREE LN MGMT US 2019-6R A-R 20350420 FLT
c. LEI (if available).
549300MI5PVR6JHGVV87
d. Maturity date.
2035-04-20
e. Coupon or yield.
6.646140
f. The principal amount, to the nearest cent.
$12,770,000.00
g. Value of collateral, to the nearest cent.
$12,706,542.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HPLY TRUST 2019-HIT F 20361117 FLT
d. Maturity date.
2036-11-17
e. Coupon or yield.
8.486120
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,212,926.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXETER AUTO RECV TR 2019-1 D 20241216 4.1
c. LEI (if available).
549300KR7NUJOX0UJ040
d. Maturity date.
2024-12-16
e. Coupon or yield.
4.130000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$31,352.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRTKL SFR1 2021-1 E-1 20380917 2.3
d. Maturity date.
2038-09-17
e. Coupon or yield.
2.372000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$827,014.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLAGSHIP CR AUTO TR 2018-4 D 20241216 4.3
d. Maturity date.
2024-12-16
e. Coupon or yield.
4.330000
f. The principal amount, to the nearest cent.
$5,935,000.00
g. Value of collateral, to the nearest cent.
$1,837,380.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD CR AUTO LEASE TR 2021-B A-3 20241015 0.3
d. Maturity date.
2024-10-15
e. Coupon or yield.
0.370000
f. The principal amount, to the nearest cent.
$3,116,000.00
g. Value of collateral, to the nearest cent.
$988,473.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMERICA FIN TR 2021-3 B 20541015 2.4
d. Maturity date.
2054-10-15
e. Coupon or yield.
2.494000
f. The principal amount, to the nearest cent.
$3,750,000.00
g. Value of collateral, to the nearest cent.
$3,309,841.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMERICA FIN TR 2021-3 C 20541015 2.9
d. Maturity date.
2054-10-15
e. Coupon or yield.
2.911000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,183,399.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSFB MTG PTC 2003-29 D-B-2 20331225 FLT
d. Maturity date.
2033-12-25
e. Coupon or yield.
6.074220
f. The principal amount, to the nearest cent.
$8,000,000.00
g. Value of collateral, to the nearest cent.
$478,223.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXETER AUTO REC TR 2020-3 C 20250715 1.3
d. Maturity date.
2025-07-15
e. Coupon or yield.
1.320000
f. The principal amount, to the nearest cent.
$14,835,000.00
g. Value of collateral, to the nearest cent.
$190,420.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMER FIN TR 2019-1 D 20520315 4.8
d. Maturity date.
2052-03-15
e. Coupon or yield.
4.818000
f. The principal amount, to the nearest cent.
$3,065,000.00
g. Value of collateral, to the nearest cent.
$2,861,723.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMER FIN TR 2019-3 D 20521018 3.7
d. Maturity date.
2052-10-18
e. Coupon or yield.
3.760000
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$635,868.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMER FIN TR 2019-3 E 20521018 FLT
d. Maturity date.
2052-10-18
e. Coupon or yield.
4.743860
f. The principal amount, to the nearest cent.
$3,290,000.00
g. Value of collateral, to the nearest cent.
$2,825,469.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMCR FIN TR 2020-4 E 20521217 3.3
d. Maturity date.
2052-12-17
e. Coupon or yield.
3.379000
f. The principal amount, to the nearest cent.
$2,682,000.00
g. Value of collateral, to the nearest cent.
$2,052,231.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMERIC FIN TR 2021-2 D 20540717 2.8
d. Maturity date.
2054-07-17
e. Coupon or yield.
2.831000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$2,619,596.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARNOW AUTO RECV TR 2023-1 A 20241216 6.6
d. Maturity date.
2024-12-16
e. Coupon or yield.
6.620000
f. The principal amount, to the nearest cent.
$4,500,000.00
g. Value of collateral, to the nearest cent.
$1,645,156.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVANA AUTO REC TR 2021-P4 A-2 20250410 0.8
d. Maturity date.
2025-04-10
e. Coupon or yield.
0.820000
f. The principal amount, to the nearest cent.
$5,999,000.00
g. Value of collateral, to the nearest cent.
$49,585.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITGRP COML MTG TR 2015-GC27 D 20480212 FLT
d. Maturity date.
2048-02-12
e. Coupon or yield.
4.419280
f. The principal amount, to the nearest cent.
$8,598,151.00
g. Value of collateral, to the nearest cent.
$7,213,364.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COLD STORAGE TR 2020-ICE5 F 20371116 FLT
d. Maturity date.
2037-11-16
e. Coupon or yield.
8.828600
f. The principal amount, to the nearest cent.
$10,550,000.00
g. Value of collateral, to the nearest cent.
$10,180,642.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMM MTG TR 2018-HCLV E 20330915 FLT
d. Maturity date.
2033-09-15
e. Coupon or yield.
7.868010
f. The principal amount, to the nearest cent.
$9,747,000.00
g. Value of collateral, to the nearest cent.
$6,377,850.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
d. Maturity date.
2049-10-15
e. Coupon or yield.
6.185080
f. The principal amount, to the nearest cent.
$3,998,000.00
g. Value of collateral, to the nearest cent.
$1,504,619.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMM MTG TR 2014-UBS5 D 20470912 3.4
d. Maturity date.
2047-09-12
e. Coupon or yield.
3.495000
f. The principal amount, to the nearest cent.
$6,995,000.00
g. Value of collateral, to the nearest cent.
$5,336,349.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSMC TRUST 2017-PFHP G 20301216 FLT
d. Maturity date.
2030-12-16
e. Coupon or yield.
11.419000
f. The principal amount, to the nearest cent.
$5,305,000.00
g. Value of collateral, to the nearest cent.
$4,387,914.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSMC TRUST 2013-HYB1 B-1 20430425 FLT
d. Maturity date.
2043-04-25
e. Coupon or yield.
6.517340
f. The principal amount, to the nearest cent.
$16,046,000.00
g. Value of collateral, to the nearest cent.
$952,822.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSMC TRUST 2017-CHOP H 20320715 FLT
d. Maturity date.
2032-07-15
e. Coupon or yield.
12.544000
f. The principal amount, to the nearest cent.
$2,900,000.00
g. Value of collateral, to the nearest cent.
$2,662,168.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK 2022-BNK40 H 20640317 FLT
d. Maturity date.
2064-03-17
e. Coupon or yield.
1.893520
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$1,047,399.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BARROW HANLEY CLO LTD 2023-1 A-1 20350420 FLT
d. Maturity date.
2035-04-20
e. Coupon or yield.
7.166550
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$5,130,718.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENCHMARK MTG TR 2019-B14 225B-D 20621215 FLT
d. Maturity date.
2062-12-15
e. Coupon or yield.
3.294300
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$911,325.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BSREP COMM MTG TR 2021-DC G 20380816 FLT
d. Maturity date.
2038-08-16
e. Coupon or yield.
9.186480
f. The principal amount, to the nearest cent.
$2,700,000.00
g. Value of collateral, to the nearest cent.
$2,076,674.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TR 2019-IMC F 20340417 FLT
d. Maturity date.
2034-04-17
e. Coupon or yield.
8.236480
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,915,906.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TR 2019-IMC G 20340417 FLT
d. Maturity date.
2034-04-17
e. Coupon or yield.
8.936480
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,872,608.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TRUST 2021-ARIA G 20361015 FLT
d. Maturity date.
2036-10-15
e. Coupon or yield.
8.478580
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$13,941,303.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX CM MTG 2021-VOLT F 20360915 FLT
d. Maturity date.
2036-09-15
e. Coupon or yield.
7.736120
f. The principal amount, to the nearest cent.
$9,558,000.00
g. Value of collateral, to the nearest cent.
$8,991,289.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT
d. Maturity date.
2032-08-17
e. Coupon or yield.
9.086120
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$272,660.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BFLD TRUST 2020-EYP F 20351015 FLT
d. Maturity date.
2035-10-15
e. Coupon or yield.
9.536480
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$208,455.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BDS 2021-FL7 LTD A 20360618 FLT
d. Maturity date.
2036-06-18
e. Coupon or yield.
6.414420
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,355,509.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AREIT 2022-CRE6 LTD 2022-CRE6 E 20370121 FLT
d. Maturity date.
2037-01-21
e. Coupon or yield.
8.468270
f. The principal amount, to the nearest cent.
$1,130,000.00
g. Value of collateral, to the nearest cent.
$1,021,150.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AUSTIN FAIRMONT HT TR 2019-FAI E 20320915 FLT
d. Maturity date.
2032-09-15
e. Coupon or yield.
7.519000
f. The principal amount, to the nearest cent.
$8,700,000.00
g. Value of collateral, to the nearest cent.
$8,553,063.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMSR TRUST 2020-SFR2 E-1 20370717 4.0
d. Maturity date.
2037-07-17
e. Coupon or yield.
4.028000
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$108,590.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMCR CR ACCEPT RECV TR 2020-2 E 20270213 7.6
d. Maturity date.
2027-02-13
e. Coupon or yield.
7.600000
f. The principal amount, to the nearest cent.
$13,750,000.00
g. Value of collateral, to the nearest cent.
$13,814,900.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO COM MTG 2020-SDAL F 20370218 FLT
d. Maturity date.
2037-02-18
e. Coupon or yield.
8.827180
f. The principal amount, to the nearest cent.
$2,900,000.00
g. Value of collateral, to the nearest cent.
$2,510,458.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2023-CES1 A1A 20630725 FLT
d. Maturity date.
2063-07-25
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$10,006,540.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PENFED AUTO REC TR 2022-A D 20300617 5.8
d. Maturity date.
2030-06-17
e. Coupon or yield.
5.850000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$973,813.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS RES TR 2021-SFR5 A 20380719 1.4
d. Maturity date.
2038-07-19
e. Coupon or yield.
1.427000
f. The principal amount, to the nearest cent.
$679,000.00
g. Value of collateral, to the nearest cent.
$576,608.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN DEERE OWNER TR 2020 A-4 20261115 1.2
d. Maturity date.
2026-11-15
e. Coupon or yield.
1.210000
f. The principal amount, to the nearest cent.
$15,055,000.00
g. Value of collateral, to the nearest cent.
$13,972,815.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG TR 2023-6 2023-6 A-3 20531225 FLT
d. Maturity date.
2053-12-25
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,769,663.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXETER AUTO RECV TR 2022-5 A-2 20250115 5.2
d. Maturity date.
2025-01-15
e. Coupon or yield.
5.290000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$76,015.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLAGSHIP CREDIT AUTO TR 2019-4 C 20251215 2.7
d. Maturity date.
2025-12-15
e. Coupon or yield.
2.770000
f. The principal amount, to the nearest cent.
$811,000.00
g. Value of collateral, to the nearest cent.
$254,019.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CREDIT ACCEP AT LN TR 2022-3 C 20330215 8.4
d. Maturity date.
2033-02-15
e. Coupon or yield.
8.450000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$309,100.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DOMINION MORTGAGE TR 2021-RTL1 A-1 20270725 2.4
d. Maturity date.
2027-07-25
e. Coupon or yield.
2.487000
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$18,346,570.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CIFC FUNDING 2014-R2 B-R2 20310131 FLT
c. LEI (if available).
54930034H2IEPBE5Q044
d. Maturity date.
2031-01-31
e. Coupon or yield.
6.971500
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$19,730,349.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARMAX AUTO OWNER TR 2019-4 C 20250915 2.6
d. Maturity date.
2025-09-15
e. Coupon or yield.
2.600000
f. The principal amount, to the nearest cent.
$2,100,000.00
g. Value of collateral, to the nearest cent.
$2,075,393.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CFCRE COML MTG TR 2016-C3 D 20480110 3.0
d. Maturity date.
2048-01-10
e. Coupon or yield.
3.052000
f. The principal amount, to the nearest cent.
$7,300,000.00
g. Value of collateral, to the nearest cent.
$5,396,848.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHNGE MTG TR 2023-1 B-2 20580325 FLT
d. Maturity date.
2058-03-25
e. Coupon or yield.
8.385960
f. The principal amount, to the nearest cent.
$3,064,000.00
g. Value of collateral, to the nearest cent.
$2,681,889.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARANON LN FDG LTD 2023-1 A 20350416 FLT
c. LEI (if available).
213800KVZIWWBC31XV41
d. Maturity date.
2035-04-16
e. Coupon or yield.
7.853390
f. The principal amount, to the nearest cent.
$1,321,059.00
g. Value of collateral, to the nearest cent.
$1,330,747.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BBCMS MTG TR 2018-TALL E 20370316 FLT
d. Maturity date.
2037-03-16
e. Coupon or yield.
7.856010
f. The principal amount, to the nearest cent.
$6,009,000.00
g. Value of collateral, to the nearest cent.
$3,303,775.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICREDIT AUTO REC TR 2020-1 D 20251218 1.8
d. Maturity date.
2025-12-18
e. Coupon or yield.
1.800000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$96,115.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ABBOR REALTY CRE 2021-FL2 LTD C 20360515 FLT
d. Maturity date.
2036-05-15
e. Coupon or yield.
7.286120
f. The principal amount, to the nearest cent.
$375,000.00
g. Value of collateral, to the nearest cent.
$352,947.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMSR TRUST 2020-SFR3 H 20370918 6.5
d. Maturity date.
2037-09-18
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,797,519.00
g. Value of collateral, to the nearest cent.
$1,712,930.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN CR ACCP REC TR 2020-4 D 20261214 1.7
d. Maturity date.
2026-12-14
e. Coupon or yield.
1.770000
f. The principal amount, to the nearest cent.
$135,000.00
g. Value of collateral, to the nearest cent.
$131,238.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEQUOIA MTG TR 2016-3 B-4 20461125 FLT
d. Maturity date.
2046-11-25
e. Coupon or yield.
3.616810
f. The principal amount, to the nearest cent.
$1,790,657.00
g. Value of collateral, to the nearest cent.
$1,061,664.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN CHASE CMBS 2018-PHH D 20350615 FLT
d. Maturity date.
2035-06-15
e. Coupon or yield.
7.279000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$3,000,805.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMCR FIN TR 2020-4 C 20521217 2.2
d. Maturity date.
2052-12-17
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$405,000.00
g. Value of collateral, to the nearest cent.
$329,256.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2021-B A-1 20690425 FLT
d. Maturity date.
2069-04-25
e. Coupon or yield.
2.115000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$2,671,163.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-13
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
WELLS FARGO SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
95
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.74%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$307,756,920.24
b. Excluding the value of any sponsor support:
$307,756,920.24
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.14%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
WELLS FARGO SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
WELLS FARGO SECURITIES LLC 5.530000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
VYVVCKR63DVZZN70PB21
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001224385
c. Other unique identifier.
ARP0WXCX1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
CITIGRP COML MTG TR 2013-375P B 20350511 FLT
d. Maturity date.
2035-05-11
e. Coupon or yield.
3.517580
f. The principal amount, to the nearest cent.
$1,980,000.00
g. Value of collateral, to the nearest cent.
$1,812,389.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PFS FINANCING CORP 2020-E A 20251015 1.0
d. Maturity date.
2025-10-15
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$24,645,000.00
g. Value of collateral, to the nearest cent.
$24,395,012.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG TR 2021-4 A-4 20510825 FLT
d. Maturity date.
2051-08-25
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,890,000.00
g. Value of collateral, to the nearest cent.
$2,349,916.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREDDIE MAC MSCR TR 2021-MN2 B-1 20410725 FLT
d. Maturity date.
2041-07-25
e. Coupon or yield.
10.569000
f. The principal amount, to the nearest cent.
$9,154,000.00
g. Value of collateral, to the nearest cent.
$7,491,189.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR 2021-DNA2 B-2 20330825 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-08-25
e. Coupon or yield.
11.069000
f. The principal amount, to the nearest cent.
$7,250,000.00
g. Value of collateral, to the nearest cent.
$7,388,916.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR 2021-DNA6 B-2 20411025 FLT
c. LEI (if available).
5493000ISONLNOUKGB71
d. Maturity date.
2041-10-25
e. Coupon or yield.
12.569000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$7,302,118.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR 2021-DNA7 B-2 20411125 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-11-25
e. Coupon or yield.
12.869000
f. The principal amount, to the nearest cent.
$17,000,000.00
g. Value of collateral, to the nearest cent.
$17,674,727.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREDDIE MAC MSCR TR 2021-MN2 M-2 20410725 FLT
d. Maturity date.
2041-07-25
e. Coupon or yield.
8.419010
f. The principal amount, to the nearest cent.
$13,549,000.00
g. Value of collateral, to the nearest cent.
$11,694,469.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SECS TR 2023-R03 2M-2 20430427 FLT
d. Maturity date.
2043-04-27
e. Coupon or yield.
8.969010
f. The principal amount, to the nearest cent.
$9,375,000.00
g. Value of collateral, to the nearest cent.
$9,801,129.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SECS 2020-SBT1 2M-2 20400227 FLT
d. Maturity date.
2040-02-27
e. Coupon or yield.
8.833490
f. The principal amount, to the nearest cent.
$3,910,000.00
g. Value of collateral, to the nearest cent.
$4,082,803.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONNECTICUT AVE SEC 2022-R05 2B-1 20420425 FLT
d. Maturity date.
2042-04-25
e. Coupon or yield.
9.569010
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$5,132,974.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONNECTICUT AVE SEC 2022-R05 2B-2 20420425 FLT
d. Maturity date.
2042-04-25
e. Coupon or yield.
12.069000
f. The principal amount, to the nearest cent.
$17,693,000.00
g. Value of collateral, to the nearest cent.
$18,619,396.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGRP COML MTG TR 2013-375P A 20350511 3.2
d. Maturity date.
2035-05-11
e. Coupon or yield.
3.251000
f. The principal amount, to the nearest cent.
$4,195,000.00
g. Value of collateral, to the nearest cent.
$3,777,026.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD PT MTG TR 2019-3 M2 20590225 FLT
d. Maturity date.
2059-02-25
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$4,001,496.00
g. Value of collateral, to the nearest cent.
$3,273,142.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR 2022-DNA1 B-1 20420127 FLT
c. LEI (if available).
5493000ISBDRXIMCHZ70
d. Maturity date.
2042-01-27
e. Coupon or yield.
8.469010
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$5,010,187.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR 2019-FTR4 B-2 20471125 FLT
c. LEI (if available).
549300K0XW5MBR2WNZ55
d. Maturity date.
2047-11-25
e. Coupon or yield.
10.183500
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,875,344.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR 2020-DNA4 B-1 20500825 FLT
c. LEI (if available).
5493000ITFTMJUMPDE35
d. Maturity date.
2050-08-25
e. Coupon or yield.
11.183500
f. The principal amount, to the nearest cent.
$8,253,000.00
g. Value of collateral, to the nearest cent.
$8,213,519.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STARC REMIC TR 2021-HQA3 B-2 20410925 FLT
c. LEI (if available).
5493000ISHRHX47NOH65
d. Maturity date.
2041-09-25
e. Coupon or yield.
11.319000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,888,162.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR 2021-DNA7 M-1 20411125 FLT
c. LEI (if available).
5493000ISOMSKCX2AW62
d. Maturity date.
2041-11-25
e. Coupon or yield.
5.919010
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,289,644.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMA CONN AVE SECS 2017-C01 1M-2C 20290725 FLT
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-07-25
e. Coupon or yield.
8.733490
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$258,739.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC WLST 2017-SC02 M-1 20470525 FLT
d. Maturity date.
2047-05-25
e. Coupon or yield.
3.866730
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$11,611.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARROYO MTG TR 2019-3 M-1 20481025 FLT
d. Maturity date.
2048-10-25
e. Coupon or yield.
4.204000
f. The principal amount, to the nearest cent.
$224,000.00
g. Value of collateral, to the nearest cent.
$188,415.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLNY TRUST 2019-IKPR A 20381115 FLT
d. Maturity date.
2038-11-15
e. Coupon or yield.
6.465480
f. The principal amount, to the nearest cent.
$1,800,000.00
g. Value of collateral, to the nearest cent.
$1,769,004.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGRP COML MTG TR 2016-C2 A-4 20490812 2.8
d. Maturity date.
2049-08-12
e. Coupon or yield.
2.832000
f. The principal amount, to the nearest cent.
$1,839,000.00
g. Value of collateral, to the nearest cent.
$1,686,561.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TR 2023-INV2 M-1 20680825 FLT
c. LEI (if available).
213800D3C9UXVQ7TZF09
d. Maturity date.
2068-08-25
e. Coupon or yield.
7.350000
f. The principal amount, to the nearest cent.
$3,250,000.00
g. Value of collateral, to the nearest cent.
$3,266,828.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLSFRG MRT BCK SEC TR 2021-2 B-2 20510625 FLT
d. Maturity date.
2051-06-25
e. Coupon or yield.
2.794590
f. The principal amount, to the nearest cent.
$1,535,037.00
g. Value of collateral, to the nearest cent.
$1,122,248.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO CO MTG TR 2017-C39 B 20500916 FLT
d. Maturity date.
2050-09-16
e. Coupon or yield.
4.025000
f. The principal amount, to the nearest cent.
$460,000.00
g. Value of collateral, to the nearest cent.
$402,326.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO MTG SEC 2020-4 A-17 20500725 FLT
d. Maturity date.
2050-07-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$117,130.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MFRA TR 2022-INV3 A-3 20571025 FLT
d. Maturity date.
2057-10-25
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$27,470,000.00
g. Value of collateral, to the nearest cent.
$25,117,103.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RESIDENTIAL MTG LN TR 2019-3 A-3 20590925 FLT
d. Maturity date.
2059-09-25
e. Coupon or yield.
3.044000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$19,491.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRK TRUST 2022-INV2 A-2 20570625 FLT
d. Maturity date.
2057-06-25
e. Coupon or yield.
4.379690
f. The principal amount, to the nearest cent.
$5,157,000.00
g. Value of collateral, to the nearest cent.
$4,313,455.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2015-2 1-M2 20601125 FLT
d. Maturity date.
2060-11-25
e. Coupon or yield.
3.573830
f. The principal amount, to the nearest cent.
$8,420,000.00
g. Value of collateral, to the nearest cent.
$4,612,593.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GS MTG SECS TR 2017-SLP A 20321012 3.4
d. Maturity date.
2032-10-12
e. Coupon or yield.
3.419000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$2,052.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HMWD OPP FND TR 2022-1 A-1 20670725 5.0
d. Maturity date.
2067-07-25
e. Coupon or yield.
5.082000
f. The principal amount, to the nearest cent.
$7,602,071.00
g. Value of collateral, to the nearest cent.
$6,808,336.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SEC TR 2023-R04 1M-1 20430526 FLT
d. Maturity date.
2043-05-26
e. Coupon or yield.
7.368990
f. The principal amount, to the nearest cent.
$2,700,000.00
g. Value of collateral, to the nearest cent.
$2,664,589.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SEC TR 2023-R04 1M-2 20430526 FLT
d. Maturity date.
2043-05-26
e. Coupon or yield.
8.618990
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$1,563,834.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SECS TR 2023-R03 2M-1 20430427 FLT
d. Maturity date.
2043-04-27
e. Coupon or yield.
7.569010
f. The principal amount, to the nearest cent.
$3,200,000.00
g. Value of collateral, to the nearest cent.
$3,072,694.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SEC TR 2023-R06 1M-2 20430727 FLT
d. Maturity date.
2043-07-27
e. Coupon or yield.
7.769010
f. The principal amount, to the nearest cent.
$7,850,000.00
g. Value of collateral, to the nearest cent.
$7,911,214.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANGEL OAK MRTG TR 2020-3 M-1 20650425 FLT
d. Maturity date.
2065-04-25
e. Coupon or yield.
3.809000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,501,855.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SECS 2021-R01 1B-2 20411025 FLT
d. Maturity date.
2041-10-25
e. Coupon or yield.
11.069000
f. The principal amount, to the nearest cent.
$10,828,447.00
g. Value of collateral, to the nearest cent.
$10,901,515.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-15
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-15
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-15
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
WELLS FARGO SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
46
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.53%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$194,906,573.55
b. Excluding the value of any sponsor support:
$194,906,573.55
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA 5.400000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ES7IP3U3RHIGC71XBU11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000352613
c. Other unique identifier.
ARP0WZXZ8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-28
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$10,639,600.00
g. Value of collateral, to the nearest cent.
$9,834,772.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS4764
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,365,378.00
g. Value of collateral, to the nearest cent.
$541,750.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZS9730
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,150,000.00
g. Value of collateral, to the nearest cent.
$775,000.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CTSC0298
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$13,998,924.00
g. Value of collateral, to the nearest cent.
$9,683,395.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD0500
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$685,000.00
g. Value of collateral, to the nearest cent.
$440,145.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD1203
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$783,947.00
g. Value of collateral, to the nearest cent.
$645,462.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZL4152
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,880,829.00
g. Value of collateral, to the nearest cent.
$614,680.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZM2721
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$923,440.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM7279
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,659,665.00
g. Value of collateral, to the nearest cent.
$473,293.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIZN2480
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,788,158.00
g. Value of collateral, to the nearest cent.
$519,306.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CTZA2520
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,869,000.00
g. Value of collateral, to the nearest cent.
$458,294.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 3PZA3257
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$18,559,424.00
g. Value of collateral, to the nearest cent.
$1,273,187.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQC8731
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,476,547.00
g. Value of collateral, to the nearest cent.
$1,095,326.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQC9834
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,158,269.00
g. Value of collateral, to the nearest cent.
$635,321.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQC9278
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,071,932.00
g. Value of collateral, to the nearest cent.
$691,964.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE7010
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,548,113.00
g. Value of collateral, to the nearest cent.
$1,379,626.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE7011
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,297,825.00
g. Value of collateral, to the nearest cent.
$1,242,325.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8029
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$98,885,007.00
g. Value of collateral, to the nearest cent.
$89,788,984.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE7389
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,329,668.00
g. Value of collateral, to the nearest cent.
$1,274,331.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE2862
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,294,018.00
g. Value of collateral, to the nearest cent.
$1,157,701.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE3349
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,010,967.00
g. Value of collateral, to the nearest cent.
$955,701.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE4386
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$593,000.00
g. Value of collateral, to the nearest cent.
$521,785.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q49383 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,446,944.00
g. Value of collateral, to the nearest cent.
$599,863.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC Q57093 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,142,741.00
g. Value of collateral, to the nearest cent.
$486,334.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC U64002 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,866,052.00
g. Value of collateral, to the nearest cent.
$925,772.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q32016 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,163,178.00
g. Value of collateral, to the nearest cent.
$434,638.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q37904 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,800,996.00
g. Value of collateral, to the nearest cent.
$867,058.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q63630 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,236,065.00
g. Value of collateral, to the nearest cent.
$555,843.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q40286 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,190,590.00
g. Value of collateral, to the nearest cent.
$1,497,859.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q41064 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,299,686.00
g. Value of collateral, to the nearest cent.
$523,241.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U91454 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,014,710.00
g. Value of collateral, to the nearest cent.
$454,372.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC V83246 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$32,694,892.00
g. Value of collateral, to the nearest cent.
$10,032,217.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC V83284 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$24,310,526.00
g. Value of collateral, to the nearest cent.
$7,237,345.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q25454 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,436,686.00
g. Value of collateral, to the nearest cent.
$690,079.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQD5901
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,048,539.00
g. Value of collateral, to the nearest cent.
$971,499.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQD6619
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,056,501.00
g. Value of collateral, to the nearest cent.
$868,381.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQD7533
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,145,470.00
g. Value of collateral, to the nearest cent.
$1,065,587.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE1023
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,451,886.00
g. Value of collateral, to the nearest cent.
$1,349,661.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE2146
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,633,188.00
g. Value of collateral, to the nearest cent.
$1,436,498.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQB7147
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,510,000.00
g. Value of collateral, to the nearest cent.
$810,342.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQC5306
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,047,971.00
g. Value of collateral, to the nearest cent.
$874,101.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQC7835
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,950,799.00
g. Value of collateral, to the nearest cent.
$1,469,242.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM3004
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$71,740,282.00
g. Value of collateral, to the nearest cent.
$20,853,332.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCA0868
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$25,232,001.00
g. Value of collateral, to the nearest cent.
$10,705,638.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 GLCA6270
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$14,840,531.00
g. Value of collateral, to the nearest cent.
$11,040,510.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA7061
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$16,157,296.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA7746
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,059,245.00
g. Value of collateral, to the nearest cent.
$5,502,392.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF2777
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,478,322.00
g. Value of collateral, to the nearest cent.
$1,222,152.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF3367
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,346,861.00
g. Value of collateral, to the nearest cent.
$1,255,300.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF3457
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,181,979.00
g. Value of collateral, to the nearest cent.
$1,205,594.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF4428
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,023,735.00
g. Value of collateral, to the nearest cent.
$967,613.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J38348 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,992,315.00
g. Value of collateral, to the nearest cent.
$1,442,258.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 I4BF0186
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2057-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$15,593,373.00
g. Value of collateral, to the nearest cent.
$5,176,418.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 U3BF0424
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$22,256,658.00
g. Value of collateral, to the nearest cent.
$9,864,288.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBH7100
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$29,284,665.00
g. Value of collateral, to the nearest cent.
$11,304,284.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBQ2406
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$12,508,676.00
g. Value of collateral, to the nearest cent.
$8,066,855.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLRA9083
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$11,921,842.00
g. Value of collateral, to the nearest cent.
$12,404,136.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q26325 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,435,906.00
g. Value of collateral, to the nearest cent.
$528,409.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8044
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,663,000.00
g. Value of collateral, to the nearest cent.
$1,019,204.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q25457 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,120,403.00
g. Value of collateral, to the nearest cent.
$452,858.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q09890 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,853,000.00
g. Value of collateral, to the nearest cent.
$856,629.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA8304
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$922,372.00
g. Value of collateral, to the nearest cent.
$855,591.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQG2968
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,359,957.00
g. Value of collateral, to the nearest cent.
$1,408,441.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQF4167
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,260,364.00
g. Value of collateral, to the nearest cent.
$1,155,425.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQF4866
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,087,148.00
g. Value of collateral, to the nearest cent.
$1,021,653.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.000 CLQF5154
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,254,531.00
g. Value of collateral, to the nearest cent.
$1,256,478.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF6773
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,065,824.00
g. Value of collateral, to the nearest cent.
$1,084,829.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF2566
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,020,745.00
g. Value of collateral, to the nearest cent.
$1,046,615.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF2714
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,009,900.00
g. Value of collateral, to the nearest cent.
$1,007,731.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAL4434
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$31,635,742.00
g. Value of collateral, to the nearest cent.
$7,155,524.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA5502
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$702,561.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA6012
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$80,686,013.00
g. Value of collateral, to the nearest cent.
$64,770,581.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLRA7537
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$93,233,428.00
g. Value of collateral, to the nearest cent.
$83,404,392.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE6883
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,415,753.00
g. Value of collateral, to the nearest cent.
$1,288,180.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J39367 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,034,710.00
g. Value of collateral, to the nearest cent.
$819,875.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIZK9080
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,364,407.00
g. Value of collateral, to the nearest cent.
$407,923.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS3728
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$214,982,000.00
g. Value of collateral, to the nearest cent.
$190,999,055.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAE0628
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$57,111,922.00
g. Value of collateral, to the nearest cent.
$7,485,904.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM2170
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$28,497,505.00
g. Value of collateral, to the nearest cent.
$10,373,905.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE4096
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,276,507.00
g. Value of collateral, to the nearest cent.
$1,145,584.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE5382
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,050,000.00
g. Value of collateral, to the nearest cent.
$940,022.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQE5432
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,004,166.00
g. Value of collateral, to the nearest cent.
$830,638.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQD0662
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,114,836.00
g. Value of collateral, to the nearest cent.
$845,480.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA1300
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,698,668.00
g. Value of collateral, to the nearest cent.
$1,169,648.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA3580
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,242,500.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF8688
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,046,500.00
g. Value of collateral, to the nearest cent.
$1,008,645.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF8826
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,464,340.00
g. Value of collateral, to the nearest cent.
$1,432,758.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG0609
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,079,680.00
g. Value of collateral, to the nearest cent.
$1,058,979.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG0610
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,255,948.00
g. Value of collateral, to the nearest cent.
$1,269,334.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG2155
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$11,904,236.00
g. Value of collateral, to the nearest cent.
$11,425,647.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q57600 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,357,324.00
g. Value of collateral, to the nearest cent.
$499,127.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q58278 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,630,044.00
g. Value of collateral, to the nearest cent.
$788,460.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA8770
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,120,495.00
g. Value of collateral, to the nearest cent.
$926,585.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA9606
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,023,089.00
g. Value of collateral, to the nearest cent.
$756,455.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQB1117
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,640,381.00
g. Value of collateral, to the nearest cent.
$1,165,859.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQB3331
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,415,250.00
g. Value of collateral, to the nearest cent.
$1,270,218.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q48625 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,632,831.00
g. Value of collateral, to the nearest cent.
$589,267.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q49212 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,763,790.00
g. Value of collateral, to the nearest cent.
$830,320.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q49246 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,104,069.00
g. Value of collateral, to the nearest cent.
$454,239.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF1409
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,615,110.00
g. Value of collateral, to the nearest cent.
$1,478,111.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF1392
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,019,687.00
g. Value of collateral, to the nearest cent.
$950,856.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQF1416
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,145,522.00
g. Value of collateral, to the nearest cent.
$948,943.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1476
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,626,355.00
g. Value of collateral, to the nearest cent.
$1,470,377.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF1458
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,186,606.00
g. Value of collateral, to the nearest cent.
$1,059,985.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF2683
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,268,870.00
g. Value of collateral, to the nearest cent.
$1,119,744.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF0773
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$9,401,072.00
g. Value of collateral, to the nearest cent.
$8,842,802.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF0508
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$428,021.00
g. Value of collateral, to the nearest cent.
$411,261.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF0732
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,139,138.00
g. Value of collateral, to the nearest cent.
$1,140,019.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQF1171
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,122,572.00
g. Value of collateral, to the nearest cent.
$1,032,702.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF1215
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,142,472.00
g. Value of collateral, to the nearest cent.
$1,092,579.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF1296
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,064,516.00
g. Value of collateral, to the nearest cent.
$952,155.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7714
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,549,885.00
g. Value of collateral, to the nearest cent.
$1,500,337.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE8713
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,108,350.00
g. Value of collateral, to the nearest cent.
$1,060,436.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE9850
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,312,090.00
g. Value of collateral, to the nearest cent.
$1,204,220.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE9141
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,559,229.00
g. Value of collateral, to the nearest cent.
$1,471,147.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE9190
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,606,255.00
g. Value of collateral, to the nearest cent.
$1,419,635.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE9263
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,144,750.00
g. Value of collateral, to the nearest cent.
$1,112,470.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G07922 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,532,510.00
g. Value of collateral, to the nearest cent.
$612,085.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC A86496 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$13,936,415.00
g. Value of collateral, to the nearest cent.
$619,078.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J33731 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,918,206.00
g. Value of collateral, to the nearest cent.
$956,742.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFS0913
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$19,000,000.00
g. Value of collateral, to the nearest cent.
$13,900,202.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CIBT8646
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$23,200,000.00
g. Value of collateral, to the nearest cent.
$15,353,962.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD3272
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,032,362.00
g. Value of collateral, to the nearest cent.
$1,010,326.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD3259
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$18,912,163.00
g. Value of collateral, to the nearest cent.
$19,104,958.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLRA8501
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$6,448,698.00
g. Value of collateral, to the nearest cent.
$6,453,663.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQG2243
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$10,014,318.00
g. Value of collateral, to the nearest cent.
$10,347,367.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQF5064
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$10,162,996.00
g. Value of collateral, to the nearest cent.
$10,367,862.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG6702
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,889,110.00
g. Value of collateral, to the nearest cent.
$3,960,381.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD1492
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$40,031,050.00
g. Value of collateral, to the nearest cent.
$36,770,055.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q54332 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$9,258,124.00
g. Value of collateral, to the nearest cent.
$2,522,305.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB0090
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$31,033,385.00
g. Value of collateral, to the nearest cent.
$21,833,045.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIBQ8131
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$23,593,600.00
g. Value of collateral, to the nearest cent.
$16,247,978.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBR1259
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$16,656,056.00
g. Value of collateral, to the nearest cent.
$11,280,123.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,452,100.00
g. Value of collateral, to the nearest cent.
$6,539,011.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8258
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,007,388.00
g. Value of collateral, to the nearest cent.
$932,561.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8246
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$20,956,605.00
g. Value of collateral, to the nearest cent.
$19,123,143.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLRA8309
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$50,960,499.00
g. Value of collateral, to the nearest cent.
$47,742,596.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF5616
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,843,487.00
g. Value of collateral, to the nearest cent.
$2,706,131.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAL3092
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$39,683,538.00
g. Value of collateral, to the nearest cent.
$9,593,777.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAL4914
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$44,521,020.00
g. Value of collateral, to the nearest cent.
$7,500,605.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAL7501
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$29,476,398.00
g. Value of collateral, to the nearest cent.
$8,598,311.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,616,500.00
g. Value of collateral, to the nearest cent.
$6,621,935.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CTFS3857
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,676,664.00
g. Value of collateral, to the nearest cent.
$4,486,754.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLFS4861
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,253,778.00
g. Value of collateral, to the nearest cent.
$1,297,385.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA4918
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,689,131.00
g. Value of collateral, to the nearest cent.
$1,603,205.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCB4809
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$24,660,769.00
g. Value of collateral, to the nearest cent.
$22,073,814.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLCB6327
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$10,645,567.00
g. Value of collateral, to the nearest cent.
$10,679,092.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLCB6676
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,431,902.00
g. Value of collateral, to the nearest cent.
$2,477,460.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQG3894
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,337,210.00
g. Value of collateral, to the nearest cent.
$1,370,005.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG0453
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,052,020.00
g. Value of collateral, to the nearest cent.
$1,053,051.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE6649
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,295,050.00
g. Value of collateral, to the nearest cent.
$1,203,095.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-31
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.40%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$986,000,000.00
b. Excluding the value of any sponsor support:
$986,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.800000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000782124
c. Other unique identifier.
ARP0XDUP1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
EMPRESA ELECTRICA COCHRANE SPA SR SEC GLBL 27
c. LEI (if available).
5493000S11JF8TJHYT07
d. Maturity date.
2027-05-14
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$725,000.00
g. Value of collateral, to the nearest cent.
$411,192.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27
c. LEI (if available).
549300BN53IR80C35Z14
d. Maturity date.
2027-11-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$160,000.00
g. Value of collateral, to the nearest cent.
$156,540.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AHEAD DB HOLDINGS LLC SR 144A NT 28
c. LEI (if available).
254900L07WFL833JX193
d. Maturity date.
2028-05-01
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$18,000.00
g. Value of collateral, to the nearest cent.
$15,733.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GS MTG SEC CORP TR 2019-70P D 20361015 FLT
d. Maturity date.
2036-10-15
e. Coupon or yield.
7.086480
f. The principal amount, to the nearest cent.
$22,859,104.00
g. Value of collateral, to the nearest cent.
$20,530,893.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRSTENERGY CORP SR GLBL -C NT 50
c. LEI (if available).
549300SVYJS666PQJH88
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$562,000.00
g. Value of collateral, to the nearest cent.
$389,065.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MOTOR CREDIT COMPANY SR GLBL NT 25
c. LEI (if available).
UDSQCVRUX5BONN0VY111
d. Maturity date.
2025-08-04
e. Coupon or yield.
4.134000
f. The principal amount, to the nearest cent.
$3,818,000.00
g. Value of collateral, to the nearest cent.
$3,722,074.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIVERSIFIED HEALTHCARE TR SR GLBL NT 31
d. Maturity date.
2031-03-01
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$7,370,000.00
g. Value of collateral, to the nearest cent.
$5,483,716.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DRIVE AUTO REC TR 2021-2 D 20290315 1.3
d. Maturity date.
2029-03-15
e. Coupon or yield.
1.390000
f. The principal amount, to the nearest cent.
$36,507,000.00
g. Value of collateral, to the nearest cent.
$33,961,979.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P PERP JR GLBL -B
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$654,000.00
g. Value of collateral, to the nearest cent.
$536,638.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLEVELAND-CLIFFS INC NEW SR SEC GLBL 26
c. LEI (if available).
549300TM2WLI2BJMDD86
d. Maturity date.
2026-03-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$980,000.00
g. Value of collateral, to the nearest cent.
$1,011,458.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEGNA INC SR GLBL 144A 26
c. LEI (if available).
549300YC5EDBGX85AO10
d. Maturity date.
2026-03-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$73,158.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER DRIVE AUTO TR 2021-1 D 20261116 1.1
d. Maturity date.
2026-11-16
e. Coupon or yield.
1.130000
f. The principal amount, to the nearest cent.
$4,120,000.00
g. Value of collateral, to the nearest cent.
$3,945,621.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KENNEDY WILSON INC SR GLBL NT 30
c. LEI (if available).
5EA4464UK7FM5QNNKL62
d. Maturity date.
2030-02-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$1,750,000.00
g. Value of collateral, to the nearest cent.
$1,395,155.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIBERTY MUT GROUP INC JR SB GLBL 61
c. LEI (if available).
QUR0DG15Z6FFGYCHH861
d. Maturity date.
2061-02-01
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$7,037,000.00
g. Value of collateral, to the nearest cent.
$4,447,524.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GULFPORT ENERGY CORP SR GLBL NT 26
c. LEI (if available).
254900DJRGZBUZ3F5038
d. Maturity date.
2026-05-17
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$399,039.00
g. Value of collateral, to the nearest cent.
$409,036.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43
d. Maturity date.
2043-02-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$102,500,000.00
g. Value of collateral, to the nearest cent.
$26,161,213.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RESIDENTIAL REINS 2022 LTD EXT GLBL 144A 30
d. Maturity date.
2030-12-06
e. Coupon or yield.
15.372200
f. The principal amount, to the nearest cent.
$1,100,000.00
g. Value of collateral, to the nearest cent.
$1,154,653.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP SR SEC GLBL 29
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2029-01-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$3,746,000.00
g. Value of collateral, to the nearest cent.
$3,924,712.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
URSA RE II LIMITED -A-20221 144A 25
d. Maturity date.
2025-06-16
e. Coupon or yield.
10.372000
f. The principal amount, to the nearest cent.
$9,465,000.00
g. Value of collateral, to the nearest cent.
$9,438,969.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERICAST MERGER SUB INC SR SEC 144A NT26
c. LEI (if available).
549300J73P7FL8TVF308
d. Maturity date.
2026-09-15
e. Coupon or yield.
11.000000
f. The principal amount, to the nearest cent.
$58,013,500.00
g. Value of collateral, to the nearest cent.
$62,744,823.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TPC GROUP INC SR SEC GLBL 27
c. LEI (if available).
549300K276KVW5JD1583
d. Maturity date.
2027-12-16
e. Coupon or yield.
13.000000
f. The principal amount, to the nearest cent.
$7,651,584.00
g. Value of collateral, to the nearest cent.
$7,813,159.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERCER INTL INC SR GLBL NT5.5%26
c. LEI (if available).
549300Z5IAG39VRTY874
d. Maturity date.
2026-01-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$78,000.00
g. Value of collateral, to the nearest cent.
$75,212.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MRGAN CHASE COM TR 2019-MFP D 20360715 FLT
d. Maturity date.
2036-07-15
e. Coupon or yield.
6.929000
f. The principal amount, to the nearest cent.
$4,210,000.00
g. Value of collateral, to the nearest cent.
$4,075,657.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JELD-WEN INC SR SEC GLBL 25
c. LEI (if available).
549300XWE6NM0N1HFW16
d. Maturity date.
2025-05-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$61,000.00
g. Value of collateral, to the nearest cent.
$62,741.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVANA CO SR GLBL 144A 27
c. LEI (if available).
5493003WEAK2PJ5WS063
d. Maturity date.
2027-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,179,000.00
g. Value of collateral, to the nearest cent.
$2,356,257.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PILGRIMS PRIDE CORP SR GLBL 144A 27
c. LEI (if available).
549300ZSLGV64ZL3HD75
d. Maturity date.
2027-09-30
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$1,293,000.00
g. Value of collateral, to the nearest cent.
$1,299,921.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AVIENT CORPORATION SR GLBL 144A 25
c. LEI (if available).
SM8L9RZYIB34LNTWO040
d. Maturity date.
2025-05-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$75,041.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NISSAN MTR ACCEP CO LLC FR 1.85%091626
c. LEI (if available).
7D6DIU2QXTUJRFNNJA49
d. Maturity date.
2026-09-16
e. Coupon or yield.
1.850000
f. The principal amount, to the nearest cent.
$2,949,000.00
g. Value of collateral, to the nearest cent.
$2,593,638.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP GLBL DEB 7.73%96
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2096-09-15
e. Coupon or yield.
7.730000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$64,566.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT 30
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2030-07-15
e. Coupon or yield.
8.875000
f. The principal amount, to the nearest cent.
$7,360,000.00
g. Value of collateral, to the nearest cent.
$8,549,703.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW FORTRESS ENERGY INC SR SEC GLBL 25
c. LEI (if available).
254900EICTYTCHA5X705
d. Maturity date.
2025-09-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,437,575.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MALLINCKRODT INTL FIN SA / CB SR SEC GLBL 29
d. Maturity date.
2029-06-15
e. Coupon or yield.
10.000000
f. The principal amount, to the nearest cent.
$11,237,000.00
g. Value of collateral, to the nearest cent.
$1,910,290.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATTEL INC SR GLBL NT6.2%40
c. LEI (if available).
549300VELLG24KHTJ564
d. Maturity date.
2040-10-01
e. Coupon or yield.
6.200000
f. The principal amount, to the nearest cent.
$827,000.00
g. Value of collateral, to the nearest cent.
$788,037.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSDIGM INC SR SEC GLBL 26
c. LEI (if available).
88Q84GB3X55CF5OC7582
d. Maturity date.
2026-03-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$35,679.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO GNB SUDAMERIS S A REGS NT 7.5%31
c. LEI (if available).
549300SO7QUETMQD9D84
d. Maturity date.
2031-04-16
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,844,000.00
g. Value of collateral, to the nearest cent.
$1,584,303.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMPRESA NACIONAL DEL PETROLEO GLBL REGS NT 47
c. LEI (if available).
549300YP3P0JZBLIV197
d. Maturity date.
2047-09-14
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$820,000.00
g. Value of collateral, to the nearest cent.
$638,033.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC TIER I PERP GLBL
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$618,072.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANGEL OAK MTG TR 2021-4 A-1 20650725 FLT
d. Maturity date.
2065-07-25
e. Coupon or yield.
1.035000
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$6,374,489.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANGEL OAK MTG TR 2020-2 A-1A 20650125 FLT
d. Maturity date.
2065-01-25
e. Coupon or yield.
2.531000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$207,470.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BINOM SEC TR 2021-INV1 A-3 20560625 FLT
d. Maturity date.
2056-06-25
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$1,534,000.00
g. Value of collateral, to the nearest cent.
$907,944.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TRUST 2017-SLCT E 20340717 FLT
d. Maturity date.
2034-07-17
e. Coupon or yield.
8.594000
f. The principal amount, to the nearest cent.
$2,943,000.00
g. Value of collateral, to the nearest cent.
$1,526,628.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO INTERNATIONAL DEL PERU SUB GLBL REGS 29
c. LEI (if available).
5493001TRCGXJLRLHN14
d. Maturity date.
2029-03-19
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$65,000.00
g. Value of collateral, to the nearest cent.
$66,323.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITGO HOLDING INC SR SEC GLBL 24
c. LEI (if available).
549300NYHOALWZ2BSL72
d. Maturity date.
2024-08-01
e. Coupon or yield.
9.250000
f. The principal amount, to the nearest cent.
$21,939,000.00
g. Value of collateral, to the nearest cent.
$22,926,255.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLSTATE CORP EXT JR SB GLBL67
c. LEI (if available).
OBT0W1ED8G0NWVOLOJ77
d. Maturity date.
2067-05-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,558,000.00
g. Value of collateral, to the nearest cent.
$5,467,528.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TR 2021-MFM1 C 20340117 FLT
d. Maturity date.
2034-01-17
e. Coupon or yield.
6.536480
f. The principal amount, to the nearest cent.
$1,170,000.00
g. Value of collateral, to the nearest cent.
$1,037,193.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADVANTAGE SOLUTIONS FINCO LLC SR SEC GLBL 28
c. LEI (if available).
549300T4O24KQDED1182
d. Maturity date.
2028-11-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$62,210.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLAGSTAR MTG TR 2021-5INV B-1 20510725 FLT
d. Maturity date.
2051-07-25
e. Coupon or yield.
3.346570
f. The principal amount, to the nearest cent.
$3,728,750.00
g. Value of collateral, to the nearest cent.
$2,835,013.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FOUR LAKES RE LTD EXTND-A 144A 30
c. LEI (if available).
549300MG4RRU6DT7MN54
d. Maturity date.
2030-01-07
e. Coupon or yield.
11.872000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,517,307.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONNECTICUT AVE SECS 2022-R01 1M-2 20411226 FLT
d. Maturity date.
2041-12-26
e. Coupon or yield.
6.969010
f. The principal amount, to the nearest cent.
$2,850,000.00
g. Value of collateral, to the nearest cent.
$2,807,867.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 33
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2033-01-13
e. Coupon or yield.
8.875000
f. The principal amount, to the nearest cent.
$92,000.00
g. Value of collateral, to the nearest cent.
$94,222.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGRP COML MTG TR 2013-375P B 20350511 FLT
d. Maturity date.
2035-05-11
e. Coupon or yield.
3.517580
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$915,348.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMERCIAL METALS CO SR GLBL NT 32
c. LEI (if available).
549300OQS2LO07ZJ7N73
d. Maturity date.
2032-03-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$43,579.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEREX CORP NEW SR GLBL 144A 29
c. LEI (if available).
YAWJZJYEQ7M1SYMOS462
d. Maturity date.
2029-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$270,000.00
g. Value of collateral, to the nearest cent.
$250,642.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANDERS RE II LTD EXTND-A 144A 28
c. LEI (if available).
254900VRQU0N0MF3CT92
d. Maturity date.
2028-04-07
e. Coupon or yield.
8.421950
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,781,100.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KILIMANJARO III RE LTD EXT GLBL 144A 28
c. LEI (if available).
254900T37LD5YQ545V53
d. Maturity date.
2028-04-08
e. Coupon or yield.
9.934560
f. The principal amount, to the nearest cent.
$370,000.00
g. Value of collateral, to the nearest cent.
$356,641.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYPATIA LIMITED EXTND 144A 30
c. LEI (if available).
98450041F85DB4C2C372
d. Maturity date.
2030-04-08
e. Coupon or yield.
14.872000
f. The principal amount, to the nearest cent.
$2,800,000.00
g. Value of collateral, to the nearest cent.
$2,863,316.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN CHASE CMBS 2014-C20 A-SB 20470717 3.4
d. Maturity date.
2047-07-17
e. Coupon or yield.
3.461400
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$14,229.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMBB COML MTG SEC TR 2015-C33 A-S 20481217 4.0
d. Maturity date.
2048-12-17
e. Coupon or yield.
4.022600
f. The principal amount, to the nearest cent.
$575,000.00
g. Value of collateral, to the nearest cent.
$537,184.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT
d. Maturity date.
2056-08-25
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$247,000.00
g. Value of collateral, to the nearest cent.
$218,499.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD PT MTG TR 2016-5 A1 20561025 FLT
d. Maturity date.
2056-10-25
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,835,000.00
g. Value of collateral, to the nearest cent.
$68,520.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD PT MTG TR 2017-1 A1 20561025 FLT
d. Maturity date.
2056-10-25
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$7,129,999.00
g. Value of collateral, to the nearest cent.
$218,174.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT HE TR 2021-HE1 M1 20630225 FLT
d. Maturity date.
2063-02-25
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$2,051,000.00
g. Value of collateral, to the nearest cent.
$511,990.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SMITHFIELD FOODS INC SR 144A NT 31
c. LEI (if available).
CVTIPZRZJC0JQEZLL598
d. Maturity date.
2031-09-13
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$2,183,000.00
g. Value of collateral, to the nearest cent.
$1,625,336.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STERICYCLE INC SR GLBL 144A 24
c. LEI (if available).
B8PTJH2P0AXSWSMP2136
d. Maturity date.
2024-07-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$5,355,000.00
g. Value of collateral, to the nearest cent.
$5,296,624.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYMPHONY CLO LTD 2019-21R D-R 20320715 FLT
c. LEI (if available).
5493005CJY0RF4FJJP54
d. Maturity date.
2032-07-15
e. Coupon or yield.
8.869570
f. The principal amount, to the nearest cent.
$410,000.00
g. Value of collateral, to the nearest cent.
$386,711.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRI POINTE HOMES INC SR GLBL NT 27
d. Maturity date.
2027-06-01
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$18,000.00
g. Value of collateral, to the nearest cent.
$17,392.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POST HLDGS INC SR 144A NT 28
c. LEI (if available).
JM1I5YUAURL6DC8N1468
d. Maturity date.
2028-01-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$969,000.00
g. Value of collateral, to the nearest cent.
$939,658.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POWER PROTECTIVE RE LIMITED EXTND-A 144A 31
d. Maturity date.
2031-10-09
e. Coupon or yield.
20.372200
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$401,692.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SWF ESCROW ISSUER CORP SR 144A NT6.5%29
d. Maturity date.
2029-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$9,137,000.00
g. Value of collateral, to the nearest cent.
$5,799,406.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OPEN TEXT CORP SR SEC GLBL 27
c. LEI (if available).
549300HP7ONDQODZJV16
d. Maturity date.
2027-12-01
e. Coupon or yield.
6.900000
f. The principal amount, to the nearest cent.
$1,065,000.00
g. Value of collateral, to the nearest cent.
$1,095,565.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC SCRTT SERIES 2017-4 M 20570625 FLT
d. Maturity date.
2057-06-25
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$167,000.00
g. Value of collateral, to the nearest cent.
$149,619.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2022-DNA6 M-2 20420925 FLT
c. LEI (if available).
5493000IS30HKV5IAS29
d. Maturity date.
2042-09-25
e. Coupon or yield.
10.819000
f. The principal amount, to the nearest cent.
$50,860,000.00
g. Value of collateral, to the nearest cent.
$55,628,184.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR 2021-DNA6 M-1 20411025 FLT
c. LEI (if available).
5493000ISONLNOUKGB71
d. Maturity date.
2041-10-25
e. Coupon or yield.
5.869010
f. The principal amount, to the nearest cent.
$2,250,000.00
g. Value of collateral, to the nearest cent.
$1,612,731.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2022-DNA7 M-2 20420925 FLT
c. LEI (if available).
5493000IRUQLXTG4SV18
d. Maturity date.
2042-09-25
e. Coupon or yield.
12.069000
f. The principal amount, to the nearest cent.
$25,350,000.00
g. Value of collateral, to the nearest cent.
$28,863,218.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHESAPEAKE ENERGY CORP SR GLBL 144A 29
c. LEI (if available).
X2MT1W32SPAZ9WSKLE78
d. Maturity date.
2029-04-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$484,000.00
g. Value of collateral, to the nearest cent.
$489,399.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29
d. Maturity date.
2029-04-27
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$837,000.00
g. Value of collateral, to the nearest cent.
$785,576.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
URSA RE II LIMITED EXT GLBL 144A 27
d. Maturity date.
2027-12-07
e. Coupon or yield.
9.312200
f. The principal amount, to the nearest cent.
$1,815,000.00
g. Value of collateral, to the nearest cent.
$1,832,438.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
URSA RE II LIMITED GLBL-AA 144A 25
d. Maturity date.
2025-12-06
e. Coupon or yield.
12.372000
f. The principal amount, to the nearest cent.
$4,970,000.00
g. Value of collateral, to the nearest cent.
$5,193,339.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
USA COMPRESSION PARTNERS LP SR NT 6.875%26
d. Maturity date.
2026-04-01
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$431,000.00
g. Value of collateral, to the nearest cent.
$435,377.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TR 2023-2 A-1 20680325 FLT
d. Maturity date.
2068-03-25
e. Coupon or yield.
6.193000
f. The principal amount, to the nearest cent.
$19,935,000.00
g. Value of collateral, to the nearest cent.
$18,581,773.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT HE TR 2023-1 M2 20630225 FLT
d. Maturity date.
2063-02-25
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$740,000.00
g. Value of collateral, to the nearest cent.
$632,346.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TWITTER INC SR GLBL 144A 30
c. LEI (if available).
549300I8RX485XMK6836
d. Maturity date.
2030-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$189,000.00
g. Value of collateral, to the nearest cent.
$194,827.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UWM MORTGAGE TRUST 2021-INV1 A-5 20510825 2.5
d. Maturity date.
2051-08-25
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,315,872.00
g. Value of collateral, to the nearest cent.
$848,256.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UMIGAME RE PTE LIMITED -B VR 144A NT 25
d. Maturity date.
2025-04-07
e. Coupon or yield.
10.122200
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,961,345.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNIQUIFY INC SR-20214 144A 24
d. Maturity date.
2024-06-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$430,000.00
g. Value of collateral, to the nearest cent.
$195,976.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT4.1%46
c. LEI (if available).
5493004T21MOAFINJP35
d. Maturity date.
2046-10-01
e. Coupon or yield.
4.100000
f. The principal amount, to the nearest cent.
$3,258,000.00
g. Value of collateral, to the nearest cent.
$2,179,448.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERNA REINSURANCE II LTD EXT-A VR 144A 29
c. LEI (if available).
549300478X5RX87PYX60
d. Maturity date.
2029-04-05
e. Coupon or yield.
9.301950
f. The principal amount, to the nearest cent.
$2,419,000.00
g. Value of collateral, to the nearest cent.
$2,431,844.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIGHTNING RE LTD SER 20231 EXTND-A 144A 30
d. Maturity date.
2030-03-31
e. Coupon or yield.
16.396200
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$3,670,627.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIGADO NETWORKS LLC SR SEC GLBL 24
d. Maturity date.
2024-05-01
e. Coupon or yield.
17.500000
f. The principal amount, to the nearest cent.
$17,136,000.00
g. Value of collateral, to the nearest cent.
$2,291,940.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MKT MORTGAGE TRUST 2020-525M D 20400212 FLT
d. Maturity date.
2040-02-12
e. Coupon or yield.
2.940600
f. The principal amount, to the nearest cent.
$1,081,000.00
g. Value of collateral, to the nearest cent.
$460,648.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MRCD 2019-PARK MORTGAGE TRUST A 20361215 2.7
d. Maturity date.
2036-12-15
e. Coupon or yield.
2.717520
f. The principal amount, to the nearest cent.
$1,919,000.00
g. Value of collateral, to the nearest cent.
$1,768,992.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMDB COML MTG SEC TR 2017-C7 A-3 20501017 3.0
d. Maturity date.
2050-10-17
e. Coupon or yield.
3.047700
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$1,159,357.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONNECTICUT AVE SEC 2022-R04 1M-2 20420325 FLT
d. Maturity date.
2042-03-25
e. Coupon or yield.
8.169010
f. The principal amount, to the nearest cent.
$675,000.00
g. Value of collateral, to the nearest cent.
$687,882.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BONANZA RE LTD EXTND SR SEC 28
c. LEI (if available).
5493003F0CXUQ2C83105
d. Maturity date.
2028-12-23
e. Coupon or yield.
10.242200
f. The principal amount, to the nearest cent.
$12,450,000.00
g. Value of collateral, to the nearest cent.
$11,405,075.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSAIL COML MTG TR 2018-CX12 D 20510817 FLT
d. Maturity date.
2051-08-17
e. Coupon or yield.
3.207760
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,002,700.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVANA AUTO REC TR 2020-P1 D 20270908 1.8
d. Maturity date.
2027-09-08
e. Coupon or yield.
1.820000
f. The principal amount, to the nearest cent.
$2,625,000.00
g. Value of collateral, to the nearest cent.
$2,350,849.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NINE ENERGY SERVICE INC UNIT 02/01/28
c. LEI (if available).
549300KRLJCZBPZMKT65
d. Maturity date.
2028-02-01
e. Coupon or yield.
13.000000
f. The principal amount, to the nearest cent.
$13,381,000.00
g. Value of collateral, to the nearest cent.
$12,912,665.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 25
d. Maturity date.
2025-04-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$1,635,000.00
g. Value of collateral, to the nearest cent.
$1,653,803.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERNA REINSURANCE II LTD EXTND-A 144A 29
c. LEI (if available).
549300478X5RX87PYX60
d. Maturity date.
2029-07-09
e. Coupon or yield.
12.872200
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,199,460.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MILL CITY MTG LN TR 2018-1 M3 20620525 FLT
d. Maturity date.
2062-05-25
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$780,000.00
g. Value of collateral, to the nearest cent.
$662,850.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MILL CITY MTG LN TR 2017-1 M2 20581125 FLT
d. Maturity date.
2058-11-25
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$963,000.00
g. Value of collateral, to the nearest cent.
$901,284.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MYSTIC RE IV LIMITED EXTND SR SEC 27
d. Maturity date.
2027-12-08
e. Coupon or yield.
15.122200
f. The principal amount, to the nearest cent.
$450,000.00
g. Value of collateral, to the nearest cent.
$442,449.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MALLINCKRODT INTL FIN SA / CB SR SEC GLBL 28
d. Maturity date.
2028-12-15
e. Coupon or yield.
11.500000
f. The principal amount, to the nearest cent.
$3,233,000.00
g. Value of collateral, to the nearest cent.
$2,843,601.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHASE HOME LND MTG TR 2019-1 A-15 20500325 FLT
d. Maturity date.
2050-03-25
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$26,764.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ABERCROMBIE & FITCH MGMT CO SR SEC GLBL 25
c. LEI (if available).
5493003QMCFDA98NPT74
d. Maturity date.
2025-07-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$4,974,000.00
g. Value of collateral, to the nearest cent.
$5,067,953.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELLINGTON FIN MTG TR 2021-3 A-3 20660925 FLT
d. Maturity date.
2066-09-25
e. Coupon or yield.
1.550000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$59,162.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FTAI AVIATION LTD SR GLBL 144A 25
c. LEI (if available).
529900E7PUVK6BC8PE80
d. Maturity date.
2025-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$48,000.00
g. Value of collateral, to the nearest cent.
$48,521.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBRAER NETHERLANDS FIN SR 144A NT 28
c. LEI (if available).
724500PBR8LR26XBSP67
d. Maturity date.
2028-01-17
e. Coupon or yield.
6.950000
f. The principal amount, to the nearest cent.
$318,000.00
g. Value of collateral, to the nearest cent.
$323,332.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITRUS RE LTD -A-20231 144A 26
c. LEI (if available).
549300VWWT5SE805NK88
d. Maturity date.
2026-06-07
e. Coupon or yield.
12.122200
f. The principal amount, to the nearest cent.
$550,000.00
g. Value of collateral, to the nearest cent.
$554,187.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAKURA RE LTD EXTND-A 144A 30
d. Maturity date.
2030-01-06
e. Coupon or yield.
18.872000
f. The principal amount, to the nearest cent.
$2,550,000.00
g. Value of collateral, to the nearest cent.
$2,790,146.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER RENG AT LN TR 2019-A A 20320126 2.5
d. Maturity date.
2032-01-26
e. Coupon or yield.
2.510000
f. The principal amount, to the nearest cent.
$33,643,000.00
g. Value of collateral, to the nearest cent.
$32,046,583.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER DRIVE AUTO TR 2021-2 D 20270715 1.3
d. Maturity date.
2027-07-15
e. Coupon or yield.
1.350000
f. The principal amount, to the nearest cent.
$3,201,000.00
g. Value of collateral, to the nearest cent.
$3,038,478.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELLPOINT CO-ORG TR 2017-1 B-3 20470425 FLT
d. Maturity date.
2047-04-25
e. Coupon or yield.
3.601120
f. The principal amount, to the nearest cent.
$2,219,000.00
g. Value of collateral, to the nearest cent.
$1,547,845.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERBIE RE LTD SR SEC-A 144A 25
d. Maturity date.
2025-01-08
e. Coupon or yield.
12.102000
f. The principal amount, to the nearest cent.
$1,250,000.00
g. Value of collateral, to the nearest cent.
$1,194,026.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG TR 2016-3 B-1 20461025 FLT
d. Maturity date.
2046-10-25
e. Coupon or yield.
3.281360
f. The principal amount, to the nearest cent.
$464,600.00
g. Value of collateral, to the nearest cent.
$233,870.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MULTIBANK INC SR REGS NT 28
c. LEI (if available).
549300QXX3SGZZ4OEU72
d. Maturity date.
2028-02-03
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$1,077,000.00
g. Value of collateral, to the nearest cent.
$1,129,346.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2022-1 A1 20620725 FLT
d. Maturity date.
2062-07-25
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$21,175,000.00
g. Value of collateral, to the nearest cent.
$17,134,250.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REGAL REXNORD CORPORATION CR SEN SR GLBL26
c. LEI (if available).
QH78R09VCJGQKPBPYU33
d. Maturity date.
2026-02-15
e. Coupon or yield.
6.050000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,574,240.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS GLBL AMZ FL NT25
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2025-04-15
e. Coupon or yield.
5.919570
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$876,900.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS GLBL NT 5.95%31
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2031-01-28
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$13,206,000.00
g. Value of collateral, to the nearest cent.
$9,781,823.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32
c. LEI (if available).
549300ZMGDLC9JT2OR80
d. Maturity date.
2032-06-19
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$1,301,000.00
g. Value of collateral, to the nearest cent.
$993,833.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OLEODUCTO CENT S A SR GLBL REGS 27
c. LEI (if available).
254900W4CPYCQFVH5E92
d. Maturity date.
2027-07-14
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$446,423.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VISTA POINT SEC TR 2020-1 B-2 20650325 FLT
d. Maturity date.
2065-03-25
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$9,223,000.00
g. Value of collateral, to the nearest cent.
$8,194,378.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WMRK COML MTG TR 2022-WMRK C 20351115 FLT
d. Maturity date.
2035-11-15
e. Coupon or yield.
9.304640
f. The principal amount, to the nearest cent.
$10,574,000.00
g. Value of collateral, to the nearest cent.
$10,571,276.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REDE D OR FIN S A R L SR GLBL REGS 28
c. LEI (if available).
549300FDE772OLJUCP79
d. Maturity date.
2028-01-17
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$448,000.00
g. Value of collateral, to the nearest cent.
$419,627.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALFA SA DE CV SR GLBL REGS 44
c. LEI (if available).
549300ZCGJ6T8YDJ4M34
d. Maturity date.
2044-03-25
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$723,000.00
g. Value of collateral, to the nearest cent.
$745,269.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MACYS INC SR GLBL DB6.7%34
d. Maturity date.
2034-07-15
e. Coupon or yield.
6.700000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$49,228.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MACYS RETAIL HLDGS LLC SR NT 5.125%42
d. Maturity date.
2042-01-15
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$1,981,000.00
g. Value of collateral, to the nearest cent.
$1,358,109.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MACYS RETAIL HLDGS LLC SR NT 4.3%43
d. Maturity date.
2043-02-15
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$51,000.00
g. Value of collateral, to the nearest cent.
$32,211.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW RES MTG LN TR 2022-INV1 A2 20520325 FLT
d. Maturity date.
2052-03-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,999,672.00
g. Value of collateral, to the nearest cent.
$5,296,478.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW HOME CO INC SR 144A NT 27
c. LEI (if available).
549300PLCE8TB3TVRQ85
d. Maturity date.
2027-10-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$216,998.00
g. Value of collateral, to the nearest cent.
$199,540.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-30
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-12-26
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
JP MORGAN SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
91
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.80%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,336,021.13
b. Excluding the value of any sponsor support:
$488,336,021.13
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.800000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000782124
c. Other unique identifier.
ARP0XH7K9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
COMM MTG TR 2014-CCRE17 C 20470510 FLT
d. Maturity date.
2047-05-10
e. Coupon or yield.
4.780510
f. The principal amount, to the nearest cent.
$2,334,420.00
g. Value of collateral, to the nearest cent.
$2,074,194.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERMILION ENERGY INC SR GLBL 144A 25
c. LEI (if available).
WT03B8BB1IX8WI9ZGV02
d. Maturity date.
2025-03-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$93,000.00
g. Value of collateral, to the nearest cent.
$92,906.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
URSA RE II LIMITED SR SEC GLBL 24
d. Maturity date.
2024-12-06
e. Coupon or yield.
11.559300
f. The principal amount, to the nearest cent.
$1,694,000.00
g. Value of collateral, to the nearest cent.
$1,645,046.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VAREX IMAGING CORP SR SEC GLBL 27
c. LEI (if available).
549300CWYWPVCT8E9W67
d. Maturity date.
2027-10-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$22,510.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENET HEALTHCARE CORP SR SEC GLBL NT29
c. LEI (if available).
0W9AIBT6U6ADJ2I8HK17
d. Maturity date.
2029-06-01
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$825,000.00
g. Value of collateral, to the nearest cent.
$743,789.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMBB COML MTG SEC TR 2015-C33 A-3 20481217 3.5
d. Maturity date.
2048-12-17
e. Coupon or yield.
3.504300
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$5,342.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HANESBRANDS INC SR GLBL 144A 31
c. LEI (if available).
GX5LWVWZLL5S4W1L2F20
d. Maturity date.
2031-02-15
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$323,000.00
g. Value of collateral, to the nearest cent.
$342,431.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOODYEAR TIRE & RUBR CO SR GLBL NT 5%29
c. LEI (if available).
5493002BI0S2ZQUY3437
d. Maturity date.
2029-07-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$23,051.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRAFTECH GLOBAL ENTERPRISES I SR SEC GLBL 28
d. Maturity date.
2028-12-15
e. Coupon or yield.
9.875000
f. The principal amount, to the nearest cent.
$2,833,000.00
g. Value of collateral, to the nearest cent.
$2,902,183.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRAPHIC PACKAGING INTL LLC SR NT 4.125%24
c. LEI (if available).
SO75N4VY5NXGQSK8YQ65
d. Maturity date.
2024-08-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$1,274,000.00
g. Value of collateral, to the nearest cent.
$1,269,554.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CEMEX SA EURO MTN BE 144A SR GLBL REGS 29
c. LEI (if available).
549300RIG2CXWN6IV731
d. Maturity date.
2029-11-19
e. Coupon or yield.
5.450000
f. The principal amount, to the nearest cent.
$751,000.00
g. Value of collateral, to the nearest cent.
$736,549.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DO ESTADO DO RIO GRANDE LW TIER II 31
c. LEI (if available).
254900W2BN097WLYIM20
d. Maturity date.
2031-01-28
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$357,000.00
g. Value of collateral, to the nearest cent.
$324,487.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PEDIATRIX MEDICAL GROUP INC SR GLBL 144A 30
d. Maturity date.
2030-02-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$515,000.00
g. Value of collateral, to the nearest cent.
$481,625.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATADOR RES CO SR GLBL 144A 28
c. LEI (if available).
549300CI3Q2UUK5R4G79
d. Maturity date.
2028-04-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$19,275.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARB BONDCO PLC SR GLBL 144A 31
c. LEI (if available).
254900PVA1EU6QM1JN57
d. Maturity date.
2031-01-29
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$413,000.00
g. Value of collateral, to the nearest cent.
$304,686.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MF1 LTD 2022-FL9 D 20370622 FLT
d. Maturity date.
2037-06-22
e. Coupon or yield.
8.946110
f. The principal amount, to the nearest cent.
$52,750,000.00
g. Value of collateral, to the nearest cent.
$47,188,147.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MF1 LTD 2022-FL9 E 20370622 FLT
d. Maturity date.
2037-06-22
e. Coupon or yield.
8.946110
f. The principal amount, to the nearest cent.
$18,000,000.00
g. Value of collateral, to the nearest cent.
$16,174,026.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LONG POINT PARK CLO 2017 LTD D-2 20300117 FLT
c. LEI (if available).
549300639DPKTBUSCC77
d. Maturity date.
2030-01-17
e. Coupon or yield.
11.169600
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,460,401.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAD AUTO RECEIVABLES TR 2023-2 A-2 20270615 5.9
d. Maturity date.
2027-06-15
e. Coupon or yield.
5.930000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$500,145.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAMAR MEDIA CORP SR GLBL NT 31
d. Maturity date.
2031-01-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$174,000.00
g. Value of collateral, to the nearest cent.
$148,017.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MRGN CHASE COM 2020-MKST B 20361215 FLT
d. Maturity date.
2036-12-15
e. Coupon or yield.
6.636480
f. The principal amount, to the nearest cent.
$12,905,000.00
g. Value of collateral, to the nearest cent.
$10,370,219.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG TR 2022-7 2A-3-A 20521225 FLT
d. Maturity date.
2052-12-25
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,467,860.00
g. Value of collateral, to the nearest cent.
$2,757,058.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRF SA SR GLBL REGS 30
c. LEI (if available).
254900MTXR9LUVQFU480
d. Maturity date.
2030-01-24
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$1,457,000.00
g. Value of collateral, to the nearest cent.
$1,215,462.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO CONTINENTAL S.A.E. SR GLBL REGS 25
c. LEI (if available).
8945005Q0D60A6FCEM55
d. Maturity date.
2025-12-10
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$2,999,000.00
g. Value of collateral, to the nearest cent.
$2,737,545.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CT TR SR GLBL REGS 32
c. LEI (if available).
213800MJB7WO427HQD34
d. Maturity date.
2032-02-03
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$1,443,000.00
g. Value of collateral, to the nearest cent.
$1,235,190.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XP INC SR GLBL REGS 26
c. LEI (if available).
5493008KDA8NBZRJST80
d. Maturity date.
2026-07-01
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$360,000.00
g. Value of collateral, to the nearest cent.
$322,847.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COSAN LUXEMBOURG S A SR REGS NT7.5%30
c. LEI (if available).
222100ZY943WERK7RZ38
d. Maturity date.
2030-06-27
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,320,000.00
g. Value of collateral, to the nearest cent.
$1,332,322.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XPO INC SR SEC GLBL 31
c. LEI (if available).
54930096DB9LCLPN7H13
d. Maturity date.
2031-06-01
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$101,129.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZIPRECRUITER INC SR GLBL 144A 30
c. LEI (if available).
549300HLOVNNFCY2IV80
d. Maturity date.
2030-01-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$106,527.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WORLD OMNI AUTO RECV TR 2021-A A-3 20260115 0.3
d. Maturity date.
2026-01-15
e. Coupon or yield.
0.300000
f. The principal amount, to the nearest cent.
$754,000.00
g. Value of collateral, to the nearest cent.
$342,382.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31
d. Maturity date.
2031-02-15
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$411,486.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WERNER FINCO LP/ WERNER SR SEC 144A NT28
d. Maturity date.
2028-06-15
e. Coupon or yield.
11.500000
f. The principal amount, to the nearest cent.
$102,000.00
g. Value of collateral, to the nearest cent.
$103,228.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VOYA CLO LTD 2014-2R E-R 20300417 FLT
c. LEI (if available).
549300L8S87K3SMP0R77
d. Maturity date.
2030-04-17
e. Coupon or yield.
13.269600
f. The principal amount, to the nearest cent.
$1,012,500.00
g. Value of collateral, to the nearest cent.
$332,525.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FR COM MTG TR 2019-JWDR B 20310917 FLT
d. Maturity date.
2031-09-17
e. Coupon or yield.
2.696000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$446,420.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIDEOTRON LTD/ VIDEOTRON LTEE SR 144A NT 29
c. LEI (if available).
549300LW4GNJRBECSD81
d. Maturity date.
2029-06-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$257,000.00
g. Value of collateral, to the nearest cent.
$224,780.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VISTRA CORP PERP SUB -B 144A
c. LEI (if available).
549300KP43CPCUJOOG15
d. Maturity date.
2500-12-31
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$684,000.00
g. Value of collateral, to the nearest cent.
$621,629.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TR 2023-3 A-1 20680325 FLT
d. Maturity date.
2068-03-25
e. Coupon or yield.
5.930000
f. The principal amount, to the nearest cent.
$7,293,700.00
g. Value of collateral, to the nearest cent.
$6,939,695.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PPTYS INC SR GLBL 144A 24
d. Maturity date.
2024-05-01
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$1,354,000.00
g. Value of collateral, to the nearest cent.
$1,366,257.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PROPERTIES LP GLBL NT 4.75%28
c. LEI (if available).
254900X4QE7SGKQLLN38
d. Maturity date.
2028-02-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$820,000.00
g. Value of collateral, to the nearest cent.
$800,814.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PROPERTIES LP GLBL NT 4.95%30
c. LEI (if available).
254900X4QE7SGKQLLN38
d. Maturity date.
2030-02-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$44,000.00
g. Value of collateral, to the nearest cent.
$42,865.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT30
c. LEI (if available).
549300GKHS6RS20NLH85
d. Maturity date.
2030-01-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$28,000.00
g. Value of collateral, to the nearest cent.
$27,399.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS GLBL NT 6.875%25
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2025-10-16
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$1,804,000.00
g. Value of collateral, to the nearest cent.
$1,765,522.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PALMER SQUARE CLO LTD 2018-1 D 20310418 FLT
c. LEI (if available).
549300A8L0VCZ9626397
d. Maturity date.
2031-04-18
e. Coupon or yield.
10.721500
f. The principal amount, to the nearest cent.
$1,700,000.00
g. Value of collateral, to the nearest cent.
$1,533,776.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PENN ENTERTAINMENT INC SR GLBL 144A 29
d. Maturity date.
2029-07-01
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$1,420,000.00
g. Value of collateral, to the nearest cent.
$1,176,182.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MULTICARE HEALTH SYSTEM SR GLBL -2020 50
c. LEI (if available).
549300OSCVFLGLKTTI33
d. Maturity date.
2050-08-15
e. Coupon or yield.
2.803000
f. The principal amount, to the nearest cent.
$16,000.00
g. Value of collateral, to the nearest cent.
$9,891.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACU PETROLEO LUXEMBOURG S A R SR SEC GLBL 35
d. Maturity date.
2035-07-13
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$549,000.00
g. Value of collateral, to the nearest cent.
$484,172.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMMC CLO XI LTD 2012-11R2 D-R2 20310430 FLT
c. LEI (if available).
5493004OOK6VXHQ8DQ60
d. Maturity date.
2031-04-30
e. Coupon or yield.
8.480730
f. The principal amount, to the nearest cent.
$841,000.00
g. Value of collateral, to the nearest cent.
$789,858.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AREIT LTD 2022-CRE7 A-S 20390617 FLT
d. Maturity date.
2039-06-17
e. Coupon or yield.
8.015640
f. The principal amount, to the nearest cent.
$24,999,500.00
g. Value of collateral, to the nearest cent.
$25,053,928.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROCS INC SR GLBL REGS 29
c. LEI (if available).
549300B0J6YCXD63OG72
d. Maturity date.
2029-03-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$64,798.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CEMEX SA EURO MTN BE 144A PERP REGS NT
c. LEI (if available).
549300RIG2CXWN6IV731
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.125000
f. The principal amount, to the nearest cent.
$631,000.00
g. Value of collateral, to the nearest cent.
$663,666.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COLOMBIA TELECOMUNICACIONES SR REGS NT 30
c. LEI (if available).
549300CK4YN0V1C3MN55
d. Maturity date.
2030-07-17
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$389,653.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METALSA S A DE C V SR GLBL REGS 31
c. LEI (if available).
549300F2FONGJR575V67
d. Maturity date.
2031-05-04
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$2,127,000.00
g. Value of collateral, to the nearest cent.
$1,697,810.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
B3 S A - BRASIL BOLSA BALCAO SR GLBL REGS 31
c. LEI (if available).
4GTK5S46E6H318LMDS44
d. Maturity date.
2031-09-20
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$4,506,000.00
g. Value of collateral, to the nearest cent.
$3,899,879.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DO BRASIL S A FR 6.25%041830
c. LEI (if available).
QE0Q0253K88YAGNPE356
d. Maturity date.
2030-04-18
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$7,016,000.00
g. Value of collateral, to the nearest cent.
$7,122,000.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BXP TR 2021-601L D 20440115 FLT
d. Maturity date.
2044-01-15
e. Coupon or yield.
2.775460
f. The principal amount, to the nearest cent.
$1,230,000.00
g. Value of collateral, to the nearest cent.
$737,185.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATRIUM HOTEL PORT TR 2017-ATRM C 20361215 FLT
d. Maturity date.
2036-12-15
e. Coupon or yield.
7.169000
f. The principal amount, to the nearest cent.
$100,010.00
g. Value of collateral, to the nearest cent.
$94,020.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARBOR REALTY TRUST INC SR GLBL 144A 27
c. LEI (if available).
549300ASFUWYQO0RW077
d. Maturity date.
2027-03-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$21,569,500.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PNC FINL SVCS GROUP INC LW TIER II 33
c. LEI (if available).
CFGNEKW0P8842LEUIA51
d. Maturity date.
2033-06-06
e. Coupon or yield.
4.626000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,670.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCTAGON INVSTMNT PTRS 2018-39 F 20301021 FLT
d. Maturity date.
2030-10-21
e. Coupon or yield.
13.587800
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$403,685.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GEN DIGITAL INC SR GLBL 144A 30
c. LEI (if available).
YF6ZV0M6AU4FY94MK914
d. Maturity date.
2030-09-30
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$82,267.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NUFARM AUSTRALIA LTD / NUFA SR 144A NT 5%30
d. Maturity date.
2030-01-27
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,150,000.00
g. Value of collateral, to the nearest cent.
$1,021,794.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NORTHWEST FIBER LLC / NORTHWES SR SEC GLBL 27
d. Maturity date.
2027-04-30
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$2,147,000.00
g. Value of collateral, to the nearest cent.
$1,888,300.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GEN DIGITAL INC SR GLBL 144A 27
c. LEI (if available).
YF6ZV0M6AU4FY94MK914
d. Maturity date.
2027-09-30
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$304,000.00
g. Value of collateral, to the nearest cent.
$310,739.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEALED AIR CORP / SEALED AIR C SR GLBL 144A 28
d. Maturity date.
2028-02-01
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$110,000.00
g. Value of collateral, to the nearest cent.
$112,823.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SALUDA GRADE ALT MTG 2022-SEQ2 A-1 20520225 FLT
d. Maturity date.
2052-02-25
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,520,000.00
g. Value of collateral, to the nearest cent.
$5,380,592.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER RENG AT LN TR 2019-A A 20320126 2.5
d. Maturity date.
2032-01-26
e. Coupon or yield.
2.510000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$20,003.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER DRIVE AUTO TR 2021-2 D 20270715 1.3
d. Maturity date.
2027-07-15
e. Coupon or yield.
1.350000
f. The principal amount, to the nearest cent.
$14,000.00
g. Value of collateral, to the nearest cent.
$13,289.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATIV HOLDINGS INC SR GLBL COCO 26
c. LEI (if available).
549300Z1FU4IDULG1R21
d. Maturity date.
2026-10-01
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$190,000.00
g. Value of collateral, to the nearest cent.
$170,509.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SLG OFFICE TRUST 2021-OVA C 20410717 2.8
d. Maturity date.
2041-07-17
e. Coupon or yield.
2.850610
f. The principal amount, to the nearest cent.
$1,400,000.00
g. Value of collateral, to the nearest cent.
$1,076,457.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STWD MTG TR 2021-HTS B 20340417 FLT
d. Maturity date.
2034-04-17
e. Coupon or yield.
6.686480
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$1,283,045.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SLM STUDENT LOAN TR 2008-4 B 20290425 FLT
c. LEI (if available).
549300EQOYJZL2D96G46
d. Maturity date.
2029-04-25
e. Coupon or yield.
7.166140
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$118,868.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RESIDENTIAL ASSET 2005-EFC3 M-7 20350825 FLT
d. Maturity date.
2035-08-25
e. Coupon or yield.
7.092470
f. The principal amount, to the nearest cent.
$12,534,000.00
g. Value of collateral, to the nearest cent.
$11,019,818.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SBA COMMUNICATIONS CORP SR GLBL NT 29
c. LEI (if available).
5299001HX8ZN8Y8QIT49
d. Maturity date.
2029-02-01
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$374,000.00
g. Value of collateral, to the nearest cent.
$322,393.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RHP HOTEL PPTY/ RHP FINANCE SR GLBL 144A 28
d. Maturity date.
2028-07-15
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$30,692.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN CHASE CMBS 2013-C16 A-4 20461217 4.1
d. Maturity date.
2046-12-17
e. Coupon or yield.
4.166400
f. The principal amount, to the nearest cent.
$18,487.00
g. Value of collateral, to the nearest cent.
$9,750.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTEGRITY RE LTD -A VR 144A NT 25
d. Maturity date.
2025-06-06
e. Coupon or yield.
12.372000
f. The principal amount, to the nearest cent.
$714,000.00
g. Value of collateral, to the nearest cent.
$647,752.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CRESCENT ENERGY FINANCE LLC SR 144A NT 26
c. LEI (if available).
54930061FUL6DBLFUW14
d. Maturity date.
2026-05-01
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$73,687.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INEOS FINANCE PLC SR SEC GLBL 28
c. LEI (if available).
2138002D68XDR4LZCG32
d. Maturity date.
2028-05-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$1,695,000.00
g. Value of collateral, to the nearest cent.
$1,662,422.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOWMET AEROSPACE INC SR GLBL NT 3%29
c. LEI (if available).
549300HO5WFZUT5N2T22
d. Maturity date.
2029-01-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$70,075.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILTON USA TRUST 2016-HHV A 20381105 3.7
d. Maturity date.
2038-11-05
e. Coupon or yield.
3.719000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,662,080.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADVANCED DRAIN SYS INC DEL SR GLBL 144A 30
c. LEI (if available).
6QQTOZ5MF5DHM7K92I60
d. Maturity date.
2030-06-15
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$160,000.00
g. Value of collateral, to the nearest cent.
$159,002.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN CR ACC RECV TR 2022-4 D 20290213 8.0
d. Maturity date.
2029-02-13
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$40,165,000.00
g. Value of collateral, to the nearest cent.
$41,085,139.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOWMET AEROSPACE INC SR NT 6.75%28
c. LEI (if available).
549300HO5WFZUT5N2T22
d. Maturity date.
2028-01-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$37,000.00
g. Value of collateral, to the nearest cent.
$38,518.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENESIS ENERGY LP SR GLBL NT 26
d. Maturity date.
2026-05-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$511,000.00
g. Value of collateral, to the nearest cent.
$495,886.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENESIS ENERGY LP SR GLBL NT 30
d. Maturity date.
2030-04-15
e. Coupon or yield.
8.875000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$19,814.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL PARTNERS LP SR GLBL NT 7%27
d. Maturity date.
2027-08-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$81,037.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLS AUTO SELECT REC TR 2023-1 C 20290815 6.4
d. Maturity date.
2029-08-15
e. Coupon or yield.
6.410000
f. The principal amount, to the nearest cent.
$1,089,000.00
g. Value of collateral, to the nearest cent.
$1,074,706.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GS MTG-BACKED SEC 2023-PJ3 B-3 20531025 FLT
d. Maturity date.
2053-10-25
e. Coupon or yield.
5.782170
f. The principal amount, to the nearest cent.
$5,251,990.00
g. Value of collateral, to the nearest cent.
$3,116,238.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GARDA WORLD SECURITY CORP SR SEC 144A NT28
c. LEI (if available).
549300ZF1NDXLMCHNO20
d. Maturity date.
2028-02-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$51,448.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785558 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$708.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GM FIN AUTO LSNG TR 2022-2 A-3 20250620 3.4
d. Maturity date.
2025-06-20
e. Coupon or yield.
3.420000
f. The principal amount, to the nearest cent.
$820,000.00
g. Value of collateral, to the nearest cent.
$808,091.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREMONT HM LN TR 2005-A M4 20350125 FLT
d. Maturity date.
2035-01-25
e. Coupon or yield.
6.432470
f. The principal amount, to the nearest cent.
$5,672,000.00
g. Value of collateral, to the nearest cent.
$4,610,586.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRONTIER COMMUNICATIONS PARENT SR SEC GLBL 27
d. Maturity date.
2027-10-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$120,000.00
g. Value of collateral, to the nearest cent.
$111,872.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MTR CO DEL SR GLBL NT6.1%32
c. LEI (if available).
20S05OYHG0MQM4VUIC57
d. Maturity date.
2032-08-19
e. Coupon or yield.
6.100000
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$93,516.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MOTOR CREDIT COMPANY SR FLT NT 26
c. LEI (if available).
UDSQCVRUX5BONN0VY111
d. Maturity date.
2026-03-06
e. Coupon or yield.
8.039790
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$810,178.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MOTOR CREDIT COMPANY SR GLBL NT 29
c. LEI (if available).
UDSQCVRUX5BONN0VY111
d. Maturity date.
2029-05-03
e. Coupon or yield.
5.113000
f. The principal amount, to the nearest cent.
$2,805,000.00
g. Value of collateral, to the nearest cent.
$2,650,916.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLAGSTAR MORTGAGE TR 2021-1 A-2 20510225 2.5
d. Maturity date.
2051-02-25
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,575,000.00
g. Value of collateral, to the nearest cent.
$1,425,705.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FS RIALTO ISSUER LLC 2022-FL7 C 20391019 FLT
d. Maturity date.
2039-10-19
e. Coupon or yield.
9.830240
f. The principal amount, to the nearest cent.
$45,834,000.00
g. Value of collateral, to the nearest cent.
$45,171,366.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 26
d. Maturity date.
2026-04-01
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$2,125,000.00
g. Value of collateral, to the nearest cent.
$2,036,529.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EUROPEAN INVT BK 144A GLBL NT 2.75%25
c. LEI (if available).
5493006YXS1U5GIHE750
d. Maturity date.
2025-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,701.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMPRESA NACIONAL DEL PETROLEO SR 144A NT 33
c. LEI (if available).
549300YP3P0JZBLIV197
d. Maturity date.
2033-05-10
e. Coupon or yield.
6.150000
f. The principal amount, to the nearest cent.
$935,000.00
g. Value of collateral, to the nearest cent.
$954,790.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P PERP JR GLBL -A
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.348710
f. The principal amount, to the nearest cent.
$169,000.00
g. Value of collateral, to the nearest cent.
$157,169.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDLINC ST LN FDG TR 2012-1 A 20300925 FLT
d. Maturity date.
2030-09-25
e. Coupon or yield.
6.183490
f. The principal amount, to the nearest cent.
$350,000.00
g. Value of collateral, to the nearest cent.
$7,797.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EARTHSTONE ENERGY HLDGS LLC SR GLBL 144A 27
c. LEI (if available).
549300HGVO86L8G72J25
d. Maturity date.
2027-04-15
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$49,541.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DILLARDS INC SR GLBL NT 27
c. LEI (if available).
529900FGYKMWL6019P91
d. Maturity date.
2027-05-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$62,856.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DRIVE AUTO REC TR 2021-3 D 20290615 1.9
d. Maturity date.
2029-06-15
e. Coupon or yield.
1.940000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,796.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DT AUTO OWNER TRUST 2021-3A E 20280915 2.6
d. Maturity date.
2028-09-15
e. Coupon or yield.
2.650000
f. The principal amount, to the nearest cent.
$2,200,000.00
g. Value of collateral, to the nearest cent.
$1,945,589.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COSAN LUXEMBOURG S A SR 144A NT7.5%30
c. LEI (if available).
222100ZY943WERK7RZ38
d. Maturity date.
2030-06-27
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$567,000.00
g. Value of collateral, to the nearest cent.
$572,292.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COTY INC SR SEC GLBL 30
d. Maturity date.
2030-07-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$207,000.00
g. Value of collateral, to the nearest cent.
$208,515.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONSENSUS CLOUD SOLUTIONS INC SR GLBL 144A 26
d. Maturity date.
2026-10-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$37,501.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CTZNS AUTO RECEIVABLES TR 2023 A-2-A 20260715 6.1
d. Maturity date.
2026-07-15
e. Coupon or yield.
6.130000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$200,805.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT25
d. Maturity date.
2025-07-23
e. Coupon or yield.
4.908000
f. The principal amount, to the nearest cent.
$1,599,000.00
g. Value of collateral, to the nearest cent.
$1,570,554.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CPS AT REC TR 2022-D E 20300617 12.
d. Maturity date.
2030-06-17
e. Coupon or yield.
12.120000
f. The principal amount, to the nearest cent.
$19,956,000.00
g. Value of collateral, to the nearest cent.
$21,113,441.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRUCTURED ASSET SECS 2007-WF2 A4 20370825 FLT
d. Maturity date.
2037-08-25
e. Coupon or yield.
6.462470
f. The principal amount, to the nearest cent.
$3,122,000.00
g. Value of collateral, to the nearest cent.
$3,054,252.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONEMAIN FIN CORP 6.875%25
c. LEI (if available).
5493008I795YYBFWFU90
d. Maturity date.
2025-03-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$698,000.00
g. Value of collateral, to the nearest cent.
$711,221.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONEMAIN FIN CORP SR GLBL NT 26
c. LEI (if available).
5493008I795YYBFWFU90
d. Maturity date.
2026-03-15
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$55,000.00
g. Value of collateral, to the nearest cent.
$55,902.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHUTTERFLY FIN LLC SR SEC GLBL 27
d. Maturity date.
2027-10-01
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$9,003.00
g. Value of collateral, to the nearest cent.
$5,917.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHUTTERFLY FIN LLC SR SEC GLBL 27
d. Maturity date.
2027-10-01
e. Coupon or yield.
9.750000
f. The principal amount, to the nearest cent.
$97,325.00
g. Value of collateral, to the nearest cent.
$98,218.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCRIPPS E W CO OHIO SR GLBL 144A 27
d. Maturity date.
2027-07-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$1,320,000.00
g. Value of collateral, to the nearest cent.
$1,094,611.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSMC 2019-ICE4 D 20360515 FLT
d. Maturity date.
2036-05-15
e. Coupon or yield.
6.869010
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$694,777.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THE CIGNA GROUP GLBL NT 3.5%24
c. LEI (if available).
549300VIWYMSIGT1U456
d. Maturity date.
2024-06-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,958.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLNY TRUST 2019-IKPR C 20381115 FLT
d. Maturity date.
2038-11-15
e. Coupon or yield.
7.012480
f. The principal amount, to the nearest cent.
$2,020,000.00
g. Value of collateral, to the nearest cent.
$1,899,560.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMM MTG TR 2013-CCRE6 B 20460312 3.3
d. Maturity date.
2046-03-12
e. Coupon or yield.
3.397000
f. The principal amount, to the nearest cent.
$1,500.00
g. Value of collateral, to the nearest cent.
$592.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRASKEM AMERICA FINANCE CO SR GLBL 144A 41
c. LEI (if available).
254900QMQAJ26H49CL75
d. Maturity date.
2041-07-22
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$580,418.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENCHMARK MTG TR 2021-B31 A-1 20541217 1.3
d. Maturity date.
2054-12-17
e. Coupon or yield.
1.357000
f. The principal amount, to the nearest cent.
$1,167,000.00
g. Value of collateral, to the nearest cent.
$793,186.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK5 2023-5YR1 D 20560417 4.0
d. Maturity date.
2056-04-17
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$4,892,596.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO VOTORANTIM SA FR 4.5%092424
c. LEI (if available).
X2EUTZGMHS8RBQFIUS93
d. Maturity date.
2024-09-24
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,275,000.00
g. Value of collateral, to the nearest cent.
$2,264,193.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO INTERNATIONAL DEL PERU SUB GLBL 144A 30
c. LEI (if available).
5493001TRCGXJLRLHN14
d. Maturity date.
2030-07-08
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,050,000.00
g. Value of collateral, to the nearest cent.
$1,888,448.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANISTMO SA SR GLBL 144A 27
c. LEI (if available).
549300E94AMW3HSSMU17
d. Maturity date.
2027-07-31
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$1,275,000.00
g. Value of collateral, to the nearest cent.
$1,173,688.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TR 2019-IMC D 20340417 FLT
d. Maturity date.
2034-04-17
e. Coupon or yield.
7.236480
f. The principal amount, to the nearest cent.
$2,800,000.00
g. Value of collateral, to the nearest cent.
$2,751,955.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TRUST 2021-ACNT C 20381115 FLT
d. Maturity date.
2038-11-15
e. Coupon or yield.
6.836480
f. The principal amount, to the nearest cent.
$1,750,000.00
g. Value of collateral, to the nearest cent.
$1,709,213.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TR 2022-VAMF C 20390118 FLT
d. Maturity date.
2039-01-18
e. Coupon or yield.
6.801640
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$58,525.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TR 2022-VAMF D 20390118 FLT
d. Maturity date.
2039-01-18
e. Coupon or yield.
7.101640
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$1,455,819.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BNSF RAILWAY CO 2006-1 2006-1 20240115 5.7
d. Maturity date.
2024-01-15
e. Coupon or yield.
5.720000
f. The principal amount, to the nearest cent.
$370,000.00
g. Value of collateral, to the nearest cent.
$11,382.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28
d. Maturity date.
2028-02-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$15,593,000.00
g. Value of collateral, to the nearest cent.
$16,176,931.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NCL CORP LTD SR GLBL 144A 26
c. LEI (if available).
UNZWILHE4KMRP9K2L524
d. Maturity date.
2026-03-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$84,000.00
g. Value of collateral, to the nearest cent.
$81,079.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OUTFRONT MEDIA CAP / OUTFRONT SR GLBL 144A 29
d. Maturity date.
2029-01-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$13,000.00
g. Value of collateral, to the nearest cent.
$10,964.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSMC 2020-FACT D 20371015 FLT
d. Maturity date.
2037-10-15
e. Coupon or yield.
9.046480
f. The principal amount, to the nearest cent.
$4,913,000.00
g. Value of collateral, to the nearest cent.
$4,554,933.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CNX RES CORP SR 144A NT 31
c. LEI (if available).
549300JK3KH8PWM3B226
d. Maturity date.
2031-01-15
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$155,000.00
g. Value of collateral, to the nearest cent.
$153,917.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SECURITIZATION TR 2022-4 B-2 20670425 FLT
d. Maturity date.
2067-04-25
e. Coupon or yield.
4.709460
f. The principal amount, to the nearest cent.
$1,286,000.00
g. Value of collateral, to the nearest cent.
$936,064.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
URSA RE II LIMITED EXT GLBL 144A 27
d. Maturity date.
2027-12-07
e. Coupon or yield.
11.682200
f. The principal amount, to the nearest cent.
$1,425,000.00
g. Value of collateral, to the nearest cent.
$1,448,090.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT31
c. LEI (if available).
549300GKHS6RS20NLH85
d. Maturity date.
2031-08-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$6,589,000.00
g. Value of collateral, to the nearest cent.
$5,698,765.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED RENTALS NORTH AMER INC SR GLBL NT 30
c. LEI (if available).
NGIZXNT70J2LYT3FBI09
d. Maturity date.
2030-01-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$47,673.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITI GROUP LP / UNITI FIBER/ SR GLBL 144A 30
d. Maturity date.
2030-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,462,000.00
g. Value of collateral, to the nearest cent.
$1,619,175.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITI GROUP LP / UNITI FIBER/ SR GLBL 144A 29
d. Maturity date.
2029-02-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$16,113,000.00
g. Value of collateral, to the nearest cent.
$11,534,687.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD PT MTG TR 2018-1 A2 20580125 FLT
d. Maturity date.
2058-01-25
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$102,019.00
g. Value of collateral, to the nearest cent.
$94,439.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD PT MTG TR 2018-6 A1B 20580325 FLT
d. Maturity date.
2058-03-25
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$103,812.00
g. Value of collateral, to the nearest cent.
$95,198.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2019-HY2 A1 20580528 FLT
d. Maturity date.
2058-05-28
e. Coupon or yield.
6.412470
f. The principal amount, to the nearest cent.
$109,200.00
g. Value of collateral, to the nearest cent.
$23,949.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSDIGM INC 6.25%26
c. LEI (if available).
88Q84GB3X55CF5OC7582
d. Maturity date.
2026-03-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$417,000.00
g. Value of collateral, to the nearest cent.
$424,156.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEVA PHARMACEUTICAL FIN LLC SR NT 6.15%36
c. LEI (if available).
5493006PITD7MU7WW480
d. Maturity date.
2036-02-01
e. Coupon or yield.
6.150000
f. The principal amount, to the nearest cent.
$152,000.00
g. Value of collateral, to the nearest cent.
$142,633.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD PT MTG TR 2016-5 M2 20561025 FLT
d. Maturity date.
2056-10-25
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$142,000.00
g. Value of collateral, to the nearest cent.
$126,528.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD PT MTG TR 2017-1 B1 20561025 FLT
d. Maturity date.
2056-10-25
e. Coupon or yield.
3.834600
f. The principal amount, to the nearest cent.
$101,215.00
g. Value of collateral, to the nearest cent.
$88,315.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KENBOURNE INVEST S.A. SR GLBL 144A 24
c. LEI (if available).
222100QGH6Y9KFYZ4B27
d. Maturity date.
2024-11-26
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$3,127,000.00
g. Value of collateral, to the nearest cent.
$2,783,881.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG TR 2016-5 B-2 20461225 FLT
d. Maturity date.
2046-12-25
e. Coupon or yield.
6.674450
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$57,344.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOME EQUITY MTG INDS 2006-2B A 20361025 FLT
d. Maturity date.
2036-10-25
e. Coupon or yield.
5.752470
f. The principal amount, to the nearest cent.
$309,000.00
g. Value of collateral, to the nearest cent.
$12,070.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENVIRI CORP SR GLBL 144A 27
c. LEI (if available).
KAO98FK89NPNNPQGUZ43
d. Maturity date.
2027-07-31
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$977,000.00
g. Value of collateral, to the nearest cent.
$840,268.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HESTIA RE LTD CL 144A 144A 25
c. LEI (if available).
549300QRKQ1ZKOXEMZ38
d. Maturity date.
2025-04-22
e. Coupon or yield.
14.872000
f. The principal amount, to the nearest cent.
$1,100,000.00
g. Value of collateral, to the nearest cent.
$988,680.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HIGHER EDUCATION FDG I 2004-1 1A-12 20440101 FLT
c. LEI (if available).
635400EWI7RHQRLFJW85
d. Maturity date.
2044-01-01
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$184,495.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GUITAR CTR ESCROW II INC SR SEC GLBL 26
d. Maturity date.
2026-01-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$918,777.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOODYEAR TIRE & RUBR CO SR GLBL NT 7%28
c. LEI (if available).
5493002BI0S2ZQUY3437
d. Maturity date.
2028-03-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$114,000.00
g. Value of collateral, to the nearest cent.
$118,202.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREAT WOLF TRUST 2019-WOLF C 20361215 FLT
d. Maturity date.
2036-12-15
e. Coupon or yield.
6.969480
f. The principal amount, to the nearest cent.
$27,588,000.00
g. Value of collateral, to the nearest cent.
$27,266,642.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL AIRCRAFT LEASING CO LTD SR GLBL PIK 24
d. Maturity date.
2024-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,897,000.00
g. Value of collateral, to the nearest cent.
$1,835,167.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS CAP III PERP JR SB GLBL
d. Maturity date.
2043-09-01
e. Coupon or yield.
6.266000
f. The principal amount, to the nearest cent.
$2,201,000.00
g. Value of collateral, to the nearest cent.
$1,662,730.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC PERP JR SB -P NT
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2099-12-31
e. Coupon or yield.
8.210860
f. The principal amount, to the nearest cent.
$360,000.00
g. Value of collateral, to the nearest cent.
$365,840.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL ELECTRIC CO PERP JR SB GLBL
c. LEI (if available).
3C7474T6CDKPR9K6YT90
d. Maturity date.
2099-12-31
e. Coupon or yield.
8.882000
f. The principal amount, to the nearest cent.
$8,249,000.00
g. Value of collateral, to the nearest cent.
$8,340,557.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CEMEX SA EURO MTN BE 144A SR GLBL REGS 31
c. LEI (if available).
549300RIG2CXWN6IV731
d. Maturity date.
2031-07-11
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$407,000.00
g. Value of collateral, to the nearest cent.
$351,922.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO GNB SUDAMERIS S A LW TIER II 27
c. LEI (if available).
549300SO7QUETMQD9D84
d. Maturity date.
2027-04-03
e. Coupon or yield.
7.051000
f. The principal amount, to the nearest cent.
$2,147,000.00
g. Value of collateral, to the nearest cent.
$2,086,917.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STAN CAP I TR 2019-PLND C 20360515 FLT
d. Maturity date.
2036-05-15
e. Coupon or yield.
6.836480
f. The principal amount, to the nearest cent.
$4,500,000.00
g. Value of collateral, to the nearest cent.
$3,901,695.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAUSER PACKAGING SOLUTIONS HLD SR SEC 144A NT26
c. LEI (if available).
549300DNGHXL0OMHW304
d. Maturity date.
2026-08-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$36,000.00
g. Value of collateral, to the nearest cent.
$37,145.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MELLO MTG CAP ACCEP 2021-INV4 B-1 20511226 FLT
d. Maturity date.
2051-12-26
e. Coupon or yield.
3.204920
f. The principal amount, to the nearest cent.
$307,000.00
g. Value of collateral, to the nearest cent.
$231,766.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARRIOTT OWNERSHIP RESORTS INC SR GLBL NT 28
c. LEI (if available).
BW4532OH033VURR0IT68
d. Maturity date.
2028-01-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$35,051.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATTERHORN RE LTD SR SEC GLBL 24
c. LEI (if available).
549300QRZ77PO1BYWT39
d. Maturity date.
2024-01-08
e. Coupon or yield.
10.372200
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$660,840.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MSCI INC SR GLBL 144A 30
c. LEI (if available).
549300HTIN2PD78UB763
d. Maturity date.
2030-09-01
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$86,000.00
g. Value of collateral, to the nearest cent.
$76,542.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MRCD 2019-PARK MORTGAGE TRUST A 20361215 2.7
d. Maturity date.
2036-12-15
e. Coupon or yield.
2.717520
f. The principal amount, to the nearest cent.
$14,000.00
g. Value of collateral, to the nearest cent.
$12,905.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MRCD 2019-PARK MORTGAGE TRUST D 20361215 2.7
d. Maturity date.
2036-12-15
e. Coupon or yield.
2.717520
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$440,491.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M & T BK CORP ALT TIER I PERP
c. LEI (if available).
549300WYXDDBYRASEG81
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$95,000.00
g. Value of collateral, to the nearest cent.
$85,025.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MGIC INVT CORP WIS SR GLBL NT 28
c. LEI (if available).
254900S8483WM4M98R28
d. Maturity date.
2028-08-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$456,000.00
g. Value of collateral, to the nearest cent.
$444,736.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALCATEL-LUCENT USA INC SR GLBL DEB 29
c. LEI (if available).
529900BF8WCYOHYGIJ13
d. Maturity date.
2029-03-15
e. Coupon or yield.
6.450000
f. The principal amount, to the nearest cent.
$36,000.00
g. Value of collateral, to the nearest cent.
$35,905.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BATH & BODY WORKS INC SR GLBL NT 36
c. LEI (if available).
GR3KVMWVCR54YWQNXU90
d. Maturity date.
2036-07-01
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$831,000.00
g. Value of collateral, to the nearest cent.
$756,878.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG TR 2020-8 A-15 20510325 FLT
d. Maturity date.
2051-03-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,375,000.00
g. Value of collateral, to the nearest cent.
$1,598,928.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BBVA BANCO CONTL LW TIER II 29
c. LEI (if available).
549300H1JNU0HLNFU552
d. Maturity date.
2029-09-22
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$649,000.00
g. Value of collateral, to the nearest cent.
$644,727.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BBVA MEXICO SA INSTITUCION DE LW TIER II 33
c. LEI (if available).
549300WIWQK5Q9MCUN92
d. Maturity date.
2033-01-18
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$2,962,000.00
g. Value of collateral, to the nearest cent.
$2,576,201.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KENBOURNE INVEST S.A. SR GLBL REGS 24
c. LEI (if available).
222100QGH6Y9KFYZ4B27
d. Maturity date.
2024-11-26
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$4,585,000.00
g. Value of collateral, to the nearest cent.
$4,081,898.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SURA ASSET MANAGEMENT SA SR REGS NT 24
c. LEI (if available).
549300013ETMS1C0EA22
d. Maturity date.
2024-04-17
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$272,000.00
g. Value of collateral, to the nearest cent.
$271,792.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DAVIVIENDA SA ALT TIER I PERP
c. LEI (if available).
549300P161V4IPKAQS70
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.650000
f. The principal amount, to the nearest cent.
$675,000.00
g. Value of collateral, to the nearest cent.
$538,719.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KLABIN AUSTRIA GMBH SR GLBL REGS 31
c. LEI (if available).
984500578YEA8DD41B09
d. Maturity date.
2031-01-12
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$6,306,000.00
g. Value of collateral, to the nearest cent.
$5,128,795.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NISSAN MOTOR CO LTD SR GLBL REGS 25
c. LEI (if available).
353800DRBDH1LUTNAY26
d. Maturity date.
2025-09-17
e. Coupon or yield.
3.522000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$191,128.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KLABIN AUSTRIA GMBH SR GLBL REGS 29
c. LEI (if available).
984500578YEA8DD41B09
d. Maturity date.
2029-04-03
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$300,308.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XHR LP SR SEC GLBL 25
c. LEI (if available).
549300M88BPT83ZL2164
d. Maturity date.
2025-08-15
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$62,000.00
g. Value of collateral, to the nearest cent.
$62,810.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WESTERN ALLIANCE BANCORP LW TIER II 31
c. LEI (if available).
5493003VJXZ5JXT9S762
d. Maturity date.
2031-06-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$580,000.00
g. Value of collateral, to the nearest cent.
$478,983.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WILLIAMS SCOTSMAN INTL INC SR SEC GLBL 28
c. LEI (if available).
549300V3TCHCBOBTGH07
d. Maturity date.
2028-08-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$23,514.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO COML TR 2016-C36 C 20591118 FLT
c. LEI (if available).
549300BSYX29G4VVM177
d. Maturity date.
2059-11-18
e. Coupon or yield.
4.119460
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$4,778,731.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO COML TR 2017-RC1 D 20600116 3.2
d. Maturity date.
2060-01-16
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$1,400,000.00
g. Value of collateral, to the nearest cent.
$972,021.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICTORS MERGER CORPORATION SR 144A NT 29
d. Maturity date.
2029-05-15
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$255,000.00
g. Value of collateral, to the nearest cent.
$187,031.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VISTA POINT SEC TR 2020-2 M-1 20650425 FLT
d. Maturity date.
2065-04-25
e. Coupon or yield.
3.401000
f. The principal amount, to the nearest cent.
$3,595,000.00
g. Value of collateral, to the nearest cent.
$3,054,567.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PPTYS INC SR GLBL 144A 27
d. Maturity date.
2027-02-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$549,000.00
g. Value of collateral, to the nearest cent.
$516,192.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POST HLDGS INC SR GLBL 144A 29
c. LEI (if available).
JM1I5YUAURL6DC8N1468
d. Maturity date.
2029-12-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,126,000.00
g. Value of collateral, to the nearest cent.
$1,054,879.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRESIDIO HLDGS INC SR SEC 144A NT28
d. Maturity date.
2028-02-01
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$253,250.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 50
c. LEI (if available).
549300FNENFFSMO3GT38
d. Maturity date.
2050-06-03
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$36,000.00
g. Value of collateral, to the nearest cent.
$33,087.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS SR NT 4.875%24
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2024-01-18
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$72,000.00
g. Value of collateral, to the nearest cent.
$71,299.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS GLBL NT 6.49%27
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2027-01-23
e. Coupon or yield.
6.490000
f. The principal amount, to the nearest cent.
$91,000.00
g. Value of collateral, to the nearest cent.
$81,294.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW RESI MTG TR 2018-RPL1 A-1 20571225 FLT
d. Maturity date.
2057-12-25
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$104,115.00
g. Value of collateral, to the nearest cent.
$26,481.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEWELL BRANDS INC SR GLBL NT 25
c. LEI (if available).
549300LWGYFM1TVO1Z12
d. Maturity date.
2025-06-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$33,085.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NELNET STUDENT LN TR 2021-D D 20620420 4.3
d. Maturity date.
2062-04-20
e. Coupon or yield.
4.380000
f. The principal amount, to the nearest cent.
$401,000.00
g. Value of collateral, to the nearest cent.
$318,268.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY CAP I 2014-150E A 20320913 3.9
d. Maturity date.
2032-09-13
e. Coupon or yield.
3.912000
f. The principal amount, to the nearest cent.
$280,000.00
g. Value of collateral, to the nearest cent.
$217,138.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY CAP I 2018-BOP B 20330815 FLT
d. Maturity date.
2033-08-15
e. Coupon or yield.
6.519000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$14,740.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MURPHY OIL CORP CR SEN SR NT 42
c. LEI (if available).
QBKYQD0ODE7DC7PDIN91
d. Maturity date.
2042-12-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,243.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NCR CORP NEW SR GLBL 144A 29
c. LEI (if available).
549300YKTY8JX1DV2R67
d. Maturity date.
2029-09-01
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$4,040,000.00
g. Value of collateral, to the nearest cent.
$4,209,360.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MILL CITY MTG LN TR 2017-1 B3 20581125 FLT
d. Maturity date.
2058-11-25
e. Coupon or yield.
3.928480
f. The principal amount, to the nearest cent.
$318,000.00
g. Value of collateral, to the nearest cent.
$245,601.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VOLCAN COMPANIA MINERA S A A SR GLBL REGS 26
c. LEI (if available).
549300XKJ91C4SZLG750
d. Maturity date.
2026-02-11
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$572,000.00
g. Value of collateral, to the nearest cent.
$423,982.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REGAL REXNORD CORPORATION CR SEN SR GLBL30
c. LEI (if available).
QH78R09VCJGQKPBPYU33
d. Maturity date.
2030-02-15
e. Coupon or yield.
6.300000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$103,085.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMPRESA NACIONAL DEL PETROLEO SR GLBL REGS 26
c. LEI (if available).
549300YP3P0JZBLIV197
d. Maturity date.
2026-08-05
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$1,184,000.00
g. Value of collateral, to the nearest cent.
$1,138,876.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRUPO POSADAS SAB DE CV SR GLBL STEP 27
c. LEI (if available).
529900NRFIXN5G8NUX35
d. Maturity date.
2027-12-30
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$259,250.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AVIS BUDGET RENTAL FD 2019-3 C 20260320 3.1
c. LEI (if available).
IHXLB8SL0QWSSG2VG640
d. Maturity date.
2026-03-20
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$273,000.00
g. Value of collateral, to the nearest cent.
$256,674.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BBCMS TR 2018-BXH D 20371015 FLT
d. Maturity date.
2037-10-15
e. Coupon or yield.
7.268640
f. The principal amount, to the nearest cent.
$13,000.00
g. Value of collateral, to the nearest cent.
$12,519.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAMLL COML MTG TR 2019-BPR A-NM 20321105 3.1
d. Maturity date.
2032-11-05
e. Coupon or yield.
3.112000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,538,546.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAMLL COML MTG TR 2019-BPR A-MP 20321105 3.2
d. Maturity date.
2032-11-05
e. Coupon or yield.
3.287000
f. The principal amount, to the nearest cent.
$450,000.00
g. Value of collateral, to the nearest cent.
$414,299.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BBCMS MTG TR 2020-BID B 20371015 FLT
d. Maturity date.
2037-10-15
e. Coupon or yield.
7.876480
f. The principal amount, to the nearest cent.
$6,730,000.00
g. Value of collateral, to the nearest cent.
$6,304,547.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATHILON CAP CORP FLT 144A NT 45
c. LEI (if available).
549300XIGP6JVM4PWT59
d. Maturity date.
2045-02-03
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$958,195.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATRIUM HOTEL PORT TR 2018-ATRM D 20350615 FLT
d. Maturity date.
2035-06-15
e. Coupon or yield.
7.819000
f. The principal amount, to the nearest cent.
$3,204,000.00
g. Value of collateral, to the nearest cent.
$3,086,125.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AUTOPISTAS METROPOLITANAS DE SR SEC GLBL 35
c. LEI (if available).
549300RP81L6HQ03CD68
d. Maturity date.
2035-06-30
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$80,893.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASCENT RES UTICA HLDGS LLC / A SR 144A NT 7%26
d. Maturity date.
2026-11-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,800,000.00
g. Value of collateral, to the nearest cent.
$2,788,072.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27
d. Maturity date.
2027-11-01
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$17,646,000.00
g. Value of collateral, to the nearest cent.
$22,415,007.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 28
d. Maturity date.
2028-12-31
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$2,474,000.00
g. Value of collateral, to the nearest cent.
$2,562,445.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMSTED INDS INC SR GLBL 144A 30
c. LEI (if available).
N2VLGYMEEBIU3PFSUY86
d. Maturity date.
2030-05-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$210,000.00
g. Value of collateral, to the nearest cent.
$188,950.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APA CORPORATION SR GLBL NT 49
c. LEI (if available).
72ZZ1XRHOOU9P9X16K08
d. Maturity date.
2049-07-01
e. Coupon or yield.
5.350000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$32,926.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OIL & GAS HLDG CO B S C FR 7.5%102527
c. LEI (if available).
549300OBH16L6TS6IW50
d. Maturity date.
2027-10-25
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$690,000.00
g. Value of collateral, to the nearest cent.
$714,813.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT 45
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2045-06-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$38,893.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT 31
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2031-09-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$54,000.00
g. Value of collateral, to the nearest cent.
$62,172.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT4.5%44
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2044-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$96,000.00
g. Value of collateral, to the nearest cent.
$71,800.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT6.6%46
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2046-03-15
e. Coupon or yield.
6.600000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$79,982.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCEANEERING INTL INC SR GLBL NT 6%28
c. LEI (if available).
549300L6PH74701W0R30
d. Maturity date.
2028-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$140,000.00
g. Value of collateral, to the nearest cent.
$136,931.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOVASTAR MTG FDG TR 2007-2 A-2B 20370925 FLT
d. Maturity date.
2037-09-25
e. Coupon or yield.
5.572470
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$179,995.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NISSAN MTR ACCEP CO LLC FR 2%030926
c. LEI (if available).
7D6DIU2QXTUJRFNNJA49
d. Maturity date.
2026-03-09
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$3,035,000.00
g. Value of collateral, to the nearest cent.
$2,726,397.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NISSAN MOTOR CO LTD SR GLBL 144A 30
c. LEI (if available).
353800DRBDH1LUTNAY26
d. Maturity date.
2030-09-17
e. Coupon or yield.
4.810000
f. The principal amount, to the nearest cent.
$2,598,000.00
g. Value of collateral, to the nearest cent.
$2,381,769.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOKIA CORP SR GLBL NT 27
c. LEI (if available).
549300A0JPRWG1KI7U06
d. Maturity date.
2027-06-12
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$669,000.00
g. Value of collateral, to the nearest cent.
$634,502.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OFFICE PPTYS INCOME TR SR NT 4.5%25
d. Maturity date.
2025-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$12,163,000.00
g. Value of collateral, to the nearest cent.
$10,897,318.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANDERS RE II LTD SR SEC-A 144A 25
c. LEI (if available).
254900VRQU0N0MF3CT92
d. Maturity date.
2025-04-07
e. Coupon or yield.
8.621950
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$719,252.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SLM PRIVATE ST LN TR 2003-C A-3 20320915 FLT
c. LEI (if available).
549300IQIXBXDNPLSE92
d. Maturity date.
2032-09-15
e. Coupon or yield.
0.010000
f. The principal amount, to the nearest cent.
$380,000.00
g. Value of collateral, to the nearest cent.
$380,392.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCKCLIFF ENERGY II LLC SR 144A NT5.5%29
c. LEI (if available).
5493007AZNVKZ5HEMT23
d. Maturity date.
2029-10-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,353.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS RES TR 2021-SFR11 G 20410117 4.6
d. Maturity date.
2041-01-17
e. Coupon or yield.
4.687000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,413,010.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMCC COML MTG SEC TR 2017-JP5 A-S 20500317 FLT
d. Maturity date.
2050-03-17
e. Coupon or yield.
3.875600
f. The principal amount, to the nearest cent.
$11,866.00
g. Value of collateral, to the nearest cent.
$10,928.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG TR 2019-9 B-2-A 20500525 FLT
d. Maturity date.
2050-05-25
e. Coupon or yield.
3.408420
f. The principal amount, to the nearest cent.
$2,776,656.00
g. Value of collateral, to the nearest cent.
$2,156,727.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MRGN CHASE COM TR 2020-NNN A-FX 20370116 2.8
d. Maturity date.
2037-01-16
e. Coupon or yield.
2.812300
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$89,449.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MG COML MORTG SEC TR 22-ACB B 20370316 FLT
d. Maturity date.
2037-03-16
e. Coupon or yield.
6.867940
f. The principal amount, to the nearest cent.
$1,900,000.00
g. Value of collateral, to the nearest cent.
$1,862,893.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MRGN CHASE COM TR 2022-NLP D 20370415 FLT
d. Maturity date.
2037-04-15
e. Coupon or yield.
7.388040
f. The principal amount, to the nearest cent.
$18,000,000.00
g. Value of collateral, to the nearest cent.
$16,349,178.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMBB COML MTG SEC TR 2015-C28 A-SB 20481019 3.0
d. Maturity date.
2048-10-19
e. Coupon or yield.
3.042000
f. The principal amount, to the nearest cent.
$2,249,999.00
g. Value of collateral, to the nearest cent.
$631,956.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTELLIGENT PACKAGING HOLDCO I SR GLBL PIK 26
d. Maturity date.
2026-01-15
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$160,560.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ICAHN ENTERPRISES LP/CORP SR GLBL NT 29
d. Maturity date.
2029-02-01
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$1,031,000.00
g. Value of collateral, to the nearest cent.
$855,374.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INGLES MKTS INC SR GLBL 144A 31
c. LEI (if available).
549300XH5RYBMYP8TF26
d. Maturity date.
2031-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$206,000.00
g. Value of collateral, to the nearest cent.
$174,618.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTELSAT JACKSON HLDGS LTD SR SEC 144A NT30
c. LEI (if available).
8XJ8KF85PBKK1TLMFN29
d. Maturity date.
2030-03-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,047,000.00
g. Value of collateral, to the nearest cent.
$981,850.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUDSONS BAY JV TR 2015-HBS A-7 20340807 3.9
d. Maturity date.
2034-08-07
e. Coupon or yield.
3.914100
f. The principal amount, to the nearest cent.
$560,000.00
g. Value of collateral, to the nearest cent.
$491,235.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ICG US CLO 2014-2RR E-RR 20310115 FLT
c. LEI (if available).
635400O9MVLOIBCDSR77
d. Maturity date.
2031-01-15
e. Coupon or yield.
10.769600
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,425,556.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30
d. Maturity date.
2030-04-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$69,469.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIRCASTLE LTD PERP JR 144A NT
c. LEI (if available).
549300PNK8AKY3OIKP58
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$1,788,000.00
g. Value of collateral, to the nearest cent.
$1,380,778.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALBERTSONS COS INC / SAFEWAY I 7.5%26
d. Maturity date.
2026-03-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$366,000.00
g. Value of collateral, to the nearest cent.
$383,075.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLY FINL INC ALT TIER I PERP
c. LEI (if available).
549300JBN1OSM8YNAI90
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$43,000.00
g. Value of collateral, to the nearest cent.
$30,419.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN EXPRESS CO ALT TIER I PERP
c. LEI (if available).
R4PP93JZOLY261QX3811
d. Maturity date.
2079-12-31
e. Coupon or yield.
3.550000
f. The principal amount, to the nearest cent.
$532,000.00
g. Value of collateral, to the nearest cent.
$447,335.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN NEWS CO LLC SR SEC GLBL 26
d. Maturity date.
2026-09-01
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$38,747,904.00
g. Value of collateral, to the nearest cent.
$45,279,509.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMBAC ASSURANCE CORP PERP SR SEC 144A
c. LEI (if available).
549300RYYRVPPB8NC636
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.100000
f. The principal amount, to the nearest cent.
$74,986,752.00
g. Value of collateral, to the nearest cent.
$80,661,166.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMER AIRLINES PT TR 2016-1 B 20250715 5.2
d. Maturity date.
2025-07-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$29,000.00
g. Value of collateral, to the nearest cent.
$12,292.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN AIRLINES SR SEC GLBL 28
c. LEI (if available).
IWUQB36BXD6OWD6X4T14
d. Maturity date.
2028-02-15
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$634,000.00
g. Value of collateral, to the nearest cent.
$649,698.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL PARTNERS LP SR GLBL NT 29
d. Maturity date.
2029-01-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$105,000.00
g. Value of collateral, to the nearest cent.
$98,246.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GARTNER INC SR GLBL 144A 30
c. LEI (if available).
PP55B5R38BFB8O8HH686
d. Maturity date.
2030-10-01
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$3,373,000.00
g. Value of collateral, to the nearest cent.
$2,987,499.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GMACM HEQ LN TR 2005-HE3 A-2 20360225 FLT
d. Maturity date.
2036-02-25
e. Coupon or yield.
5.912470
f. The principal amount, to the nearest cent.
$25,879,000.00
g. Value of collateral, to the nearest cent.
$525,120.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29
d. Maturity date.
2029-11-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$2,683.00
g. Value of collateral, to the nearest cent.
$2,002.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL 31
d. Maturity date.
2031-03-15
e. Coupon or yield.
8.625000
f. The principal amount, to the nearest cent.
$16,062,000.00
g. Value of collateral, to the nearest cent.
$15,869,905.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GCAT 2020-NQM2 TRUST A-3 20650425 FLT
d. Maturity date.
2065-04-25
e. Coupon or yield.
2.935000
f. The principal amount, to the nearest cent.
$335,518.00
g. Value of collateral, to the nearest cent.
$71,393.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2022-DNA3 M-2 20420425 FLT
c. LEI (if available).
5493000IS4M3TZMRB410
d. Maturity date.
2042-04-25
e. Coupon or yield.
9.419010
f. The principal amount, to the nearest cent.
$17,350,000.00
g. Value of collateral, to the nearest cent.
$18,131,354.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2022-DNA4 M-2 20420527 FLT
c. LEI (if available).
5493000IS4CDPWRMWB65
d. Maturity date.
2042-05-27
e. Coupon or yield.
10.319000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$26,812,620.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREEDOM MORTGAGE CORPORATION SR 144A NT 24
c. LEI (if available).
549300LYRWPSYPK6S325
d. Maturity date.
2024-11-15
e. Coupon or yield.
8.125000
f. The principal amount, to the nearest cent.
$2,889,000.00
g. Value of collateral, to the nearest cent.
$2,923,416.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREEPORT MCMORAN INC SR NT 5.45%43
c. LEI (if available).
549300IRDTHJQ1PVET45
d. Maturity date.
2043-03-15
e. Coupon or yield.
5.450000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$85,371.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MTR CO DEL SR NT 4.75%43
c. LEI (if available).
20S05OYHG0MQM4VUIC57
d. Maturity date.
2043-01-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$1,410,000.00
g. Value of collateral, to the nearest cent.
$1,104,116.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC TR 2022-HAQ2 M-2 20420725 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-07-25
e. Coupon or yield.
11.069000
f. The principal amount, to the nearest cent.
$18,100,000.00
g. Value of collateral, to the nearest cent.
$19,852,891.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRSTENERGY TRANSMISSION LLC SR 144A NT 28
c. LEI (if available).
549300AINIIPOLYX2R63
d. Maturity date.
2028-09-15
e. Coupon or yield.
2.866000
f. The principal amount, to the nearest cent.
$2,550,000.00
g. Value of collateral, to the nearest cent.
$2,268,906.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTEGRIS ESCROWCORPORATION SR GLBL 144A 30
d. Maturity date.
2030-06-15
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$46,000.00
g. Value of collateral, to the nearest cent.
$44,336.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXETER ATMBL REC TR 2022-4 E 20300315 8.2
d. Maturity date.
2030-03-15
e. Coupon or yield.
8.230000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,908,533.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P PERP SUB GLBL -G
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2079-12-31
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$26,461,000.00
g. Value of collateral, to the nearest cent.
$23,617,015.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 30
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2030-04-29
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$332,000.00
g. Value of collateral, to the nearest cent.
$317,544.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 31
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2031-11-02
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$105,000.00
g. Value of collateral, to the nearest cent.
$84,405.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBARQ CORP SR GLBL NT 36
d. Maturity date.
2036-06-01
e. Coupon or yield.
7.995000
f. The principal amount, to the nearest cent.
$41,000.00
g. Value of collateral, to the nearest cent.
$24,121.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBRAER NETHERLANDS FIN SR GLBL NT 25
c. LEI (if available).
724500PBR8LR26XBSP67
d. Maturity date.
2025-06-15
e. Coupon or yield.
5.050000
f. The principal amount, to the nearest cent.
$65,000.00
g. Value of collateral, to the nearest cent.
$64,595.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 23
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2023-09-18
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$204,004.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR NT 7.375%43
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2043-09-18
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$1,246,000.00
g. Value of collateral, to the nearest cent.
$1,118,100.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 26
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2026-06-26
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$3,484,000.00
g. Value of collateral, to the nearest cent.
$3,365,148.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DANA INC SR GLBL NT4.5%32
c. LEI (if available).
KVWHW7YLZPFJM8QYNJ51
d. Maturity date.
2032-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$175,000.00
g. Value of collateral, to the nearest cent.
$149,745.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DEEPHAVEN RES MTG TR 2022-1 B-2 20670125 FLT
d. Maturity date.
2067-01-25
e. Coupon or yield.
4.281260
f. The principal amount, to the nearest cent.
$4,298,000.00
g. Value of collateral, to the nearest cent.
$2,756,899.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CUSHMAN & WAKEFIELD U S BRRWR SR SEC GLBL 28
c. LEI (if available).
549300870CMN3WI5IF97
d. Maturity date.
2028-05-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$2,967,000.00
g. Value of collateral, to the nearest cent.
$2,759,725.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DBGS MTG TR 2018-C1 E 20511017 FLT
d. Maturity date.
2051-10-17
e. Coupon or yield.
2.899200
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$2,356,149.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROCS INC SR GLBL 144A 29
c. LEI (if available).
549300B0J6YCXD63OG72
d. Maturity date.
2029-03-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$425,000.00
g. Value of collateral, to the nearest cent.
$367,189.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLEVELAND-CLIFFS INC NEW SR GLBL 144A 31
c. LEI (if available).
549300TM2WLI2BJMDD86
d. Maturity date.
2031-03-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$12,000.00
g. Value of collateral, to the nearest cent.
$10,870.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMSTOCK RES INC SR GLBL 144A 30
c. LEI (if available).
I03QQGEA4SS774AURI46
d. Maturity date.
2030-01-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$65,200.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONSTELLATION MERGER SUB INC 8.5%25
d. Maturity date.
2025-09-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$93,000.00
g. Value of collateral, to the nearest cent.
$80,176.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP SUB GLBL -D
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.786710
f. The principal amount, to the nearest cent.
$1,510,000.00
g. Value of collateral, to the nearest cent.
$1,538,378.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP -M NT 6.3%
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.300000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$18,768.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP -Z NT7.375%
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$9,094,000.00
g. Value of collateral, to the nearest cent.
$9,452,303.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT52
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$13,154.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT63
d. Maturity date.
2063-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$353,000.00
g. Value of collateral, to the nearest cent.
$288,762.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CINEMARK USA INC SR SEC GLBL 25
c. LEI (if available).
54930008H2137JSCPQ09
d. Maturity date.
2025-05-01
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$909,000.00
g. Value of collateral, to the nearest cent.
$937,974.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC NT5.75%48
d. Maturity date.
2048-04-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$7,990,000.00
g. Value of collateral, to the nearest cent.
$6,954,868.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC NT3.85%61
d. Maturity date.
2061-04-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$24,597.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAPE LOOKOUT RE LTD -A VR 144A NT 24
d. Maturity date.
2024-03-22
e. Coupon or yield.
9.072200
f. The principal amount, to the nearest cent.
$928,000.00
g. Value of collateral, to the nearest cent.
$903,511.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STANDARD INDS INC SR GLBL 144A 30
c. LEI (if available).
54930064UHXCIUWVI755
d. Maturity date.
2030-07-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$4,420,000.00
g. Value of collateral, to the nearest cent.
$3,843,032.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STAPLES INC SR SEC 144A NT26
c. LEI (if available).
XQM2JINI1UL7642TU573
d. Maturity date.
2026-04-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$5,390,000.00
g. Value of collateral, to the nearest cent.
$4,544,219.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOCIETE GENERALE ALT TIER I PERP
c. LEI (if available).
O2RNE8IBXP4R0TD8PU41
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.375000
f. The principal amount, to the nearest cent.
$644,000.00
g. Value of collateral, to the nearest cent.
$663,132.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIRIUS XM RADIO INC SR GLBL 144A 27
c. LEI (if available).
WP5O65E6BMU84LNO4227
d. Maturity date.
2027-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,065,000.00
g. Value of collateral, to the nearest cent.
$2,913,159.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEALED AIR CORP NEW SR GLBL 144A 25
c. LEI (if available).
Q0M0CZB4YN6JZ65WXI09
d. Maturity date.
2025-09-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$44,000.00
g. Value of collateral, to the nearest cent.
$44,314.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSMC 2019-NQM1 A-2 20591025 FLT
d. Maturity date.
2059-10-25
e. Coupon or yield.
2.860000
f. The principal amount, to the nearest cent.
$3,399,990.00
g. Value of collateral, to the nearest cent.
$1,072,700.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XPO INC SR DEB 6.7%34
d. Maturity date.
2034-05-01
e. Coupon or yield.
6.700000
f. The principal amount, to the nearest cent.
$44,000.00
g. Value of collateral, to the nearest cent.
$43,967.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLACK KITE RE LTD VAR 144A NT 25
d. Maturity date.
2025-06-09
e. Coupon or yield.
12.274600
f. The principal amount, to the nearest cent.
$1,950,000.00
g. Value of collateral, to the nearest cent.
$1,983,447.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOMBARDIER INC SR 144A NT 26
c. LEI (if available).
W7L3VLU8EHQY34Z36697
d. Maturity date.
2026-06-15
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$635,000.00
g. Value of collateral, to the nearest cent.
$632,488.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK 2019-BNK22 D 20621117 FLT
d. Maturity date.
2062-11-17
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$2,868,861.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENCHMARK MTG TR 2018-B6 A-4 20511012 FLT
d. Maturity date.
2051-10-12
e. Coupon or yield.
4.261000
f. The principal amount, to the nearest cent.
$13,240.00
g. Value of collateral, to the nearest cent.
$12,369.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENCHMARK MTG TR 2021-B23 B 20540218 2.0
d. Maturity date.
2054-02-18
e. Coupon or yield.
2.095000
f. The principal amount, to the nearest cent.
$1,050,000.00
g. Value of collateral, to the nearest cent.
$703,477.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENCHMARK MTG TR 2018-B7 D 20530516 3.0
d. Maturity date.
2053-05-16
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,769,000.00
g. Value of collateral, to the nearest cent.
$4,950,437.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENCHMARK MTG TR 2020-B19 A-5 20530917 FLT
d. Maturity date.
2053-09-17
e. Coupon or yield.
1.850000
f. The principal amount, to the nearest cent.
$1,174,000.00
g. Value of collateral, to the nearest cent.
$912,887.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX CM MTG 2021-VOLT C 20360915 FLT
d. Maturity date.
2036-09-15
e. Coupon or yield.
6.436120
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,589,434.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TR 2022-GPA D 20390815 FLT
d. Maturity date.
2039-08-15
e. Coupon or yield.
9.282640
f. The principal amount, to the nearest cent.
$38,000,000.00
g. Value of collateral, to the nearest cent.
$37,966,241.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BBCMS MTG TR 2020-BID D 20371015 FLT
d. Maturity date.
2037-10-15
e. Coupon or yield.
9.966480
f. The principal amount, to the nearest cent.
$3,435,000.00
g. Value of collateral, to the nearest cent.
$3,244,957.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIG CMRCL MRTG TR 2022-BIG C 20390215 FLT
d. Maturity date.
2039-02-15
e. Coupon or yield.
7.562040
f. The principal amount, to the nearest cent.
$5,832,000.00
g. Value of collateral, to the nearest cent.
$5,587,586.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BNP PARIBAS ALT TIER I PERP
c. LEI (if available).
R0MUWSFPU8MPRO8K5P83
d. Maturity date.
2049-12-31
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$745,000.00
g. Value of collateral, to the nearest cent.
$627,381.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BSREP COMM MTG TR 2021-DC C 20380816 FLT
d. Maturity date.
2038-08-16
e. Coupon or yield.
6.886480
f. The principal amount, to the nearest cent.
$8,159,000.00
g. Value of collateral, to the nearest cent.
$7,085,925.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSC HLDGS LLC SR GLBL 144A 30
c. LEI (if available).
3HG2WD2W22M120IUNG49
d. Maturity date.
2030-12-01
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$6,272,000.00
g. Value of collateral, to the nearest cent.
$3,210,438.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VENTURE CLO LTD 2018-35 E 20311022 FLT
c. LEI (if available).
549300NGP7BCR2JAC076
d. Maturity date.
2031-10-22
e. Coupon or yield.
11.807200
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$208,342.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TRUST 2021-2 B-1 20660225 FLT
d. Maturity date.
2066-02-25
e. Coupon or yield.
3.194000
f. The principal amount, to the nearest cent.
$1,390,000.00
g. Value of collateral, to the nearest cent.
$931,232.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SECURITIZATION TR 2022-2
d. Maturity date.
2067-02-25
e. Coupon or yield.
4.260000
f. The principal amount, to the nearest cent.
$233,648,000.00
g. Value of collateral, to the nearest cent.
$202,162,239.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNIVISION COMMUNICATIONS INC SR SEC GLBL 25
c. LEI (if available).
549300YQDE2JSGTL8V47
d. Maturity date.
2025-02-15
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$47,000.00
g. Value of collateral, to the nearest cent.
$47,236.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED RENTALS INC SR GLBL NT 31
c. LEI (if available).
NGIZXNT70J2LYT3FBI09
d. Maturity date.
2031-02-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$1,204,000.00
g. Value of collateral, to the nearest cent.
$1,056,941.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED WHOLESALE MORTGAGE LLC SR GLBL 144A 27
c. LEI (if available).
549300HW662MN1WU8550
d. Maturity date.
2027-06-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$17,878.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRIUMPH GROUP INC NEW SR GLBL NT 25
c. LEI (if available).
5493007L6S47Q14SL582
d. Maturity date.
2025-08-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$503,000.00
g. Value of collateral, to the nearest cent.
$503,355.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRIVIUM PACKAGING FIN B V SR GLBL 144A 27
c. LEI (if available).
724500GMZWW3PVYET548
d. Maturity date.
2027-08-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$412,000.00
g. Value of collateral, to the nearest cent.
$413,317.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRSTENERGY TRANSMISSION LLC SR 144A NT 44
c. LEI (if available).
549300AINIIPOLYX2R63
d. Maturity date.
2044-07-15
e. Coupon or yield.
5.450000
f. The principal amount, to the nearest cent.
$1,547,000.00
g. Value of collateral, to the nearest cent.
$1,430,823.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC NT 35
d. Maturity date.
2035-10-23
e. Coupon or yield.
6.384000
f. The principal amount, to the nearest cent.
$3,730,000.00
g. Value of collateral, to the nearest cent.
$3,710,561.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRONOX INC SR GLBL 144A 29
c. LEI (if available).
549300EPZ4YXC7E5P181
d. Maturity date.
2029-03-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$2,989,000.00
g. Value of collateral, to the nearest cent.
$2,528,132.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UBS GROUP AG ALT TIER I PERP
c. LEI (if available).
549300SZJ9VS8SGXAN81
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$454,451.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UBER TECHNOLOGIES INC SR GLBL 144A 29
c. LEI (if available).
549300B2FTG34FILDR98
d. Maturity date.
2029-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$449,000.00
g. Value of collateral, to the nearest cent.
$424,013.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED AIR LINES INC SR SEC GLBL 26
c. LEI (if available).
K1OQBWM7XEOO08LDNP29
d. Maturity date.
2026-04-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$275,000.00
g. Value of collateral, to the nearest cent.
$263,082.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2022-EBO1 A 20520125 FLT
d. Maturity date.
2052-01-25
e. Coupon or yield.
2.161000
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$19,994.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRAVEL PLUS LEISURE CO SR SEC GLBL 29
c. LEI (if available).
T4VNTWMFQ7JQB65L7T35
d. Maturity date.
2029-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$324,000.00
g. Value of collateral, to the nearest cent.
$281,070.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENET HEALTHCARE CORP SR SEC GLBL NT30
c. LEI (if available).
0W9AIBT6U6ADJ2I8HK17
d. Maturity date.
2030-01-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$594,000.00
g. Value of collateral, to the nearest cent.
$531,977.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TERWIN MTG TR 2006-4SL A-1 20370525 FLT
d. Maturity date.
2037-05-25
e. Coupon or yield.
0.085853
f. The principal amount, to the nearest cent.
$155,086,848.00
g. Value of collateral, to the nearest cent.
$2,786,161.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYNEOS HEALTH INC SR GLBL 144A 29
c. LEI (if available).
549300F1ZGKDS8P6GU13
d. Maturity date.
2029-01-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$811,000.00
g. Value of collateral, to the nearest cent.
$804,707.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TKC HOLDINGS INCORPORATED SR 144A NT 29
d. Maturity date.
2029-05-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$2,798,000.00
g. Value of collateral, to the nearest cent.
$2,160,522.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRK TR 2021-INV2 B-1 20561125 FLT
d. Maturity date.
2056-11-25
e. Coupon or yield.
4.104000
f. The principal amount, to the nearest cent.
$6,275,000.00
g. Value of collateral, to the nearest cent.
$4,272,239.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRK TR 2021-INV2 B-2 20561125 FLT
d. Maturity date.
2056-11-25
e. Coupon or yield.
4.421690
f. The principal amount, to the nearest cent.
$8,837,000.00
g. Value of collateral, to the nearest cent.
$5,791,493.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JAZZ SECURITIES DESIGNATED ACT SR SEC GLBL 29
c. LEI (if available).
6354009DV8VV7K6KOO02
d. Maturity date.
2029-01-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$2,973,000.00
g. Value of collateral, to the nearest cent.
$2,647,554.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JONES DESLAURIERS INS MGMT INC SR 144A NT 30
c. LEI (if available).
549300JQIWNFU00E5424
d. Maturity date.
2030-12-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$170,000.00
g. Value of collateral, to the nearest cent.
$170,584.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACCO BRANDS CORP SR GLBL 144A 29
c. LEI (if available).
JCT8P4Y190IH4I1NX328
d. Maturity date.
2029-03-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$64,742.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOME PART OF AMER TR 2022-1 E 20390419 5.5
d. Maturity date.
2039-04-19
e. Coupon or yield.
5.530000
f. The principal amount, to the nearest cent.
$65,572,000.00
g. Value of collateral, to the nearest cent.
$57,994,666.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HESS MIDSTREAM OPERATIONS LP SR GLBL 144A 30
d. Maturity date.
2030-10-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$93,923.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HIGHTOWER HOLDING LLC SR GLBL 144A 29
c. LEI (if available).
254900MKOSB7RTMA9K12
d. Maturity date.
2029-04-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$81,000.00
g. Value of collateral, to the nearest cent.
$72,405.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31
d. Maturity date.
2031-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,822,000.00
g. Value of collateral, to the nearest cent.
$3,575,175.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREYSTAR REAL ESTATE PRTN SR SEC 144A NT25
c. LEI (if available).
254900HGC806SXAS4M46
d. Maturity date.
2025-12-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$1,204,000.00
g. Value of collateral, to the nearest cent.
$1,196,563.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREYTSTONE CRE LTD 2021-HC2 D 20391215 FLT
d. Maturity date.
2039-12-15
e. Coupon or yield.
9.336120
f. The principal amount, to the nearest cent.
$23,875,000.00
g. Value of collateral, to the nearest cent.
$22,130,232.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GROUP 1 AUTOMOTIVE INC SR GLBL 144A 28
c. LEI (if available).
549300US8QAZJLWYAF63
d. Maturity date.
2028-08-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$788,000.00
g. Value of collateral, to the nearest cent.
$708,951.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HGI CRE CLO LTD 2021-FL1 A-S 20360619 FLT
c. LEI (if available).
549300VYJ293N0KO2L78
d. Maturity date.
2036-06-19
e. Coupon or yield.
6.736120
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$194,839.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC ALT TIER I PERP
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$485,000.00
g. Value of collateral, to the nearest cent.
$491,651.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS CAP II PERP GLBL NT
d. Maturity date.
2043-06-01
e. Coupon or yield.
6.263500
f. The principal amount, to the nearest cent.
$208,000.00
g. Value of collateral, to the nearest cent.
$171,379.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC TIER I PERP GLBL
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$532,000.00
g. Value of collateral, to the nearest cent.
$513,423.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC ALT TIER I PERP
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2500-12-31
e. Coupon or yield.
3.650000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,009.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT 26
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2026-03-01
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,031.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAV ACQUISITION CORP SR SEC 144A NT28
c. LEI (if available).
254900U6YJ9QZ4IQOR26
d. Maturity date.
2028-08-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$325,000.00
g. Value of collateral, to the nearest cent.
$294,758.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERIT SECS CORP SER 12-1 1-M2 20330728 FLT
d. Maturity date.
2033-07-28
e. Coupon or yield.
8.350000
f. The principal amount, to the nearest cent.
$9,690,000.00
g. Value of collateral, to the nearest cent.
$4,119,524.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ML MTG INVESTORS 2004-WMC4 B-1 20350425 FLT
d. Maturity date.
2035-04-25
e. Coupon or yield.
8.382470
f. The principal amount, to the nearest cent.
$51,360.00
g. Value of collateral, to the nearest cent.
$6,633.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MASONITE INTL CORP SR GLBL 144A 30
c. LEI (if available).
549300H0H07ZFT4JYM32
d. Maturity date.
2030-02-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$214,684.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATADOR RES CO SR GLBL NT 26
c. LEI (if available).
549300CI3Q2UUK5R4G79
d. Maturity date.
2026-09-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$34,809.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATTEL INC SR GLBL 144A 27
c. LEI (if available).
549300VELLG24KHTJ564
d. Maturity date.
2027-12-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$148,535.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MSCI INC SR GLBL 144A 31
c. LEI (if available).
549300HTIN2PD78UB763
d. Maturity date.
2031-02-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$955,000.00
g. Value of collateral, to the nearest cent.
$853,185.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MV24 CAP B V SR SEC GLBL 34
d. Maturity date.
2034-06-01
e. Coupon or yield.
6.748000
f. The principal amount, to the nearest cent.
$475,000.00
g. Value of collateral, to the nearest cent.
$374,213.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MADISON IAQ LLC SR SEC 144A NT28
c. LEI (if available).
549300IXDNBXNHUPBU73
d. Maturity date.
2028-06-30
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$54,000.00
g. Value of collateral, to the nearest cent.
$48,123.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MANITOWOC CO INC SR SEC GLBL 26
c. LEI (if available).
2RTSLGQ89VMY18RHX631
d. Maturity date.
2026-04-01
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$564,000.00
g. Value of collateral, to the nearest cent.
$575,280.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M/I HOMES INC SR NT 3.95%30
c. LEI (if available).
5299005M71FH9CCSFB69
d. Maturity date.
2030-02-15
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$225,000.00
g. Value of collateral, to the nearest cent.
$198,230.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 26
d. Maturity date.
2026-08-01
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$225,000.00
g. Value of collateral, to the nearest cent.
$213,270.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27
d. Maturity date.
2027-10-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$176,000.00
g. Value of collateral, to the nearest cent.
$156,584.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MSCI INC SR GLBL 144A 29
c. LEI (if available).
549300HTIN2PD78UB763
d. Maturity date.
2029-11-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,086,000.00
g. Value of collateral, to the nearest cent.
$4,675,734.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MEG ENERGY CORP SR GLBL 144A 29
c. LEI (if available).
5493002WXPTG5ZC1T326
d. Maturity date.
2029-02-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$69,058.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MGM RESORTS INTERNATIONAL SR GLBL NT 28
c. LEI (if available).
54930066VBP7DZEGGJ87
d. Maturity date.
2028-10-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$92,795.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAMB WESTON HLDGS INC SR GLBL 144A 32
c. LEI (if available).
5493005SMYID1D2OY946
d. Maturity date.
2032-01-31
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$1,618,000.00
g. Value of collateral, to the nearest cent.
$1,418,144.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEGACY MTG ASST TR 2020-SL1 A 20600125 FLT
d. Maturity date.
2060-01-25
e. Coupon or yield.
2.734000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$19,424.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOUISIANA PAC CORP SR GLBL 144A 29
c. LEI (if available).
549300C7E2UAO5BVRR75
d. Maturity date.
2029-03-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$1,388,000.00
g. Value of collateral, to the nearest cent.
$1,225,846.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LUMINACE ABS ISSUER LLC 2022-1 B 20620731 5.9
d. Maturity date.
2062-07-31
e. Coupon or yield.
5.910000
f. The principal amount, to the nearest cent.
$36,141,000.00
g. Value of collateral, to the nearest cent.
$29,993,180.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KENNEDY WILSON INC SR GLBL NT 29
c. LEI (if available).
5EA4464UK7FM5QNNKL62
d. Maturity date.
2029-03-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$271,000.00
g. Value of collateral, to the nearest cent.
$225,551.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LABL ESCROW ISSUER LLC SR SEC GLBL 26
c. LEI (if available).
5493004FUZN8R6Y3VB98
d. Maturity date.
2026-07-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$72,649.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LSF9 ATLANTIS HLDGS LLC / VICT SR SEC GLBL 26
d. Maturity date.
2026-02-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$2,850,000.00
g. Value of collateral, to the nearest cent.
$2,768,022.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANISTMO SA SR GLBL REGS 27
c. LEI (if available).
549300E94AMW3HSSMU17
d. Maturity date.
2027-07-31
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$2,408,000.00
g. Value of collateral, to the nearest cent.
$2,216,660.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GUARA NORTE SARL SR SEC GLBL 34
c. LEI (if available).
549300U2I4L03BBA3485
d. Maturity date.
2034-06-15
e. Coupon or yield.
5.198000
f. The principal amount, to the nearest cent.
$328,000.00
g. Value of collateral, to the nearest cent.
$259,298.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MILLICOM INTL CELLULAR S A 6.25%29
c. LEI (if available).
549300CTHC1CP86P2G96
d. Maturity date.
2029-03-25
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$5,832,000.00
g. Value of collateral, to the nearest cent.
$4,919,707.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRTX ISSUER LTD 2021-FL4 D 20380317 FLT
d. Maturity date.
2038-03-17
e. Coupon or yield.
8.936120
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,777,800.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XEROX HOLDINGS CORP SR GLBL 144A 25
c. LEI (if available).
5493000Y33XDVO2CXC18
d. Maturity date.
2025-08-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$68,000.00
g. Value of collateral, to the nearest cent.
$67,196.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YUM BRANDS INC SR GLBL NT 31
c. LEI (if available).
549300JE8XHZZ7OHN517
d. Maturity date.
2031-03-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$6,854,000.00
g. Value of collateral, to the nearest cent.
$5,945,327.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YUM BRANDS INC SR GLBL NT 32
c. LEI (if available).
549300JE8XHZZ7OHN517
d. Maturity date.
2032-01-31
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$23,002.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WYNDHAM HOTELS & RESORTS INC SR GLBL 144A 28
c. LEI (if available).
549300FE3MQ4RVXXC673
d. Maturity date.
2028-08-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$279,595.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29
d. Maturity date.
2029-10-01
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$45,829.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WYNN MACAU LTD SR GLBL 144A 29
c. LEI (if available).
254900NMDQ8ENTHU1I31
d. Maturity date.
2029-12-15
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$605,000.00
g. Value of collateral, to the nearest cent.
$510,563.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WESTERN DIGITAL CORP. SR GLBL NT 26
c. LEI (if available).
549300QQXOOYEF89IC56
d. Maturity date.
2026-02-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$111,822.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WHEEL PROS INCORPORATED SR GLBL 144A 29
d. Maturity date.
2029-05-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$240,000.00
g. Value of collateral, to the nearest cent.
$83,693.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WHITE CAP PARENT LLC SR GLBL PIK 26
d. Maturity date.
2026-03-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$6,957.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WABASH NATL CORP SR GLBL 144A 28
c. LEI (if available).
5299004ZAWHQZI5XO485
d. Maturity date.
2028-10-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$43,912.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FR COM MTG TR 2019-JWDR A 20310917 FLT
d. Maturity date.
2031-09-17
e. Coupon or yield.
2.500520
f. The principal amount, to the nearest cent.
$3,515,000.00
g. Value of collateral, to the nearest cent.
$3,154,803.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VISTA OUTDOOR INC SR GLBL 144A 29
c. LEI (if available).
549300QI2D33ESTJLN81
d. Maturity date.
2029-03-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$338,800.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VISTRA CORP PERP SUB GLBL
c. LEI (if available).
549300KP43CPCUJOOG15
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$93,000.00
g. Value of collateral, to the nearest cent.
$90,540.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIASAT INC SR SEC 144A NT27
c. LEI (if available).
UFC8NYMNFSYIHNSM2I38
d. Maturity date.
2027-04-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$2,119,000.00
g. Value of collateral, to the nearest cent.
$1,940,204.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROG RES TR 2022-SFR1 G 20410220 5.5
d. Maturity date.
2041-02-20
e. Coupon or yield.
5.520000
f. The principal amount, to the nearest cent.
$8,282,000.00
g. Value of collateral, to the nearest cent.
$7,084,132.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROVIDENT HM EQ LN TR 1999-3 A-1 20310125 FLT
d. Maturity date.
2031-01-25
e. Coupon or yield.
5.767470
f. The principal amount, to the nearest cent.
$200,000,000.00
g. Value of collateral, to the nearest cent.
$2,403,314.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROVIDENT FDG ASSOCIATES LP SR GLBL 144A 25
d. Maturity date.
2025-06-15
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$83,821.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POST CLO LTD 2021-1 E 20341016 FLT
d. Maturity date.
2034-10-16
e. Coupon or yield.
12.019600
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$5,641,585.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRECISION DRILLING CORP SR GLBL 144A 29
c. LEI (if available).
549300WF2OE8T5BP4B84
d. Maturity date.
2029-01-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$440,000.00
g. Value of collateral, to the nearest cent.
$412,744.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PREFER TERM SEC XXIII 2006-23 C-FP 20361222 FLT
d. Maturity date.
2036-12-22
e. Coupon or yield.
6.282000
f. The principal amount, to the nearest cent.
$29,449,000.00
g. Value of collateral, to the nearest cent.
$946,942.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROBRAS GLOBAL FINANCE BV SR GLBL NT5.5%51
c. LEI (if available).
549300FNENFFSMO3GT38
d. Maturity date.
2051-06-10
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$291,000.00
g. Value of collateral, to the nearest cent.
$232,240.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS SR BD 6.375%45
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2045-01-23
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$2,010,000.00
g. Value of collateral, to the nearest cent.
$1,285,173.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS SR GLBL -C NT 25
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2025-01-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$28,475.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PERIMETER MASTER NT BUS TR 19 C 20240515 7.0
c. LEI (if available).
5493005H6EB040833X54
d. Maturity date.
2024-05-15
e. Coupon or yield.
7.060000
f. The principal amount, to the nearest cent.
$3,950,000.00
g. Value of collateral, to the nearest cent.
$3,774,571.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NESCO HOLDINGS II INCORPORATED SR SEC 144A NT29
c. LEI (if available).
254900FAHT0HW9T6L409
d. Maturity date.
2029-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$425,000.00
g. Value of collateral, to the nearest cent.
$393,955.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEWELL BRANDS INC CR SEN SR GLBL36
c. LEI (if available).
549300LWGYFM1TVO1Z12
d. Maturity date.
2036-04-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$362,000.00
g. Value of collateral, to the nearest cent.
$312,190.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEWELL BRANDS INC SR GLBL NT 27
c. LEI (if available).
549300LWGYFM1TVO1Z12
d. Maturity date.
2027-09-15
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$11,000.00
g. Value of collateral, to the nearest cent.
$11,020.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL FINL PARTNERS CORP SR 144A NT 28
c. LEI (if available).
VO2L9FZNXDJNQNEYH039
d. Maturity date.
2028-08-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$595,000.00
g. Value of collateral, to the nearest cent.
$539,939.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NCR CORP NEW SR GLBL 144A 29
c. LEI (if available).
549300YKTY8JX1DV2R67
d. Maturity date.
2029-04-15
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$17,294.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NCL CORP LTD SR SEC GLBL 28
c. LEI (if available).
UNZWILHE4KMRP9K2L524
d. Maturity date.
2028-02-01
e. Coupon or yield.
8.375000
f. The principal amount, to the nearest cent.
$4,426,000.00
g. Value of collateral, to the nearest cent.
$4,792,129.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NMI HLDGS INC SR SEC GLBL 25
c. LEI (if available).
529900KNNGFXJX1C3Z08
d. Maturity date.
2025-06-01
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$340,000.00
g. Value of collateral, to the nearest cent.
$345,991.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NRG ENERGY INC SR GLBL NT 27
c. LEI (if available).
5E2UPK5SW04M13XY7I38
d. Maturity date.
2027-01-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$76,000.00
g. Value of collateral, to the nearest cent.
$75,632.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY ABS 2007-NC4 A-2B 20370525 FLT
c. LEI (if available).
549300WR9UEBBBRWD692
d. Maturity date.
2037-05-25
e. Coupon or yield.
5.532470
f. The principal amount, to the nearest cent.
$23,511,920.00
g. Value of collateral, to the nearest cent.
$6,368,883.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ML MTG INV TR 2007-SL1 A-1 20370225 FLT
c. LEI (if available).
549300TVQLSVPQEU8G98
d. Maturity date.
2037-02-25
e. Coupon or yield.
6.012470
f. The principal amount, to the nearest cent.
$27,709,120.00
g. Value of collateral, to the nearest cent.
$1,089,762.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METIS MERGER SUB LLC SR 144A NT6.5%29
d. Maturity date.
2029-05-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$7,726.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MIDAS OPCO HLDGS LLC SR GLBL 144A 29
d. Maturity date.
2029-08-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$858,000.00
g. Value of collateral, to the nearest cent.
$749,855.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MILL CTY SOLAR LN 2019-1 A 20430320 4.3
d. Maturity date.
2043-03-20
e. Coupon or yield.
4.340000
f. The principal amount, to the nearest cent.
$8,312,112.00
g. Value of collateral, to the nearest cent.
$3,312,990.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AG ISSUER LLC SR SEC GLBL 28
d. Maturity date.
2028-03-01
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$48,000.00
g. Value of collateral, to the nearest cent.
$47,514.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMC ENTMT HLDGS INC SR SEC GLBL 29
c. LEI (if available).
549300ZO77UNR6NRBR11
d. Maturity date.
2029-02-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$124,000.00
g. Value of collateral, to the nearest cent.
$89,539.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMPRESAS PUBLICAS DE MEDELLIN SR GLBL REGS 29
c. LEI (if available).
549300SU25TO8EMXB434
d. Maturity date.
2029-07-18
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$404,008.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DO BRASIL S A GRAND CAYM FR 4.625%011525
c. LEI (if available).
QE0Q0253K88YAGNPE356
d. Maturity date.
2025-01-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$1,388,000.00
g. Value of collateral, to the nearest cent.
$1,359,486.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAMPOSOL S A SR GLBL REGS 27
c. LEI (if available).
5493008B0STMH3JFSW17
d. Maturity date.
2027-02-03
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$440,000.00
g. Value of collateral, to the nearest cent.
$331,812.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DO BRASIL S A FR 3.25%093026
c. LEI (if available).
QE0Q0253K88YAGNPE356
d. Maturity date.
2026-09-30
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$3,415,000.00
g. Value of collateral, to the nearest cent.
$3,173,809.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRTX ISSUER LTD 2022-FL5 A-S 20390217 FLT
d. Maturity date.
2039-02-17
e. Coupon or yield.
7.217940
f. The principal amount, to the nearest cent.
$2,202,000.00
g. Value of collateral, to the nearest cent.
$2,129,613.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TELESAT CDA / TELESAT LLC SR SEC GLBL 27
d. Maturity date.
2027-06-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$3,107,000.00
g. Value of collateral, to the nearest cent.
$1,881,676.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AVIENT CORPORATION SR GLBL 144A 30
c. LEI (if available).
SM8L9RZYIB34LNTWO040
d. Maturity date.
2030-08-01
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$930,000.00
g. Value of collateral, to the nearest cent.
$967,316.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASHFORD HOSP TR 2018-ASHF B 20350416 FLT
d. Maturity date.
2035-04-16
e. Coupon or yield.
6.644000
f. The principal amount, to the nearest cent.
$2,100,000.00
g. Value of collateral, to the nearest cent.
$2,047,655.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASSUREDPARTNERS INC SR GLBL 144A 25
c. LEI (if available).
549300HNDSDQWQ3L2P80
d. Maturity date.
2025-08-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$35,646.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28
d. Maturity date.
2028-04-01
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$90,572.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCOSA INC SR GLBL 144A 29
c. LEI (if available).
549300WFHLTCZV7D6V29
d. Maturity date.
2029-04-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$273,843.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARETEC ESCROW ISSUER INC SR GLBL 144A 29
d. Maturity date.
2029-04-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$36,880.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANTERO RESOURCES CORP SR GLBL 144A 30
c. LEI (if available).
APVBKPOULHUX7YZLKU17
d. Maturity date.
2030-03-01
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,809,503.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28
d. Maturity date.
2028-01-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$483,000.00
g. Value of collateral, to the nearest cent.
$465,088.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APA CORPORATION SR GLBL NT 27
c. LEI (if available).
72ZZ1XRHOOU9P9X16K08
d. Maturity date.
2027-11-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$12,000.00
g. Value of collateral, to the nearest cent.
$11,318.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN BLDRS & CONTRACTORS SR SEC 144A NT28
c. LEI (if available).
549300H5GQ4C1BEKG397
d. Maturity date.
2028-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$394,000.00
g. Value of collateral, to the nearest cent.
$362,632.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 40
c. LEI (if available).
549300FNENFFSMO3GT38
d. Maturity date.
2040-01-20
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$502,000.00
g. Value of collateral, to the nearest cent.
$489,359.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 44
c. LEI (if available).
549300FNENFFSMO3GT38
d. Maturity date.
2044-03-17
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$25,610.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 29
c. LEI (if available).
549300FNENFFSMO3GT38
d. Maturity date.
2029-02-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$401,988.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 25
d. Maturity date.
2025-06-15
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$100,863.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28
d. Maturity date.
2028-02-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$24,270.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PPM CLO LTD 2020-4R E-R 20341018 FLT
c. LEI (if available).
5493006KUFG82AH4TB78
d. Maturity date.
2034-10-18
e. Coupon or yield.
12.071500
f. The principal amount, to the nearest cent.
$8,775,000.00
g. Value of collateral, to the nearest cent.
$7,576,415.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACTIV EVERGREEN GROUP ISSUER SR SEC GLBL 28
d. Maturity date.
2028-10-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$8,078.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28
d. Maturity date.
2028-01-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$74,398.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28
d. Maturity date.
2028-01-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$456,000.00
g. Value of collateral, to the nearest cent.
$425,797.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OPEN TEXT CORP SR GLBL 144A 28
c. LEI (if available).
549300HP7ONDQODZJV16
d. Maturity date.
2028-02-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$22,584.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OUTFRONT MEDIA CAP / OUTFRONT SR GLBL 144A 30
d. Maturity date.
2030-03-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$84,714.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT 39
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2039-06-15
e. Coupon or yield.
7.950000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$24,069.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOVA CHEMICALS CORP MTN BE SR 144A NT 27
c. LEI (if available).
549300ZOD6N7RI2FJP09
d. Maturity date.
2027-06-01
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$54,224.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOVELIS CORP SR GLBL 144A 30
c. LEI (if available).
549300G5F3W3B52WYL23
d. Maturity date.
2030-01-30
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$71,715.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOVELIS CORP SR 144A NT 26
c. LEI (if available).
549300G5F3W3B52WYL23
d. Maturity date.
2026-11-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$18,305.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOKIA CORP SR NT 6.625%39
c. LEI (if available).
549300A0JPRWG1KI7U06
d. Maturity date.
2039-05-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$733,000.00
g. Value of collateral, to the nearest cent.
$720,396.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SERVICE PPTYS TR SR GLBL NT7.5%25
c. LEI (if available).
529900IS770AG1K9QG27
d. Maturity date.
2025-09-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$176,000.00
g. Value of collateral, to the nearest cent.
$179,163.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCOTTS MIRACLE-GRO CO SR GLBL NT 4%31
c. LEI (if available).
2TH9E0JTOUXOEGI2R879
d. Maturity date.
2031-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$56,000.00
g. Value of collateral, to the nearest cent.
$46,231.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SLM STUDENT LOAN TR 2012-2 A 20290125 FLT
d. Maturity date.
2029-01-25
e. Coupon or yield.
5.883490
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$169,946.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SS&C TECHNOLOGIES INC SR GLBL 144A 27
c. LEI (if available).
549300KY09TR3J12JU49
d. Maturity date.
2027-09-30
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$8,000.00
g. Value of collateral, to the nearest cent.
$7,870.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SRS DISTRIBUTION INC SR 144A NT 29
c. LEI (if available).
549300ZQ3XP75BCYM468
d. Maturity date.
2029-07-01
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$1,488,000.00
g. Value of collateral, to the nearest cent.
$1,317,585.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SACO I TRUST 2006-6 A 20360625 FLT
d. Maturity date.
2036-06-25
e. Coupon or yield.
5.672470
f. The principal amount, to the nearest cent.
$121,342,445.00
g. Value of collateral, to the nearest cent.
$878,128.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SLM CORP SR GLBL NT4.2%25
d. Maturity date.
2025-10-29
e. Coupon or yield.
4.200000
f. The principal amount, to the nearest cent.
$174,000.00
g. Value of collateral, to the nearest cent.
$165,838.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SLM STUDENT LOAN TR 2008-2 B 20290125 FLT
c. LEI (if available).
549300MHMWVKFEDI8G73
d. Maturity date.
2029-01-25
e. Coupon or yield.
6.516140
f. The principal amount, to the nearest cent.
$132,000.00
g. Value of collateral, to the nearest cent.
$125,382.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SLM STUDENT LOAN TR 2008-3 B 20290425 FLT
c. LEI (if available).
549300OORAXMFXOHG132
d. Maturity date.
2029-04-25
e. Coupon or yield.
6.516140
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$108,065.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SLM STUDENT LOAN TR 2008-7 B 20290725 FLT
c. LEI (if available).
54930067BGNOZYMNWK87
d. Maturity date.
2029-07-25
e. Coupon or yield.
7.166140
f. The principal amount, to the nearest cent.
$135,000.00
g. Value of collateral, to the nearest cent.
$124,217.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RAND PARENT LLC SR SEC 144A NT30
d. Maturity date.
2030-02-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$816,000.00
g. Value of collateral, to the nearest cent.
$798,049.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REGAL REXNORD CORPORATION CR SEN SR GLBL30
c. LEI (if available).
QH78R09VCJGQKPBPYU33
d. Maturity date.
2030-02-15
e. Coupon or yield.
6.300000
f. The principal amount, to the nearest cent.
$39,000.00
g. Value of collateral, to the nearest cent.
$40,203.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP SR GLBL 144A 28
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2028-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,799,000.00
g. Value of collateral, to the nearest cent.
$1,726,447.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
QVC INC SR SEC GLBL NT28
c. LEI (if available).
549300WBLU5NKPX5X472
d. Maturity date.
2028-09-01
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$634,000.00
g. Value of collateral, to the nearest cent.
$372,937.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31
d. Maturity date.
2031-03-01
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$820,000.00
g. Value of collateral, to the nearest cent.
$687,689.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RADIATE HOLDCO LLC/RADIATE FI SR SEC GLBL 26
d. Maturity date.
2026-09-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$233,000.00
g. Value of collateral, to the nearest cent.
$193,287.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RAKUTEN GROUP INC PERP SUB GLBL
c. LEI (if available).
529900IMXUCQKUL1H943
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$475,000.00
g. Value of collateral, to the nearest cent.
$238,432.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RANGE RES CORP SR GLBL 144A 30
c. LEI (if available).
H3Y3WLYCX0BTO1TRW162
d. Maturity date.
2030-02-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$1,075,000.00
g. Value of collateral, to the nearest cent.
$998,989.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS RES TR 2020-SFR1 E 20370417 3.0
d. Maturity date.
2037-04-17
e. Coupon or yield.
3.032000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$93,350.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROG RES TR 2022-SFR1 F 20410220 4.8
d. Maturity date.
2041-02-20
e. Coupon or yield.
4.880000
f. The principal amount, to the nearest cent.
$6,540,000.00
g. Value of collateral, to the nearest cent.
$5,601,076.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN CHASE CMBS 2018-ASH8 C 20350215 FLT
d. Maturity date.
2035-02-15
e. Coupon or yield.
6.886480
f. The principal amount, to the nearest cent.
$2,464,000.00
g. Value of collateral, to the nearest cent.
$2,082,744.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ITAU UNIBANCO HLDG SA CY FR 3.25%012425
c. LEI (if available).
5493002W2IVG62O3ZJ94
d. Maturity date.
2025-01-24
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$5,321,000.00
g. Value of collateral, to the nearest cent.
$5,136,689.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ITAU UNIBANCO HLDG SA CY FR 3.875%041531
c. LEI (if available).
5493002W2IVG62O3ZJ94
d. Maturity date.
2031-04-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$775,000.00
g. Value of collateral, to the nearest cent.
$719,868.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTL GAME TECH PLC SR SEC GLBL 29
c. LEI (if available).
549300UQ6KHRCZDRGZ76
d. Maturity date.
2029-01-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$1,501,000.00
g. Value of collateral, to the nearest cent.
$1,425,961.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STONEX GROUP INC SR SEC GLBL 25
c. LEI (if available).
549300JUF07L8VF02M60
d. Maturity date.
2025-06-15
e. Coupon or yield.
8.625000
f. The principal amount, to the nearest cent.
$45,000.00
g. Value of collateral, to the nearest cent.
$45,720.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IRON MTN INC DEL SR GLBL 144A 27
c. LEI (if available).
SQL3F6CKNNBM3SQGHX24
d. Maturity date.
2027-09-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$3,394,000.00
g. Value of collateral, to the nearest cent.
$3,241,258.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IRWIN HOME EQUITY TR 2006-2 IIA3 1 20360225 FLT
d. Maturity date.
2036-02-25
e. Coupon or yield.
6.900000
f. The principal amount, to the nearest cent.
$11,500,000.00
g. Value of collateral, to the nearest cent.
$3,419,350.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28
d. Maturity date.
2028-07-01
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$3,572,000.00
g. Value of collateral, to the nearest cent.
$3,281,775.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IMOLA MERGER CORPORATION SR SEC 144A NT29
d. Maturity date.
2029-05-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$243,000.00
g. Value of collateral, to the nearest cent.
$215,409.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUDBAY MINERALS INC SR GLBL 144A 26
c. LEI (if available).
549300WI524AL577IX21
d. Maturity date.
2026-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$6,750.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUNTINGTON CAP TR II JR SB PFD TR B28
d. Maturity date.
2028-06-15
e. Coupon or yield.
6.177000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$172,790.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ICAHN ENTERPRISES LP/CORP SR GLBL NT 27
d. Maturity date.
2027-05-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$4,474,000.00
g. Value of collateral, to the nearest cent.
$3,983,306.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOWARD HUGHES CORP SR GLBL 144A 28
c. LEI (if available).
549300BVHY25JZC1KI49
d. Maturity date.
2028-08-01
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$1,199,000.00
g. Value of collateral, to the nearest cent.
$1,123,025.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOWARD HUGHES CORP SR GLBL 144A 31
c. LEI (if available).
549300BVHY25JZC1KI49
d. Maturity date.
2031-02-01
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$14,981,000.00
g. Value of collateral, to the nearest cent.
$12,682,540.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 27
d. Maturity date.
2027-01-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,655.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUB INTL LTD SR 144A NT 7%26
c. LEI (if available).
549300JQT6ATTUNS5E06
d. Maturity date.
2026-05-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$75,101.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUDBAY MINERALS INC SR GLBL 144A 29
c. LEI (if available).
549300WI524AL577IX21
d. Maturity date.
2029-04-01
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$195,549.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILTON WORLDWIDE FINANCE LLC SR GLBL NT 27
d. Maturity date.
2027-04-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$45,000.00
g. Value of collateral, to the nearest cent.
$44,266.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOLOGIC INC SR GLBL 144A 28
c. LEI (if available).
549300DYP6F5ZJL0LB74
d. Maturity date.
2028-02-01
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$48,605.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN AXLE & MFG INC SR GLBL NT 26
c. LEI (if available).
RY5TAKFOBLDUGX31MS24
d. Maturity date.
2026-03-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$74,356.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30
d. Maturity date.
2030-02-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$2,931,000.00
g. Value of collateral, to the nearest cent.
$2,763,021.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOWMET AEROSPACE INC SR GLBL NT 37
c. LEI (if available).
549300HO5WFZUT5N2T22
d. Maturity date.
2037-02-01
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$1,515,000.00
g. Value of collateral, to the nearest cent.
$1,576,993.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLSTATE CORP EXT JR SB GLBL67
c. LEI (if available).
OBT0W1ED8G0NWVOLOJ77
d. Maturity date.
2067-05-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,837.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26
d. Maturity date.
2026-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$89,338.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29
d. Maturity date.
2029-04-20
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$14,088,000.00
g. Value of collateral, to the nearest cent.
$13,643,766.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACADIA HEALTHCARE COMPANY INC SR GLBL 144A 28
c. LEI (if available).
5493005CW985Y9D0NC11
d. Maturity date.
2028-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,173,000.00
g. Value of collateral, to the nearest cent.
$1,122,647.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACE SECS HEQ 2006-SL4 A-2 20360925 FLT
d. Maturity date.
2036-09-25
e. Coupon or yield.
5.812470
f. The principal amount, to the nearest cent.
$338,640.00
g. Value of collateral, to the nearest cent.
$13,354.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AETHON UTD BR LP / AETHON UTD SR GLBL 144A 26
d. Maturity date.
2026-02-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$999,000.00
g. Value of collateral, to the nearest cent.
$1,029,511.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERIQUEST MTG SECS 2003-AR3 M-5 20330725 FLT
d. Maturity date.
2033-07-25
e. Coupon or yield.
3.125840
f. The principal amount, to the nearest cent.
$55,620.00
g. Value of collateral, to the nearest cent.
$13,335.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERIGAS PARTNERS L P SR GLBL NT 27
d. Maturity date.
2027-05-20
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$46,000.00
g. Value of collateral, to the nearest cent.
$42,562.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALTICE FRANCE HLDG S A SR SEC GLBL 27
c. LEI (if available).
5299000JVHXKJPOE6H40
d. Maturity date.
2027-05-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$5,143,000.00
g. Value of collateral, to the nearest cent.
$2,277,654.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GARDA WORLD SECURITY CORP SR SEC GLBL 27
c. LEI (if available).
549300ZF1NDXLMCHNO20
d. Maturity date.
2027-02-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$46,256.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GARTNER INC SR GLBL 144A 29
c. LEI (if available).
PP55B5R38BFB8O8HH686
d. Maturity date.
2029-06-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$1,525,000.00
g. Value of collateral, to the nearest cent.
$1,352,388.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GFL ENVIRONMENTAL INC SR SEC GLBL 25
c. LEI (if available).
549300FYK4MBXWIVZU26
d. Maturity date.
2025-06-01
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$995,000.00
g. Value of collateral, to the nearest cent.
$971,083.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSAMP TRUST 2006-S1 A-1 20351125 FLT
d. Maturity date.
2035-11-25
e. Coupon or yield.
5.692470
f. The principal amount, to the nearest cent.
$48,971,456.00
g. Value of collateral, to the nearest cent.
$621,379.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSMSC RESEC TR 2015-7R B 20370928 FLT
d. Maturity date.
2037-09-28
e. Coupon or yield.
3.043650
f. The principal amount, to the nearest cent.
$27,439,000.00
g. Value of collateral, to the nearest cent.
$16,711,799.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREEPORT MCMORAN INC SR GLBL NT 28
c. LEI (if available).
549300IRDTHJQ1PVET45
d. Maturity date.
2028-03-01
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$287,159.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREEDOM MORTGAGE CORPORATION SR 144A NT 27
c. LEI (if available).
549300LYRWPSYPK6S325
d. Maturity date.
2027-01-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$1,820,000.00
g. Value of collateral, to the nearest cent.
$1,607,376.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREEPORT MCMORAN INC SR GLBL NT 29
c. LEI (if available).
549300IRDTHJQ1PVET45
d. Maturity date.
2029-09-01
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$706,926.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MOTOR CREDIT COMPANY SR GLBL NT 24
c. LEI (if available).
UDSQCVRUX5BONN0VY111
d. Maturity date.
2024-01-09
e. Coupon or yield.
3.810000
f. The principal amount, to the nearest cent.
$3,765,000.00
g. Value of collateral, to the nearest cent.
$3,726,778.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRSTKEY HOMES TR 2022-SFR1 E2 20390519 5.0
d. Maturity date.
2039-05-19
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,094,000.00
g. Value of collateral, to the nearest cent.
$984,792.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLAGSHIP CR AUTO TR 2020-4 E 20280717 3.8
d. Maturity date.
2028-07-17
e. Coupon or yield.
3.840000
f. The principal amount, to the nearest cent.
$654,000.00
g. Value of collateral, to the nearest cent.
$603,348.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD CR AUTO OWNER TR 2020-A A-4 20250715 1.3
d. Maturity date.
2025-07-15
e. Coupon or yield.
1.350000
f. The principal amount, to the nearest cent.
$656,000.00
g. Value of collateral, to the nearest cent.
$639,856.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXETER AUTO RECV TR 2022-5 E 20300415 10.
d. Maturity date.
2030-04-15
e. Coupon or yield.
10.450000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,042.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FAIR ISAAC CORP SR GLBL 144A 26
c. LEI (if available).
RI6HET5SJUEY30V1PS26
d. Maturity date.
2026-05-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$49,616.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST QUANTUM MINERALS LTD SR GLBL 144A 27
c. LEI (if available).
549300I7UVBGWRYMYZ18
d. Maturity date.
2027-10-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$697,000.00
g. Value of collateral, to the nearest cent.
$701,288.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST STUDENT BIDCO INC / FIRS SR SEC 144A NT29
d. Maturity date.
2029-07-31
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$170,000.00
g. Value of collateral, to the nearest cent.
$144,042.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENLINK MIDSTREAM PARTNERS LP SR NT 5.05%45
c. LEI (if available).
88CPW63VL7KHJWS0NY83
d. Maturity date.
2045-04-01
e. Coupon or yield.
5.050000
f. The principal amount, to the nearest cent.
$485,000.00
g. Value of collateral, to the nearest cent.
$390,101.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTEGRIS INC SR GLBL 144A 28
c. LEI (if available).
IYX6OWO7BT5DKO3BYG52
d. Maturity date.
2028-04-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$91,173.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXELA INTERMEDIATE LLC SR SEC 144A NT26
d. Maturity date.
2026-04-15
e. Coupon or yield.
11.500000
f. The principal amount, to the nearest cent.
$146,000.00
g. Value of collateral, to the nearest cent.
$25,018.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENCOMPASS HEALTH CORP SR GLBL NT 31
c. LEI (if available).
549300FVRPM9DRQZRG64
d. Maturity date.
2031-04-01
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$22,562.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENLINK MIDSTREAM LLC SR GLBL 144A 28
c. LEI (if available).
54930000GY1H533OBE23
d. Maturity date.
2028-01-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$148,000.00
g. Value of collateral, to the nearest cent.
$144,810.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENLINK MIDSTREAM PARTNERS LP SR NT 5.6%44
c. LEI (if available).
88CPW63VL7KHJWS0NY83
d. Maturity date.
2044-04-01
e. Coupon or yield.
5.600000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$210,041.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL BD 51
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2051-11-02
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$1,760,477.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR NT 5.875%45
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2045-05-28
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$158,000.00
g. Value of collateral, to the nearest cent.
$114,364.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 25
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2025-01-16
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$1,253,000.00
g. Value of collateral, to the nearest cent.
$1,213,924.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISH DBS CORPORATION SR SEC GLBL 28
d. Maturity date.
2028-12-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$10,317,000.00
g. Value of collateral, to the nearest cent.
$8,019,335.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIVERSIFIED HEALTHCARE TR SR GLBL NT 25
d. Maturity date.
2025-06-15
e. Coupon or yield.
9.750000
f. The principal amount, to the nearest cent.
$9,118,000.00
g. Value of collateral, to the nearest cent.
$9,080,327.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DRIVE AUTO REC TR 2021-2 D 20290315 1.3
d. Maturity date.
2029-03-15
e. Coupon or yield.
1.390000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,860.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EQUITRANS MIDSTREAM CORP SR GLBL 144A 27
c. LEI (if available).
549300NELT611CL6XM83
d. Maturity date.
2027-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$50,017.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DEEPHAVEN RES MTG TR 2021-4 B-2 20661125 FLT
d. Maturity date.
2066-11-25
e. Coupon or yield.
4.469600
f. The principal amount, to the nearest cent.
$862,000.00
g. Value of collateral, to the nearest cent.
$570,423.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DELEK LOGISTICS PARTNERS LP 6.75%25
d. Maturity date.
2025-05-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$725,000.00
g. Value of collateral, to the nearest cent.
$721,360.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DELTA AIR LINES INC SR GLBL NT 28
c. LEI (if available).
Q2CCMS6R0AS67HJMBN42
d. Maturity date.
2028-04-19
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$551,000.00
g. Value of collateral, to the nearest cent.
$527,828.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DEUTSCHE BK AG N Y LW TIER II GLBL
c. LEI (if available).
7LTWFZYICNSX8D621K86
d. Maturity date.
2031-07-08
e. Coupon or yield.
5.882000
f. The principal amount, to the nearest cent.
$297,000.00
g. Value of collateral, to the nearest cent.
$268,959.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWN AMERS LLC/CROWN AMERS SR GLBL NT 26
d. Maturity date.
2026-09-30
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$29,000.00
g. Value of collateral, to the nearest cent.
$27,843.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2006-13 1-AF-4 20370125 FLT
d. Maturity date.
2037-01-25
e. Coupon or yield.
3.978140
f. The principal amount, to the nearest cent.
$13,762,000.00
g. Value of collateral, to the nearest cent.
$1,871,224.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DANA FING LUXEMBOURG S A R L SR 144A NT 25
c. LEI (if available).
222100DKCE3D036DQU13
d. Maturity date.
2025-04-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$25,093.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COTY INC SR SEC GLBL 26
c. LEI (if available).
549300BO9IWPF3S48F93
d. Maturity date.
2026-04-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$405,000.00
g. Value of collateral, to the nearest cent.
$397,293.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 25
d. Maturity date.
2025-04-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$11,000.00
g. Value of collateral, to the nearest cent.
$11,046.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWN AMERS LLC / CROWN AMERS SR GLBL NT 26
d. Maturity date.
2026-02-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$395,000.00
g. Value of collateral, to the nearest cent.
$390,583.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLEVELAND-CLIFFS INC NEW SR GLBL NT 27
c. LEI (if available).
549300TM2WLI2BJMDD86
d. Maturity date.
2027-06-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$380,000.00
g. Value of collateral, to the nearest cent.
$376,649.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COBRA ACQUISITIONCO LLC SR GLBL 144A 29
d. Maturity date.
2029-11-01
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$26,254,000.00
g. Value of collateral, to the nearest cent.
$18,271,143.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC ALT TIER I PERP
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$77,000.00
g. Value of collateral, to the nearest cent.
$65,233.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLEARWAY ENERGY OPER LLC SR GLBL 144A 28
c. LEI (if available).
549300Z3NFMM54NWBB87
d. Maturity date.
2028-03-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$19,822.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHESAPEAKE ENERGY CORP SR GLBL 144A 29
c. LEI (if available).
X2MT1W32SPAZ9WSKLE78
d. Maturity date.
2029-02-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$1,795,000.00
g. Value of collateral, to the nearest cent.
$1,769,196.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHURCHILL DOWNS INC SR GLBL 144A 28
c. LEI (if available).
529900FODTBQC8MIS994
d. Maturity date.
2028-01-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$68,444.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CINEMARK USA INC SR GLBL 144A 26
c. LEI (if available).
54930008H2137JSCPQ09
d. Maturity date.
2026-03-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$354,000.00
g. Value of collateral, to the nearest cent.
$339,590.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CEDAR FAIR L P / CANADAS WONDE SR GLBL NT 27
d. Maturity date.
2027-04-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$2,852,000.00
g. Value of collateral, to the nearest cent.
$2,743,128.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CENTENE CORP DEL SR GLBL NT 27
c. LEI (if available).
549300Z7JJ4TQSQGT333
d. Maturity date.
2027-12-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$915,000.00
g. Value of collateral, to the nearest cent.
$866,203.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 25
d. Maturity date.
2025-04-15
e. Coupon or yield.
11.000000
f. The principal amount, to the nearest cent.
$637,000.00
g. Value of collateral, to the nearest cent.
$676,754.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARRINGTON MTG LN 2005-NC1 M-4 20350226 FLT
d. Maturity date.
2035-02-26
e. Coupon or yield.
6.582470
f. The principal amount, to the nearest cent.
$6,868,000.00
g. Value of collateral, to the nearest cent.
$3,046,148.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVANA CO SR GLBL 144A 25
c. LEI (if available).
5493003WEAK2PJ5WS063
d. Maturity date.
2025-10-01
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$911,430.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVANA CO SR GLBL 144A 29
c. LEI (if available).
5493003WEAK2PJ5WS063
d. Maturity date.
2029-09-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$16,000.00
g. Value of collateral, to the nearest cent.
$9,833.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVANA AUTO RECB TR 2021-N1 F 20280110 4.5
d. Maturity date.
2028-01-10
e. Coupon or yield.
4.550000
f. The principal amount, to the nearest cent.
$2,100,000.00
g. Value of collateral, to the nearest cent.
$1,899,143.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CPS AUTO REC TR 2022-C E 20300415 9.0
d. Maturity date.
2030-04-15
e. Coupon or yield.
9.080000
f. The principal amount, to the nearest cent.
$12,550,000.00
g. Value of collateral, to the nearest cent.
$12,355,394.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENCORE CREDIT REC TR 2005-1 M-2 20350325 FLT
d. Maturity date.
2035-03-25
e. Coupon or yield.
6.102470
f. The principal amount, to the nearest cent.
$11,697,000.00
g. Value of collateral, to the nearest cent.
$3,971,010.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAESARS ENTERTAINMENT INC NEW SR GLBL 144A 29
c. LEI (if available).
549300FA4CTCW903Y781
d. Maturity date.
2029-10-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$35,753.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CALLON PETE CO DEL SR GLBL 144A 30
c. LEI (if available).
549300EFOWPEB0WLZW21
d. Maturity date.
2030-06-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$499,000.00
g. Value of collateral, to the nearest cent.
$488,093.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CALPINE CORPORATION SR GLBL 144A 29
c. LEI (if available).
43R4VPJBXTU2O15HEF41
d. Maturity date.
2029-02-01
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$13,246.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STONEMOR INC SR SEC GLBL 29
d. Maturity date.
2029-05-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$160,000.00
g. Value of collateral, to the nearest cent.
$137,071.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRATHCONA RESOURCES LIMITED SR 144A NT 26
c. LEI (if available).
549300MK8E4L4BHGLO91
d. Maturity date.
2026-08-01
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$130,000.00
g. Value of collateral, to the nearest cent.
$118,784.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUNNOVA ENERGY CORP SR GLBL 144A 26
c. LEI (if available).
549300TH3GCD8YQUDR46
d. Maturity date.
2026-09-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$450,000.00
g. Value of collateral, to the nearest cent.
$417,478.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SURGERY CTR HLDGS INC SR GLBL 144A 27
c. LEI (if available).
54930054EVI5HWPPW113
d. Maturity date.
2027-04-15
e. Coupon or yield.
10.000000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$73,724.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYNAPTICS INC SR GLBL 144A 29
c. LEI (if available).
549300AJ3LI4FWNRQX29
d. Maturity date.
2029-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$238,000.00
g. Value of collateral, to the nearest cent.
$206,274.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STANDARD INDS INC SR GLBL 144A 27
c. LEI (if available).
54930064UHXCIUWVI755
d. Maturity date.
2027-02-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$92,184.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STARWOOD PPTY TR INC SR GLBL NT 25
c. LEI (if available).
BUGSFQZERKRBFWIG5267
d. Maturity date.
2025-03-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$197,000.00
g. Value of collateral, to the nearest cent.
$194,378.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STATION CASINOS LLC SR GLBL 144A 28
c. LEI (if available).
5493004E7Q60TX54WL62
d. Maturity date.
2028-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,214.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STATION CASINOS LLC SR GLBL 144A 31
c. LEI (if available).
5493004E7Q60TX54WL62
d. Maturity date.
2031-12-01
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$21,301.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPECTRUM BRANDS INC SR GLBL 144A 31
c. LEI (if available).
549300VU3EH2E73C1Q04
d. Maturity date.
2031-03-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$194,000.00
g. Value of collateral, to the nearest cent.
$162,127.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPIRIT AEROSYSTEMS INC SR SEC GLBL 25
c. LEI (if available).
ZD2NBKV6GCC3UMGBM518
d. Maturity date.
2025-04-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$75,596.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SRM ESCROW ISSUER LLC SR SEC GLBL 28
c. LEI (if available).
549300S7RFWHQFOIOY93
d. Maturity date.
2028-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,281.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SINCLAIR TELEVISION GROUP SR GLBL 144A 30
c. LEI (if available).
549300CQGEN0CH65UD62
d. Maturity date.
2030-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$10,065.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIRIUS XM RADIO INC SR GLBL 144A 26
c. LEI (if available).
WP5O65E6BMU84LNO4227
d. Maturity date.
2026-09-01
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$1,137,000.00
g. Value of collateral, to the nearest cent.
$1,036,569.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SKYWORKS SOLUTIONS INC SR GLBL NT 3%31
c. LEI (if available).
549300WZ3ORQ2BVKBD96
d. Maturity date.
2031-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$41,596.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEAGATE HDD CAYMAN SR GLBL 144A 29
c. LEI (if available).
529900BD50TRWEG1SF63
d. Maturity date.
2029-12-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$95,315.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSC HLDGS LLC SR GLBL 144A 29
c. LEI (if available).
3HG2WD2W22M120IUNG49
d. Maturity date.
2029-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,398,000.00
g. Value of collateral, to the nearest cent.
$1,224,955.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$127,200.00
g. Value of collateral, to the nearest cent.
$149,943.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSC HLDGS LLC SR GLBL 144A 30
c. LEI (if available).
3HG2WD2W22M120IUNG49
d. Maturity date.
2030-01-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$371,000.00
g. Value of collateral, to the nearest cent.
$193,063.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOYD GAMING CORP SR GLBL 144A 31
c. LEI (if available).
254900787YGRYS2A1Z35
d. Maturity date.
2031-06-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$37,000.00
g. Value of collateral, to the nearest cent.
$33,782.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRINKS CO SR GLBL 144A 25
c. LEI (if available).
XFP140TFNOQMIVFTVQ13
d. Maturity date.
2025-07-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$494,000.00
g. Value of collateral, to the nearest cent.
$490,247.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 27
d. Maturity date.
2027-05-01
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$2,194,000.00
g. Value of collateral, to the nearest cent.
$2,087,618.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 28
d. Maturity date.
2028-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,273,000.00
g. Value of collateral, to the nearest cent.
$1,207,567.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26
c. LEI (if available).
5493007X5NC5XI1BB106
d. Maturity date.
2026-03-15
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$1,718,000.00
g. Value of collateral, to the nearest cent.
$1,740,595.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLOOMIN BRANDS INC / OSI RESTA SR GLBL 144A 29
d. Maturity date.
2029-04-15
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$709,000.00
g. Value of collateral, to the nearest cent.
$652,095.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CIVITAS RESOURCES INC SR GLBL 144A 26
c. LEI (if available).
IIVIHPH28S64K95M2381
d. Maturity date.
2026-10-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$65,000.00
g. Value of collateral, to the nearest cent.
$62,162.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOYD GAMING CORP SR GLBL NT 27
c. LEI (if available).
254900787YGRYS2A1Z35
d. Maturity date.
2027-12-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$4,871,000.00
g. Value of collateral, to the nearest cent.
$4,617,302.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DO BRASIL S A FR 3.25%093026
c. LEI (if available).
QE0Q0253K88YAGNPE356
d. Maturity date.
2026-09-30
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,646,866.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO MERCANTIL DEL NORTE S A ALT TIER I PERP
c. LEI (if available).
549300QTVYRPFHS0J362
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$591,000.00
g. Value of collateral, to the nearest cent.
$463,967.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TR 2019-IMC C 20340417 FLT
d. Maturity date.
2034-04-17
e. Coupon or yield.
6.936480
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,970,507.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-30
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
JP MORGAN SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
91
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.80%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,396,103,501.16
b. Excluding the value of any sponsor support:
$1,396,103,501.16
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.64%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
WELLS FARGO SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
WELLS FARGO SECURITIES LLC 5.950000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
VYVVCKR63DVZZN70PB21
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001224385
c. Other unique identifier.
ARP0XID46
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
PRPM LLC 2021-RPL2 A-1 20511025 FLT
d. Maturity date.
2051-10-25
e. Coupon or yield.
1.455000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$725,169.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARK AVE INVSTL CLO LTD 2021-1 SUB 20340120 FLT
d. Maturity date.
2034-01-20
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,150,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LCCM TR 2021-FL2 D 20381215 FLT
d. Maturity date.
2038-12-15
e. Coupon or yield.
8.236120
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$90,281.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LFT CRE 2021-FL1 LLC C 20390615 FLT
d. Maturity date.
2039-06-15
e. Coupon or yield.
7.286120
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$238,118.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD CR AUTO LEASE TR 2023-A 2 A-1 20240215 4.9
d. Maturity date.
2024-02-15
e. Coupon or yield.
4.959000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$1,877.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LCCM TR 2021-FL2 C 20381215 FLT
d. Maturity date.
2038-12-15
e. Coupon or yield.
7.486120
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$105,762.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTERPRISE FLEET FING 2022-4 A-1 20231120 5.1
d. Maturity date.
2023-11-20
e. Coupon or yield.
5.148000
f. The principal amount, to the nearest cent.
$6,100,000.00
g. Value of collateral, to the nearest cent.
$983,773.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRSTKEY HOMES 2020-SFR2 TR F-1 20371019 3.0
d. Maturity date.
2037-10-19
e. Coupon or yield.
3.017000
f. The principal amount, to the nearest cent.
$375,000.00
g. Value of collateral, to the nearest cent.
$341,282.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLATIRON CLO LTD 2020-20 SUB 20331121 FLT
d. Maturity date.
2033-11-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$14,625,000.00
g. Value of collateral, to the nearest cent.
$9,506,250.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMCR FIN TR 2021-1 C 20540417 2.8
d. Maturity date.
2054-04-17
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$1,192,166.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMSR TR 2023-SFR2 E-1 20400817 3.9
d. Maturity date.
2040-08-17
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$839,289.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACRES COML RLTY 2021-FL2 C 20370116 FLT
d. Maturity date.
2037-01-16
e. Coupon or yield.
7.986120
f. The principal amount, to the nearest cent.
$186,500.00
g. Value of collateral, to the nearest cent.
$177,157.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ICG US CLO LTD 2018-1 SUB 20310421 FLT
d. Maturity date.
2031-04-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$2,133,481.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TESLA AUTO LEASE TR 2023-A A-1 20240722 5.6
d. Maturity date.
2024-07-22
e. Coupon or yield.
5.634000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$1,000,323.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRICOLOR AUTO SCRTZN TR 2022-1 C 20250815 4.7
d. Maturity date.
2025-08-15
e. Coupon or yield.
4.710000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,926,816.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UPSTART SEC TR 2019-2 C 20290920 4.7
c. LEI (if available).
549300PN2KS41LBX8D66
d. Maturity date.
2029-09-20
e. Coupon or yield.
4.783000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$755,512.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STAR TR 2021-SFR2 F 20390120 FLT
d. Maturity date.
2039-01-20
e. Coupon or yield.
8.186120
f. The principal amount, to the nearest cent.
$136,000.00
g. Value of collateral, to the nearest cent.
$130,912.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STWD LTD 2022-FL3 E 20381118 FLT
d. Maturity date.
2038-11-18
e. Coupon or yield.
8.317940
f. The principal amount, to the nearest cent.
$1,880,000.00
g. Value of collateral, to the nearest cent.
$1,660,312.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS RES 2020-SFR3 TR E 20371019 2.2
d. Maturity date.
2037-10-19
e. Coupon or yield.
2.296000
f. The principal amount, to the nearest cent.
$245,000.00
g. Value of collateral, to the nearest cent.
$218,536.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS RES 2021-SFR3 TR E-1 20380519 2.5
d. Maturity date.
2038-05-19
e. Coupon or yield.
2.538000
f. The principal amount, to the nearest cent.
$160,000.00
g. Value of collateral, to the nearest cent.
$139,629.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS RES TR 2021-SFR10 F 20401219 4.6
d. Maturity date.
2040-12-19
e. Coupon or yield.
4.608000
f. The principal amount, to the nearest cent.
$4,963,000.00
g. Value of collateral, to the nearest cent.
$4,201,898.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RADNOR RE LTD 2020-1 B-1 20300125 FLT
c. LEI (if available).
254900YVLP8CB4GC2O97
d. Maturity date.
2030-01-25
e. Coupon or yield.
8.412470
f. The principal amount, to the nearest cent.
$3,757,000.00
g. Value of collateral, to the nearest cent.
$3,765,235.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CEDAR FUNDING XII CLO 2020-12 SUB 20321025 FLT
d. Maturity date.
2032-10-25
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,706,425.00
g. Value of collateral, to the nearest cent.
$2,149,726.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOJANGLES 2020-1 LLC A-2 20501020 3.8
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.832000
f. The principal amount, to the nearest cent.
$7,705,000.00
g. Value of collateral, to the nearest cent.
$6,904,083.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARBOR RLTY COM 2022-FL1 A-S 20370115 FLT
d. Maturity date.
2037-01-15
e. Coupon or yield.
6.917940
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,945,010.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARES LOAN FUNDING 2021-I SUB 20341016 FLT
d. Maturity date.
2034-10-16
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$2,360,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OSAT TRUST 2021-RPL1 A-1 20650525 FLT
d. Maturity date.
2065-05-25
e. Coupon or yield.
2.115600
f. The principal amount, to the nearest cent.
$13,000,000.00
g. Value of collateral, to the nearest cent.
$9,013,514.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRPM LLC 2020-6 A-1 20251125 FLT
d. Maturity date.
2025-11-25
e. Coupon or yield.
2.363000
f. The principal amount, to the nearest cent.
$4,100,000.00
g. Value of collateral, to the nearest cent.
$1,953,891.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOANCORE 2018-CRE1 LTD D 20280515 FLT
d. Maturity date.
2028-05-15
e. Coupon or yield.
8.286120
f. The principal amount, to the nearest cent.
$4,800,000.00
g. Value of collateral, to the nearest cent.
$4,661,677.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOANCORE 2021-CRE5 ISSUER LTD A-S 20360715 FLT
d. Maturity date.
2036-07-15
e. Coupon or yield.
7.086120
f. The principal amount, to the nearest cent.
$12,999,500.00
g. Value of collateral, to the nearest cent.
$12,663,584.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOANCORE 2021-CRE5 ISSUER LTD E 20360715 FLT
d. Maturity date.
2036-07-15
e. Coupon or yield.
9.086120
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,629,554.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FOURSIGHT CAP ATML REC 2022-1 D 20280515 3.0
d. Maturity date.
2028-05-15
e. Coupon or yield.
3.070000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,686,725.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FOURSIGHT CAP AUTO TR 2021-2 D 20270915 1.9
d. Maturity date.
2027-09-15
e. Coupon or yield.
1.920000
f. The principal amount, to the nearest cent.
$230,000.00
g. Value of collateral, to the nearest cent.
$213,213.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREED ABS TR 2022-4FP B 20291218 7.5
d. Maturity date.
2029-12-18
e. Coupon or yield.
7.580000
f. The principal amount, to the nearest cent.
$5,123,000.00
g. Value of collateral, to the nearest cent.
$5,155,025.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KREF LTD 2022-FL3 B 20390222 FLT
c. LEI (if available).
549300DG0FGL1EU1CT79
d. Maturity date.
2039-02-22
e. Coupon or yield.
7.346110
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$386,039.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRTKL SFR1 2021-1 E-2 20380917 2.5
d. Maturity date.
2038-09-17
e. Coupon or yield.
2.522000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$825,187.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRSTKEY HOMES TR 2020-SFR1 F1 20370819 3.6
d. Maturity date.
2037-08-19
e. Coupon or yield.
3.638000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$232,119.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
522 FUNDING CLO I LTD19-1 SUB 20330118 FLT
c. LEI (if available).
549300HKB0UTKU91DG08
d. Maturity date.
2033-01-18
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$4,200,000.00
g. Value of collateral, to the nearest cent.
$1,638,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COREVEST AMER FIN TR 2019-2 D 20520617 4.2
d. Maturity date.
2052-06-17
e. Coupon or yield.
4.219000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,769,851.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CREDITO RL USA AT REC 2021-1 A 20270216 1.3
d. Maturity date.
2027-02-16
e. Coupon or yield.
1.350000
f. The principal amount, to the nearest cent.
$2,036,000.00
g. Value of collateral, to the nearest cent.
$225,033.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EATON VANCE CLO 2019-1 SUB 20310415 FLT
c. LEI (if available).
5493007R7GEORNX00105
d. Maturity date.
2031-04-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,600,000.00
g. Value of collateral, to the nearest cent.
$1,300,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELEVATION CLO LTD 2018-9 SUB 20310715 FLT
c. LEI (if available).
549300BOE42FYBAXFR86
d. Maturity date.
2031-07-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$510,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIG CLO 2021-2 INCOME NT LTD
d. Maturity date.
2034-07-20
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$1,625,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALM I LTD 2020-1 SUB 20291015 FLT
d. Maturity date.
2029-10-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$1,190,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TYRON PARK CLO LTD 2013 SUB 20250715 FLT
d. Maturity date.
2025-07-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$17,828,246.00
g. Value of collateral, to the nearest cent.
$4,501,828.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMMC CLO XII LTD 2013-12 SUB 20250510 FLT
d. Maturity date.
2025-05-10
e. Coupon or yield.
2.459440
f. The principal amount, to the nearest cent.
$3,650,000.00
g. Value of collateral, to the nearest cent.
$328,500.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANCHORAGE CAP CLO 9 2016-9 SUB 20290116 FLT
d. Maturity date.
2029-01-16
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$2,615,160.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAGNETITE VII LTD 2012-7 SUB NT 20250115 FLT
d. Maturity date.
2025-01-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$440,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VMC FINANCE 2019-FL3 C 20360917 FLT
d. Maturity date.
2036-09-17
e. Coupon or yield.
7.386120
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,496,632.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VENTURE XVIII CLO 2014-18R SUB 20291015 FLT
c. LEI (if available).
549300MWRVTJN0X3KI79
d. Maturity date.
2029-10-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$7,500,000.00
g. Value of collateral, to the nearest cent.
$225,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VENTURE XXV CLO 2016-25 SUB 20290420 FLT
c. LEI (if available).
549300A6M3BR8FZNXO79
d. Maturity date.
2029-04-20
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$120,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STWD LTD 2021-FL2 B 20380416 FLT
d. Maturity date.
2038-04-16
e. Coupon or yield.
7.144420
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$95,485.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REPUBLIC FINAE ISSE TR 2020-A D 20301120 7.0
d. Maturity date.
2030-11-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,040,000.00
g. Value of collateral, to the nearest cent.
$2,762,587.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STAR TR 2021-SFR2 C 20390120 FLT
d. Maturity date.
2039-01-20
e. Coupon or yield.
6.936120
f. The principal amount, to the nearest cent.
$9,000,000.00
g. Value of collateral, to the nearest cent.
$8,828,058.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAGNETITE XX LTD 2018-20 SUB NT 20310421 FLT
c. LEI (if available).
5493001WZ3LKC11Q9C47
d. Maturity date.
2031-04-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,383,000.00
g. Value of collateral, to the nearest cent.
$953,200.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARLETTE FUNDING TRUST 2022-1 A 20320415 1.3
d. Maturity date.
2032-04-15
e. Coupon or yield.
1.360000
f. The principal amount, to the nearest cent.
$525,000.00
g. Value of collateral, to the nearest cent.
$33,654.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BXMT 2020-FL2 LTD B 20380218 FLT
d. Maturity date.
2038-02-18
e. Coupon or yield.
6.736120
f. The principal amount, to the nearest cent.
$350,000.00
g. Value of collateral, to the nearest cent.
$305,101.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BXMT 2020-FL2 LTD D 20380218 FLT
d. Maturity date.
2038-02-18
e. Coupon or yield.
7.286120
f. The principal amount, to the nearest cent.
$8,000,000.00
g. Value of collateral, to the nearest cent.
$6,623,387.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARLYLE GL MKT STS CLO 2013-3 SUB 20250715 FLT
c. LEI (if available).
6354006XBJTNRUJOLM20
d. Maturity date.
2025-07-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$1,371,000.00
g. Value of collateral, to the nearest cent.
$82,260.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BSPRT ISSUER LTD 2022-FL8 C 20370217 FLT
d. Maturity date.
2037-02-17
e. Coupon or yield.
7.367940
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$283,204.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BXMT 2020-FL3 LTD C 20370316 FLT
d. Maturity date.
2037-03-16
e. Coupon or yield.
7.886120
f. The principal amount, to the nearest cent.
$6,650,000.00
g. Value of collateral, to the nearest cent.
$6,156,748.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BXMT 2021-FL4 LTD D 20380517 FLT
d. Maturity date.
2038-05-17
e. Coupon or yield.
7.586120
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,743,060.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLUEMOUNTAIN CLO 2015-4 SUB NT 20270120 FLT
c. LEI (if available).
549300EB3KHH9T7ICE44
d. Maturity date.
2027-01-20
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$425,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLUEMOUNTAIN CLO LTD 2021-28 SUB 20340417 FLT
c. LEI (if available).
5493001GLQHON6UV2U40
d. Maturity date.
2034-04-17
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$2,900,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AJAX MORTGAGE LOAN TR 2021-B A 20660625 FLT
d. Maturity date.
2066-06-25
e. Coupon or yield.
2.239000
f. The principal amount, to the nearest cent.
$28,495,000.00
g. Value of collateral, to the nearest cent.
$16,494,143.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AREIT 2022-CRE6 LTD 2022-CRE6 D 20370121 FLT
d. Maturity date.
2037-01-21
e. Coupon or yield.
7.918270
f. The principal amount, to the nearest cent.
$450,000.00
g. Value of collateral, to the nearest cent.
$411,736.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARES CLO LTD 2017-43 SUB 20291015 FLT
c. LEI (if available).
549300ECLIGB6OZRBA51
d. Maturity date.
2029-10-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$5,095,000.00
g. Value of collateral, to the nearest cent.
$1,426,600.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MADISON PARK FDG XXI 2016-21 SUB 20290725 FLT
d. Maturity date.
2029-07-25
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$1,635,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMMC CLO 21 LTD 2017-21 SUB NT 20301104 FLT
c. LEI (if available).
549300DYK366J47FIO80
d. Maturity date.
2030-11-04
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,750,000.00
g. Value of collateral, to the nearest cent.
$563,750.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AFFIRM ASSET SECTZ TR 2020-Z2 A 20250115 1.9
d. Maturity date.
2025-01-15
e. Coupon or yield.
1.900000
f. The principal amount, to the nearest cent.
$24,400,000.00
g. Value of collateral, to the nearest cent.
$1,136,353.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TCI-SYMPHONY CLO 2017-1 INC NT 20300715 FLT
d. Maturity date.
2030-07-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,061,850.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APIDOS CLO XXVII 2017-27 SUB 20300717 FLT
d. Maturity date.
2030-07-17
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$1,198,705.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
d. Maturity date.
2026-07-22
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$1,498,479.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STWD MORTGAGE TR 2019-FL1 LTD B 20380715 FLT
d. Maturity date.
2038-07-15
e. Coupon or yield.
6.936120
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$579,319.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STWD MORTGAGE TR 2019-FL1 LTD C 20380715 FLT
d. Maturity date.
2038-07-15
e. Coupon or yield.
7.286120
f. The principal amount, to the nearest cent.
$6,850,000.00
g. Value of collateral, to the nearest cent.
$6,495,432.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STWD LTD 2021-FL2 C 20380416 FLT
d. Maturity date.
2038-04-16
e. Coupon or yield.
7.444420
f. The principal amount, to the nearest cent.
$11,971,500.00
g. Value of collateral, to the nearest cent.
$11,157,896.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRTX ISSUER LTD 2019-FL3 A-S 20341017 FLT
d. Maturity date.
2034-10-17
e. Coupon or yield.
6.786120
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$1,224,881.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRTX ISSUER LTD 2019-FL3 C 20341017 FLT
d. Maturity date.
2034-10-17
e. Coupon or yield.
7.436120
f. The principal amount, to the nearest cent.
$2,200,000.00
g. Value of collateral, to the nearest cent.
$2,074,362.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REPUBLIC FIN ISSUANC TR 2021-A B 20311222 2.8
d. Maturity date.
2031-12-22
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$6,754,000.00
g. Value of collateral, to the nearest cent.
$5,983,973.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STWD LTD 2022-FL3 B 20381118 FLT
d. Maturity date.
2038-11-18
e. Coupon or yield.
7.017940
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$95,278.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS RES TR 2019-SFR4 F 20361017 3.6
d. Maturity date.
2036-10-17
e. Coupon or yield.
3.684000
f. The principal amount, to the nearest cent.
$900,000.00
g. Value of collateral, to the nearest cent.
$861,953.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS RES 2021-SFR3 TR E-2 20380519 2.6
d. Maturity date.
2038-05-19
e. Coupon or yield.
2.688000
f. The principal amount, to the nearest cent.
$530,000.00
g. Value of collateral, to the nearest cent.
$461,306.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELMWOOD CLO LTD 2019-1 SUB 20300422 FLT
d. Maturity date.
2030-04-22
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,266,500.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CIFC FUNDING LTD 2014-II INC 20260524 FLT
c. LEI (if available).
549300O8WGQU5B6HEB94
d. Maturity date.
2026-05-24
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$12,500,000.00
g. Value of collateral, to the nearest cent.
$2,250,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FCCCATSKILL PARK CLO 17-1 SUB 20290420 FLT
c. LEI (if available).
549300QY7L9WFVGWC115
d. Maturity date.
2029-04-20
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$19,868,600.00
g. Value of collateral, to the nearest cent.
$1,986,860.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ABBOR REALTY CRE 2021-FL2 LTD D 20360515 FLT
d. Maturity date.
2036-05-15
e. Coupon or yield.
7.836120
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$232,696.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-11-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-09
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
WELLS FARGO SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
95
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.95%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$174,915,373.50
b. Excluding the value of any sponsor support:
$174,915,373.50
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.08%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS SA 5.580000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000872786
c. Other unique identifier.
ARP0XITA5
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
AMER AIRLINES PT TR 2016-2B B 20251215 4.3
d. Maturity date.
2025-12-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$15,378.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZIGGO BD CO BV SR GLBL 144A 30
c. LEI (if available).
213800JYI4P7V5QDOG59
d. Maturity date.
2030-02-28
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$945,546.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SINCLAIR TELEVISION GROUP SR GLBL 144A 30
c. LEI (if available).
549300CQGEN0CH65UD62
d. Maturity date.
2030-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,640,000.00
g. Value of collateral, to the nearest cent.
$2,458,163.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOUND PT CLO XIV LTD 2016-14 E 20290123 FLT
c. LEI (if available).
549300TT7IR66ASPWY89
d. Maturity date.
2029-01-23
e. Coupon or yield.
12.257200
f. The principal amount, to the nearest cent.
$4,499,382.00
g. Value of collateral, to the nearest cent.
$4,274,247.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSDIGM INC SR SB GLBL NT 27
c. LEI (if available).
88Q84GB3X55CF5OC7582
d. Maturity date.
2027-11-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$396,000.00
g. Value of collateral, to the nearest cent.
$380,148.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSOCEAN INC SR GLBL 144A 26
c. LEI (if available).
DOL4HJ22ADYSIWES4H94
d. Maturity date.
2026-01-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$117,000.00
g. Value of collateral, to the nearest cent.
$114,753.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCHWAB CHARLES CORP PERP SUB -I NT4%
c. LEI (if available).
549300VSGCJ7E698NM85
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$900.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SELECT MEDICAL CORP SR GLBL 144A 26
c. LEI (if available).
549300X05KS0JKR8CB50
d. Maturity date.
2026-08-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$1,278,000.00
g. Value of collateral, to the nearest cent.
$1,302,038.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELL INTERNATIONAL FIN BV GLBL NT 3.25%50
c. LEI (if available).
213800ITMMKU4Z7I4F78
d. Maturity date.
2050-04-06
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$742.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SINCLAIR TELEVISION GROUP SR GLBL 144A 30
c. LEI (if available).
549300CQGEN0CH65UD62
d. Maturity date.
2030-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,993,000.00
g. Value of collateral, to the nearest cent.
$1,585,621.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETSMART INC / PETSMART FINAN SR GLBL 144A 29
d. Maturity date.
2029-02-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$5,998,000.00
g. Value of collateral, to the nearest cent.
$6,069,412.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PFIZER INC SR GLBL NT 46
c. LEI (if available).
765LHXWGK1KXCLTFYQ30
d. Maturity date.
2046-12-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$3,515,000.00
g. Value of collateral, to the nearest cent.
$3,125,470.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOHEGAN TRIBAL GAMING AUTH SR SEC GLBL 26
c. LEI (if available).
549300UB083Z2NRDHC48
d. Maturity date.
2026-02-01
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,907,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MADISON PARK FDG XXX 2018-30 E 20290416 FLT
c. LEI (if available).
549300FFTJ3WPTJK8589
d. Maturity date.
2029-04-16
e. Coupon or yield.
10.519600
f. The principal amount, to the nearest cent.
$1,310,000.00
g. Value of collateral, to the nearest cent.
$1,209,367.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MALLINCKRODT INTL FIN SA / CB SR SEC GLBL 29
d. Maturity date.
2029-06-15
e. Coupon or yield.
10.000000
f. The principal amount, to the nearest cent.
$1,578,000.00
g. Value of collateral, to the nearest cent.
$268,260.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAV ACQUISITION CORP SR SEC 144A NT28
c. LEI (if available).
254900U6YJ9QZ4IQOR26
d. Maturity date.
2028-08-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$744,000.00
g. Value of collateral, to the nearest cent.
$674,770.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MODIVCARE INC SR GLBL 144A 29
d. Maturity date.
2029-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$146,833.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LABL ESCROW ISSUER LLC SR SEC GLBL 26
c. LEI (if available).
5493004FUZN8R6Y3VB98
d. Maturity date.
2026-07-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$56,000.00
g. Value of collateral, to the nearest cent.
$54,978.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LABL ESCROW ISSUER LLC SR SEC GLBL 26
c. LEI (if available).
5493004FUZN8R6Y3VB98
d. Maturity date.
2026-07-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$196,350.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LABL ESCROW ISSUER LLC SR SEC GLBL 26
c. LEI (if available).
5493004FUZN8R6Y3VB98
d. Maturity date.
2026-07-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$196,350.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREEN TREE FINANCIAL CORP 97-8 M-1 20271015 FLT
d. Maturity date.
2027-10-15
e. Coupon or yield.
7.020000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$561.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COCA COLA CO SR GLBL NT 60
c. LEI (if available).
UWJKFUJFZ02DKWI3RY53
d. Maturity date.
2060-06-01
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$112,000.00
g. Value of collateral, to the nearest cent.
$76,099.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMOND CLO 2018-1 LTD E 20300722 FLT
d. Maturity date.
2030-07-22
e. Coupon or yield.
13.107200
f. The principal amount, to the nearest cent.
$4,320,001.00
g. Value of collateral, to the nearest cent.
$4,257,225.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALTICE FRANCE S A SR SEC GLBL 27
c. LEI (if available).
5493001ZMCICV4N02J21
d. Maturity date.
2027-02-01
e. Coupon or yield.
8.125000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$341,347.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALTICE FRANCE S A SR SEC GLBL 28
c. LEI (if available).
5493001ZMCICV4N02J21
d. Maturity date.
2028-01-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$350,000.00
g. Value of collateral, to the nearest cent.
$260,341.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRIFFON CORP SR GLBL NT 28
c. LEI (if available).
5493000C2SGNC7ZN3242
d. Maturity date.
2028-03-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$2,516,000.00
g. Value of collateral, to the nearest cent.
$2,424,815.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FINANCE OF AMERICA FUNDING LLC SR GLBL 144A 25
d. Maturity date.
2025-11-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$63,000.00
g. Value of collateral, to the nearest cent.
$53,319.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC PERP SUB -A NT
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2099-12-31
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$859.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAESARS ENTERTAINMENT INC NEW SR SEC GLBL 27
c. LEI (if available).
549300FA4CTCW903Y781
d. Maturity date.
2027-07-01
e. Coupon or yield.
8.125000
f. The principal amount, to the nearest cent.
$27,000.00
g. Value of collateral, to the nearest cent.
$27,788.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 28
d. Maturity date.
2028-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$98,000.00
g. Value of collateral, to the nearest cent.
$92,962.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 26
c. LEI (if available).
5493007X5NC5XI1BB106
d. Maturity date.
2026-03-15
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$40,526.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARNIVAL CORP SR GLBL 144A 27
c. LEI (if available).
F1OF2ZSX47CR0BCWA982
d. Maturity date.
2027-03-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$283,000.00
g. Value of collateral, to the nearest cent.
$267,208.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC SR GLBL NT3.2%26
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2026-10-21
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$71,000.00
g. Value of collateral, to the nearest cent.
$67,121.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26
d. Maturity date.
2026-07-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$489,009.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRIGHTSTAR ESCROW CORPORATION SR SEC GLBL 25
c. LEI (if available).
TF9O1XIG83ZLXX7WN472
d. Maturity date.
2025-10-15
e. Coupon or yield.
9.750000
f. The principal amount, to the nearest cent.
$37,000.00
g. Value of collateral, to the nearest cent.
$36,726.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMER AIRLINES PT TR 2016-2B B 20251215 4.3
d. Maturity date.
2025-12-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$59,000.00
g. Value of collateral, to the nearest cent.
$23,876.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28
d. Maturity date.
2028-02-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$1,375,000.00
g. Value of collateral, to the nearest cent.
$1,426,491.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTERCOM MEDIA CORP SR SEC GLBL 29
c. LEI (if available).
549300S5JUSXRHNCHD80
d. Maturity date.
2029-03-31
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$385,000.00
g. Value of collateral, to the nearest cent.
$16,705.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28
d. Maturity date.
2028-02-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$1,036,000.00
g. Value of collateral, to the nearest cent.
$1,074,796.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZAYO GROUP HLDGS INC SR SEC 144A NT27
c. LEI (if available).
529900Z6OTS7RT0V0I47
d. Maturity date.
2027-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$220,067.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AVIANCA MIDCO 2 LTD SR SEC GLBL 28
d. Maturity date.
2028-12-01
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$29,296.00
g. Value of collateral, to the nearest cent.
$25,871.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JAMESTOWN CLO II LTD 2013-2 SUB 20250122 FLT
d. Maturity date.
2025-01-22
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$9,328,395.00
g. Value of collateral, to the nearest cent.
$190,159.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VOYA CLO LTD 2016-2R D-R 20280719 FLT
c. LEI (if available).
549300LKPCV27FMG5J85
d. Maturity date.
2028-07-19
e. Coupon or yield.
12.691700
f. The principal amount, to the nearest cent.
$551,117.00
g. Value of collateral, to the nearest cent.
$484,233.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER DRIVE REC TR 2023-3 C 20301115 5.7
d. Maturity date.
2030-11-15
e. Coupon or yield.
5.770000
f. The principal amount, to the nearest cent.
$435,000.00
g. Value of collateral, to the nearest cent.
$433,751.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEADRILL NEW FIN LTD SR SEC PIK 26
c. LEI (if available).
549300XB7T5BX418QX67
d. Maturity date.
2026-07-15
e. Coupon or yield.
10.000000
f. The principal amount, to the nearest cent.
$225.00
g. Value of collateral, to the nearest cent.
$209.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RAYONIER A.M. PRODS INC SR SEC GLBL 26
c. LEI (if available).
549300ZGRDDK1QM6MM16
d. Maturity date.
2026-01-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$7,189,000.00
g. Value of collateral, to the nearest cent.
$6,440,904.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RAYONIER A.M. PRODS INC SR SEC GLBL 26
c. LEI (if available).
549300ZGRDDK1QM6MM16
d. Maturity date.
2026-01-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$1,661,000.00
g. Value of collateral, to the nearest cent.
$1,488,154.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RENAISSANCE HEQ 2005-3 AV-3 20351125 FLT
d. Maturity date.
2035-11-25
e. Coupon or yield.
5.792470
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$201,253.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RESIDENTIAL ASSET SEC 2004-KS8 M-II-1 20340925 FLT
d. Maturity date.
2034-09-25
e. Coupon or yield.
6.252470
f. The principal amount, to the nearest cent.
$3,519,785.00
g. Value of collateral, to the nearest cent.
$465,263.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCHE HOLDINGS INC SR 144A NT 24
c. LEI (if available).
PVJRP0EQNV6OGDPZGY95
d. Maturity date.
2024-03-08
e. Coupon or yield.
1.882000
f. The principal amount, to the nearest cent.
$1,557,000.00
g. Value of collateral, to the nearest cent.
$1,533,077.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OZLM XIX LTD 2017-19 SUB 20301122 FLT
c. LEI (if available).
5493009C40QUU66J8E83
d. Maturity date.
2030-11-22
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$1,946.00
g. Value of collateral, to the nearest cent.
$739.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RAYONIER A.M. PRODS INC SR SEC GLBL 26
c. LEI (if available).
549300ZGRDDK1QM6MM16
d. Maturity date.
2026-01-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$10,238,000.00
g. Value of collateral, to the nearest cent.
$9,172,622.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RAYONIER A.M. PRODS INC SR SEC GLBL 26
c. LEI (if available).
549300ZGRDDK1QM6MM16
d. Maturity date.
2026-01-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$895,938.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY CAP 2004-HE7 M-2 20340825 FLT
d. Maturity date.
2034-08-25
e. Coupon or yield.
6.357470
f. The principal amount, to the nearest cent.
$5,819,826.00
g. Value of collateral, to the nearest cent.
$210,797.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEON HLDGS INC SR SEC GLBL 26
d. Maturity date.
2026-04-01
e. Coupon or yield.
10.125000
f. The principal amount, to the nearest cent.
$329,000.00
g. Value of collateral, to the nearest cent.
$315,073.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW CENTURY HEQ TR 2005-4 M-3 20350925 FLT
d. Maturity date.
2035-09-25
e. Coupon or yield.
6.237470
f. The principal amount, to the nearest cent.
$100,001.00
g. Value of collateral, to the nearest cent.
$13,178.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEXTERA ENERGY CAP HLDGS INC SR GLBL 72 DB 53
c. LEI (if available).
UMI46YPGBLUE4VGNNT48
d. Maturity date.
2053-02-28
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$69,000.00
g. Value of collateral, to the nearest cent.
$67,558.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LINDBLAD EXPEDITIONS HLDGS INC SR SEC GLBL 28
c. LEI (if available).
549300GSPW24GZE6R597
d. Maturity date.
2028-05-15
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$293,000.00
g. Value of collateral, to the nearest cent.
$309,021.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEDRION SPA SR SEC GLBL 29
c. LEI (if available).
81560047FA58E1BEDF67
d. Maturity date.
2029-09-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$21,400,000.00
g. Value of collateral, to the nearest cent.
$18,793,658.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COLT MTG LN TR 2023-1 B-1 20680425 FLT
d. Maturity date.
2068-04-25
e. Coupon or yield.
8.104120
f. The principal amount, to the nearest cent.
$2,288,000.00
g. Value of collateral, to the nearest cent.
$2,092,612.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DEEPHAVEN RES MTG TR 2022-3 B-1 20670725 FLT
d. Maturity date.
2067-07-25
e. Coupon or yield.
5.271790
f. The principal amount, to the nearest cent.
$1,400,000.00
g. Value of collateral, to the nearest cent.
$1,060,620.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AT&T INC GLBL NT 3.5%61
c. LEI (if available).
549300Z40J86GGSTL398
d. Maturity date.
2061-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$6,073.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERTZ VECL FIN III LLC 2022-1 D 20260625 4.8
c. LEI (if available).
549300MNOMKDMDFI8J66
d. Maturity date.
2026-06-25
e. Coupon or yield.
4.850000
f. The principal amount, to the nearest cent.
$767,000.00
g. Value of collateral, to the nearest cent.
$711,711.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GS MTG BACKED SEC 2021-RPL1 TR B 20601225 FLT
d. Maturity date.
2060-12-25
e. Coupon or yield.
3.852930
f. The principal amount, to the nearest cent.
$5,273,152.00
g. Value of collateral, to the nearest cent.
$3,373,234.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENCINA EQUIPMNT FIN LLC 2021-1 E 20290315 4.3
d. Maturity date.
2029-03-15
e. Coupon or yield.
4.360000
f. The principal amount, to the nearest cent.
$242,000.00
g. Value of collateral, to the nearest cent.
$235,946.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2004-7 MV-4 20341225 FLT
d. Maturity date.
2034-12-25
e. Coupon or yield.
4.213000
f. The principal amount, to the nearest cent.
$2,509,000.00
g. Value of collateral, to the nearest cent.
$499,797.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BARCLAYS MTG LN TR 2023-NQM1 B-2 20630125 FLT
d. Maturity date.
2063-01-25
e. Coupon or yield.
6.317050
f. The principal amount, to the nearest cent.
$5,012,325.00
g. Value of collateral, to the nearest cent.
$4,086,699.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEAR STEARNS ASSET BK 2005-TC1 M-2 20350525 FLT
d. Maturity date.
2035-05-25
e. Coupon or yield.
5.300780
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$577,966.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPLE INC SR GLBL NT 24
c. LEI (if available).
HWUPKR0MPOU8FGXBT394
d. Maturity date.
2024-05-06
e. Coupon or yield.
3.450000
f. The principal amount, to the nearest cent.
$653,000.00
g. Value of collateral, to the nearest cent.
$649,151.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISH DBS CORPORATION SR SEC GLBL 28
d. Maturity date.
2028-12-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$57,438,000.00
g. Value of collateral, to the nearest cent.
$44,646,174.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 3%073029
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2029-07-30
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,754,000.00
g. Value of collateral, to the nearest cent.
$2,359,214.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO FR 3.9%050145
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2045-05-01
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$2,502,000.00
g. Value of collateral, to the nearest cent.
$2,027,946.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WERNER FINCO LP/ WERNER JR GLBL STEP 28
d. Maturity date.
2028-10-15
e. Coupon or yield.
14.500000
f. The principal amount, to the nearest cent.
$31,973.00
g. Value of collateral, to the nearest cent.
$28,574.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VODAFONE GROUP PLC SUB GLBL NT 7%79
c. LEI (if available).
213800TB53ELEUKM7Q61
d. Maturity date.
2079-04-04
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$279,000.00
g. Value of collateral, to the nearest cent.
$291,796.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSOCEAN INC SR SEC GLBL 30
c. LEI (if available).
DOL4HJ22ADYSIWES4H94
d. Maturity date.
2030-02-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$122,000.00
g. Value of collateral, to the nearest cent.
$131,259.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSOCEAN TITAN FING LTD SR SEC GLBL 28
d. Maturity date.
2028-02-01
e. Coupon or yield.
8.375000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$161,121.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP SR GLBL NT3.7%28
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2028-03-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,304.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ODEON FINCO PLC SR SEC GLBL 27
c. LEI (if available).
9845003ECF9901CC5382
d. Maturity date.
2027-11-01
e. Coupon or yield.
12.750000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$819,640.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 4.3%012745
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2045-01-27
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$374,000.00
g. Value of collateral, to the nearest cent.
$326,575.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIGADO NETWORKS LLC SR SEC GLBL 23
d. Maturity date.
2023-11-01
e. Coupon or yield.
15.500000
f. The principal amount, to the nearest cent.
$15.00
g. Value of collateral, to the nearest cent.
$5.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ICG US CLO 2015-2R LTD D 20330118 FLT
c. LEI (if available).
25490037AMBNS8P47972
d. Maturity date.
2033-01-18
e. Coupon or yield.
12.559600
f. The principal amount, to the nearest cent.
$1,650,000.00
g. Value of collateral, to the nearest cent.
$1,319,116.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO PERP SUB GLBL -S
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2079-12-31
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$46,000.00
g. Value of collateral, to the nearest cent.
$47,538.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL AIRCRAFT LEASING CO LTD SR GLBL PIK 24
d. Maturity date.
2024-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,869.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXETER AUTO REC TR 2023-3 E 20310115 9.9
d. Maturity date.
2031-01-15
e. Coupon or yield.
9.980000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,016.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMSCOPE TECHNOLOGIES LLC SR 144A NT 6%25
c. LEI (if available).
M4TWC4QDOKW45N7T6Y12
d. Maturity date.
2025-06-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$52,000.00
g. Value of collateral, to the nearest cent.
$47,088.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CUTWATER LTD 2014-I D 20260715 FLT
c. LEI (if available).
254900Z407FNBKBWKE10
d. Maturity date.
2026-07-15
e. Coupon or yield.
10.819600
f. The principal amount, to the nearest cent.
$2,290,056.00
g. Value of collateral, to the nearest cent.
$2,146,559.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMER AIRLINES PT TR 2015-2 B 20250322 4.4
d. Maturity date.
2025-03-22
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$9,709.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERIQUEST MTG SECS 2005-R4 M-3 20350625 FLT
d. Maturity date.
2035-06-25
e. Coupon or yield.
6.132470
f. The principal amount, to the nearest cent.
$3,974,993.00
g. Value of collateral, to the nearest cent.
$525,897.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANAGRAM INTERNATIONAL INC. SR SEC GLBL 26
d. Maturity date.
2026-08-15
e. Coupon or yield.
10.000000
f. The principal amount, to the nearest cent.
$142.00
g. Value of collateral, to the nearest cent.
$113.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMMC CLO XIII 2013-13R B2L1-R 20290724 FLT
c. LEI (if available).
549300R4YQWFRASHVE93
d. Maturity date.
2029-07-24
e. Coupon or yield.
12.047200
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$599,521.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREEN TREE FINANCIAL MFH 99-4 A-9 20300101 7.0
d. Maturity date.
2030-01-01
e. Coupon or yield.
7.020000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$389.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENVIRI CORP SR GLBL 144A 27
c. LEI (if available).
KAO98FK89NPNNPQGUZ43
d. Maturity date.
2027-07-31
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$258,015.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLAGSHIP CR AT TR 2022-2 E 20290615 8.2
d. Maturity date.
2029-06-15
e. Coupon or yield.
8.200000
f. The principal amount, to the nearest cent.
$1,644,000.00
g. Value of collateral, to the nearest cent.
$1,543,205.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29
d. Maturity date.
2029-11-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$408.00
g. Value of collateral, to the nearest cent.
$304.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL 31
d. Maturity date.
2031-03-15
e. Coupon or yield.
8.625000
f. The principal amount, to the nearest cent.
$1,725,000.00
g. Value of collateral, to the nearest cent.
$1,704,369.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDISON INTL SR GLBL NT 28
c. LEI (if available).
549300I7ROF15MAEVP56
d. Maturity date.
2028-03-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$954.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CVP CLO 2017-2 LTD E 20310121 FLT
c. LEI (if available).
549300JCIKT6NT8T1275
d. Maturity date.
2031-01-21
e. Coupon or yield.
11.887800
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,816,444.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANGEL OAK MORTGAGE TR 2022-2 B-2 20670125 FLT
d. Maturity date.
2067-01-25
e. Coupon or yield.
4.155300
f. The principal amount, to the nearest cent.
$4,465,000.00
g. Value of collateral, to the nearest cent.
$2,677,878.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMER AIRLINES PT TR 2016-1 B 20250715 5.2
d. Maturity date.
2025-07-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$847.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
d. Maturity date.
2028-08-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$3,155,000.00
g. Value of collateral, to the nearest cent.
$2,766,197.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRIANGLE RE LTD 2021-3 M-2 20340225 FLT
d. Maturity date.
2034-02-25
e. Coupon or yield.
8.819010
f. The principal amount, to the nearest cent.
$6,675,258.00
g. Value of collateral, to the nearest cent.
$6,642,561.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US AIRWAYS PT TRUST 2012-1 A 20260401 5.9
d. Maturity date.
2026-04-01
e. Coupon or yield.
5.900000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$752.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US AIRWAYS PT TRUST 2013-1 A 20270515 3.9
d. Maturity date.
2027-05-15
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$781.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITI GROUP LP / UNITI FIBER/ SR GLBL 144A 30
d. Maturity date.
2030-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$15,389,000.00
g. Value of collateral, to the nearest cent.
$10,120,832.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMER AIRLINES PT TR 2013-1 A 20270115 4.0
d. Maturity date.
2027-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,260,000.00
g. Value of collateral, to the nearest cent.
$462,290.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-09-05
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-09-05
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
36
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.58%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$149,952,594.00
b. Excluding the value of any sponsor support:
$149,952,594.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIGROUP GLOBAL MARKETS INC
Item C.2 The title of the issue (including coupon, if applicable).
CITIGROUP GLOBAL MARKETS INC 5.470000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
MBNUM2BPBDO7JBLYG310
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000315030
c. Other unique identifier.
ARP0XJXR1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
ASLAN PHARMACEUTICALS LTD SPON ADS NEW
c. LEI (if available).
549300L9VD6FZWFBND47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$117,725.00
g. Value of collateral, to the nearest cent.
$283,717.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VNET GROUP INC SPONSORED ADS A
c. LEI (if available).
529900672GYJQ3T38I58
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,024.00
g. Value of collateral, to the nearest cent.
$11,991.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANGUARD WORLD FDS INF TECH ETF
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$45.00
g. Value of collateral, to the nearest cent.
$20,365.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DBX ETF TR XTRACK HRVST CSI
c. LEI (if available).
549300KGVW9YY7MPVQ67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$22,929.00
g. Value of collateral, to the nearest cent.
$657,145.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR S&P HOMEBUILD
c. LEI (if available).
549300MSE80LL1UJS132
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$19,914.00
g. Value of collateral, to the nearest cent.
$1,681,737.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SELECT SECTOR SPDR TR SBI HEALTHCARE
c. LEI (if available).
549300EJNY3KKJHPOY44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,693.00
g. Value of collateral, to the nearest cent.
$499,256.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MIZUHO FINANCIAL GROUP INC SPONSORED ADR
c. LEI (if available).
353800CI5L6DDAN5XZ33
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$827.00
g. Value of collateral, to the nearest cent.
$2,836.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIANBIO SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$171,608.00
g. Value of collateral, to the nearest cent.
$346,648.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES INC MSCI EMRG CHN
c. LEI (if available).
549300OO3LEZN53XCB15
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$19,817.00
g. Value of collateral, to the nearest cent.
$1,073,883.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR RUS 1000 GRW ETF
c. LEI (if available).
549300H1KWQVEKI25E14
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5.00
g. Value of collateral, to the nearest cent.
$1,420.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR RUS 2000 GRW ETF
c. LEI (if available).
549300CPJOUVKWJGSH44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,215.00
g. Value of collateral, to the nearest cent.
$1,057,079.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR RUSSELL 2000 ETF
c. LEI (if available).
549300O80OAR5VTWR172
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$124,471.00
g. Value of collateral, to the nearest cent.
$24,449,838.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRADED FD TR II SR LN ETF
c. LEI (if available).
549300SIHU6DQELRNG59
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$483,224.00
g. Value of collateral, to the nearest cent.
$10,138,039.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES INC MSCI PAC JP ETF
c. LEI (if available).
549300BD232B3QSQRR65
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,192.00
g. Value of collateral, to the nearest cent.
$488,083.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR ISHARES BIOTECH
c. LEI (if available).
549300S7IVD88MPK0066
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$22,613.00
g. Value of collateral, to the nearest cent.
$2,936,524.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DBV TECHNOLOGIES S A SPONSORED ADR
c. LEI (if available).
969500PVBQFWQKVDMD80
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$164,542.00
g. Value of collateral, to the nearest cent.
$259,976.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CENTESSA PHARMACEUTICALS PLC SPONSORED ADS
c. LEI (if available).
213800GIDAARDSKOI827
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$157,064.00
g. Value of collateral, to the nearest cent.
$1,251,800.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALIBABA GROUP HLDG LTD SPONSORED ADS
c. LEI (if available).
5493001NTNQJDH60PM02
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$243,162.00
g. Value of collateral, to the nearest cent.
$24,449,939.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMBRX BIOPHARMA INC SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$187.00
g. Value of collateral, to the nearest cent.
$2,805.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YPF SOCIEDAD ANONIMA SPON ADR CL D
c. LEI (if available).
5493003N7447U18U5U53
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,021,812.00
g. Value of collateral, to the nearest cent.
$14,908,237.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ULTRAPAR PARTICIPACOES SA SP ADR REP COM
c. LEI (if available).
529900FU4XBXGQMLRE72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,243.00
g. Value of collateral, to the nearest cent.
$28,464.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TAL EDUCATION GROUP SPONSORED ADS
c. LEI (if available).
5493003PJZS0EC085V72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$28,567.00
g. Value of collateral, to the nearest cent.
$228,536.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENCENT MUSIC ENTMT GROUP SPON ADS
c. LEI (if available).
213800XTZK2GOHQTYK41
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$176,993.00
g. Value of collateral, to the nearest cent.
$1,261,960.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS
c. LEI (if available).
549300BAFGM4RC74ZJ94
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12.00
g. Value of collateral, to the nearest cent.
$102.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARNIVAL PLC ADR
c. LEI (if available).
4DR1VPDQMHD3N3QW8W95
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$533,305.00
g. Value of collateral, to the nearest cent.
$8,980,856.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CEMEX SAB DE CV SPON ADR NEW
c. LEI (if available).
549300RIG2CXWN6IV731
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,308,082.00
g. Value of collateral, to the nearest cent.
$10,032,988.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO SANTANDER S.A. ADR
c. LEI (if available).
5493006QMFDDMYWIAM13
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$4,040.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SELECT SECTOR SPDR TR SBI INT-UTILS
c. LEI (if available).
549300ERQDM80PRYUH21
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,799.00
g. Value of collateral, to the nearest cent.
$254,684.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TFI INTL INC COM
c. LEI (if available).
5493007R9W7KO7SJN678
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$18,226.00
g. Value of collateral, to the nearest cent.
$2,323,815.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAMPA ENERGIA S A SPONS ADR LVL I
c. LEI (if available).
254900QNIK0CVURGML24
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$164,382.00
g. Value of collateral, to the nearest cent.
$6,769,250.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR PORTFOLIO SHORT
c. LEI (if available).
549300D2BO7L1J2SO973
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,424.00
g. Value of collateral, to the nearest cent.
$159,845.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOLECULAR PARTNERS AG ADS
c. LEI (if available).
875500AXMLDAZ4D21744
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,230.00
g. Value of collateral, to the nearest cent.
$7,392.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOVO-NORDISK A S ADR
c. LEI (if available).
549300DAQ1CVT6CXN342
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$154,923.00
g. Value of collateral, to the nearest cent.
$24,449,947.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES SILVER TR ISHARES
c. LEI (if available).
549300K2C2CG14B0ZA09
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$77,867.00
g. Value of collateral, to the nearest cent.
$1,737,991.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES INC ESG AWR MSCI EM
c. LEI (if available).
549300JES9K0OUJ8F389
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$53,091.00
g. Value of collateral, to the nearest cent.
$1,783,857.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR EAFE SML CP ETF
c. LEI (if available).
549300MJV5OZGVS4LX86
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,582.00
g. Value of collateral, to the nearest cent.
$587,089.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR JPMORGAN USD EMG
c. LEI (if available).
54930070R8WH6MNUJG74
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$231,952.00
g. Value of collateral, to the nearest cent.
$20,309,717.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR NATIONAL MUN ETF
c. LEI (if available).
549300H21FUYFQW9N157
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$229,233.00
g. Value of collateral, to the nearest cent.
$24,449,991.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES INC MSCI SWEDEN ETF
c. LEI (if available).
5493006PAEOLGEXJ6L84
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$28,523.00
g. Value of collateral, to the nearest cent.
$1,019,982.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR IBOXX INV CP ETF
c. LEI (if available).
549300FYCXFXG8POR355
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$227,336.00
g. Value of collateral, to the nearest cent.
$24,449,986.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR MSCI EAFE ETF
c. LEI (if available).
549300O0XO3KDQV68404
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,722.00
g. Value of collateral, to the nearest cent.
$202,625.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GERDAU SA SPON ADR REP PFD
c. LEI (if available).
254900YDV6SEQQPZVG24
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$285,400.00
g. Value of collateral, to the nearest cent.
$1,700,984.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRUPO TELEVISA S A B SPON ADR REP ORD
c. LEI (if available).
549300O4AF0C816ILN62
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$802,608.00
g. Value of collateral, to the nearest cent.
$4,165,535.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DADA NEXUS LTD ADS
c. LEI (if available).
655600D3KK4AC093RT71
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,776.00
g. Value of collateral, to the nearest cent.
$11,579.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SPONSORED ADS
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$402,354.00
g. Value of collateral, to the nearest cent.
$4,542,576.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIDELITY COVINGTON TRUST MSCI CONSM DIS
c. LEI (if available).
5493007BOJJU5J05J835
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$15,465.00
g. Value of collateral, to the nearest cent.
$1,165,442.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARGENX SE SPONSORED ADR
c. LEI (if available).
7245009C5FZE6G9ODQ71
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$47,475.00
g. Value of collateral, to the nearest cent.
$24,449,625.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRUPO SUPERVIELLE S.A. SPONSORED ADR
c. LEI (if available).
549300IQJL3KLZ3IYQ14
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,377.00
g. Value of collateral, to the nearest cent.
$43,207.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASTRAZENECA PLC SPONSORED ADR
c. LEI (if available).
PY6ZZQWO2IZFZC3IOL08
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$38,316.00
g. Value of collateral, to the nearest cent.
$2,733,080.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATOUR LIFESTYLE HLDGS LTD SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,681.00
g. Value of collateral, to the nearest cent.
$198,847.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZAI LAB LTD ADR
c. LEI (if available).
549300P2UYQ9U5LY1T58
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,417.00
g. Value of collateral, to the nearest cent.
$44,621.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOBLE CORP PLC ORD SHS A
c. LEI (if available).
549300I3HBUNXO0OG954
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$471,007.00
g. Value of collateral, to the nearest cent.
$24,449,973.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRITON INTL LTD CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$290,173.00
g. Value of collateral, to the nearest cent.
$24,449,976.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED MICROELECTRONICS CORP SPON ADR NEW
c. LEI (if available).
391200YJCAGH9LF96P73
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$104,998.00
g. Value of collateral, to the nearest cent.
$788,534.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WNS HLDGS LTD SPON ADR
c. LEI (if available).
529900RM7QHUD3W9DM42
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,560.00
g. Value of collateral, to the nearest cent.
$999,107.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WPP PLC NEW ADR
c. LEI (if available).
549300LSGBXPYHXGDT93
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$865.00
g. Value of collateral, to the nearest cent.
$47,151.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENARIS S A SPONSORED ADS
c. LEI (if available).
549300Y7C05BKC4HZB40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$176,036.00
g. Value of collateral, to the nearest cent.
$5,853,197.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MOTOR CORP ADS
c. LEI (if available).
5493006W3QUS5LMH6R84
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$18.00
g. Value of collateral, to the nearest cent.
$3,008.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHINOOK THERAPEUTICS INC COM
c. LEI (if available).
549300X0O3003W5QYQ48
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$625,639.00
g. Value of collateral, to the nearest cent.
$24,449,972.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COCA-COLA FEMSA SAB DE CV SPONSORD ADR REP
c. LEI (if available).
5493008KEVFYPMGTXO33
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,931.00
g. Value of collateral, to the nearest cent.
$503,897.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMPANIA CERVECERIAS UNIDAS S SPONSORED ADR
c. LEI (if available).
529900BJW9B0O6LI2R39
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$15,506.00
g. Value of collateral, to the nearest cent.
$261,276.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DBX ETF TR XTRACK MSCI EURP
c. LEI (if available).
54930088ALBDM7VHMJ08
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$40,149.00
g. Value of collateral, to the nearest cent.
$1,471,862.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEIGENE LTD SPONSORED ADR
c. LEI (if available).
549300JFUK6FRD5MH739
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$52,987.00
g. Value of collateral, to the nearest cent.
$11,928,963.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BICYCLE THERAPEUTICS PLC SPONSORED ADS
c. LEI (if available).
213800XKUI6R7GKC3E43
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$242,660.00
g. Value of collateral, to the nearest cent.
$5,983,995.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRITISH AMERN TOB PLC SPONSORED ADR
c. LEI (if available).
213800FKA5MF17RJKT63
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$67,949.00
g. Value of collateral, to the nearest cent.
$2,307,548.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CRH PLC ADR
c. LEI (if available).
549300MIDJNNTH068E74
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$170,387.00
g. Value of collateral, to the nearest cent.
$10,236,850.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP PLC SPONSORED ADR
c. LEI (if available).
213800LH1BZH3DI6G760
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$666,031.00
g. Value of collateral, to the nearest cent.
$24,449,998.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAIDU INC SPON ADR REP A
c. LEI (if available).
254900AL64IANZYI1E02
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,772.00
g. Value of collateral, to the nearest cent.
$1,052,097.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO DE CHILE SPONSORED ADS
c. LEI (if available).
8B4EZFY8IHJC44TT2K84
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,344.00
g. Value of collateral, to the nearest cent.
$166,194.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO MACRO SA SPON ADR B
c. LEI (if available).
579100KKDKKIFEBKK040
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$24,312.00
g. Value of collateral, to the nearest cent.
$614,121.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BARCLAYS PLC ADR
c. LEI (if available).
213800LBQA1Y9L22JB70
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$178,240.00
g. Value of collateral, to the nearest cent.
$1,425,920.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSPORTADORA DE GAS SUR SPONSORED ADS B
c. LEI (if available).
5299002TRC7IFQYSW596
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,477.00
g. Value of collateral, to the nearest cent.
$117,988.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SMITH & NEPHEW PLC SPDN ADR NEW
c. LEI (if available).
213800ZTMDN8S67S1H61
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$55,491.00
g. Value of collateral, to the nearest cent.
$1,702,463.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOHU COM LTD SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$18,430.00
g. Value of collateral, to the nearest cent.
$213,419.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STMICROELECTRONICS N V NY REGISTRY
c. LEI (if available).
213800Z8NOHIKRI42W10
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$305,649.00
g. Value of collateral, to the nearest cent.
$16,336,939.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUMITOMO MITSUI FINL GROUP INC SPONSORED ADR
c. LEI (if available).
35380028MYWPB6AUO129
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$117,701.00
g. Value of collateral, to the nearest cent.
$1,112,274.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR S&P DIVID ETF
c. LEI (if available).
5493004N0SIW5NZBWC90
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,083.00
g. Value of collateral, to the nearest cent.
$770,959.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR S&P BK ETF
c. LEI (if available).
549300WRV3OCU6OV1X49
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$61,586.00
g. Value of collateral, to the nearest cent.
$2,582,916.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAP SE SPON ADR
c. LEI (if available).
529900D6BF99LW9R2E68
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$25,242.00
g. Value of collateral, to the nearest cent.
$3,453,358.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PEARSON PLC SPONSORED ADR
c. LEI (if available).
2138004JBXWWJKIURC57
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,788.00
g. Value of collateral, to the nearest cent.
$119,854.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PDD HOLDINGS INC SPONSORED ADS
c. LEI (if available).
5493000573DS7005T657
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$273,642.00
g. Value of collateral, to the nearest cent.
$24,449,912.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RENTOKIL INITIAL PLC SPONSORED ADR
c. LEI (if available).
549300VN4WV7Z6T14K68
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$173,098.00
g. Value of collateral, to the nearest cent.
$6,974,118.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELL PLC SPON ADS
c. LEI (if available).
21380068P1DRHMJ8KU70
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$79,483.00
g. Value of collateral, to the nearest cent.
$4,843,694.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOVARTIS AG SPONSORED ADR
c. LEI (if available).
5493007HIVTX6SY6XD66
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,574.00
g. Value of collateral, to the nearest cent.
$268,159.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORIX CORP SPONSORED ADR
c. LEI (if available).
35380016EMHNBOVYE123
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,516.00
g. Value of collateral, to the nearest cent.
$243,095.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POSCO HOLDINGS INC SPONSORED ADR
c. LEI (if available).
988400E5HRVX81AYLM04
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,745.00
g. Value of collateral, to the nearest cent.
$694,570.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEGEND BIOTECH CORP SPONSORED ADS
c. LEI (if available).
254900EIUFZTW136H859
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,486.00
g. Value of collateral, to the nearest cent.
$343,179.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MASTERBRAND INC COMMON STOCK
c. LEI (if available).
549300E0Y4BR5Z9RDZ64
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,465,375.00
g. Value of collateral, to the nearest cent.
$17,818,960.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MELCO RESORTS AND ENTMNT LTD ADR
c. LEI (if available).
529900NRV6LBR3T6B421
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$313,177.00
g. Value of collateral, to the nearest cent.
$4,212,230.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MITSUBISHI UFJ FINL GROUP INC SPONSORED ADS
c. LEI (if available).
353800V2V8PUY9TK3E06
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$289,252.00
g. Value of collateral, to the nearest cent.
$2,354,511.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR MSCI PERU AND GL
c. LEI (if available).
5493004LUWWHLLHWFK32
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$16,278.00
g. Value of collateral, to the nearest cent.
$545,150.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR MSCI INTL QUALTY
c. LEI (if available).
549300NCBUPWCYENVS18
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$47,586.00
g. Value of collateral, to the nearest cent.
$1,734,033.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KB FINL GROUP INC SPONSORED ADR
c. LEI (if available).
529900TKE4MXG3Q6GW86
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,526.00
g. Value of collateral, to the nearest cent.
$264,237.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HDFC BANK LTD SPONSORED ADS
c. LEI (if available).
335800ZQ6I4E2JXENC50
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,482.00
g. Value of collateral, to the nearest cent.
$849,899.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HELLO GROUP INC ADS
c. LEI (if available).
549300YMGLID32W48529
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,598.00
g. Value of collateral, to the nearest cent.
$37,850.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HIMAX TECHNOLOGIES INC SPONSORED ADR
c. LEI (if available).
529900Z6XWS79D8T1X09
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,715.00
g. Value of collateral, to the nearest cent.
$152,005.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IMMUNOCORE HLDGS PLC ADS
c. LEI (if available).
213800IUE3DFS84BVN18
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1.00
g. Value of collateral, to the nearest cent.
$65.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ING GROEP N.V. SPONSORED ADR
c. LEI (if available).
549300NYKK9MWM7GGW15
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$804,102.00
g. Value of collateral, to the nearest cent.
$11,667,520.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERCONTINENTAL HOTELS GROUP SPONSORED ADS
c. LEI (if available).
2138007ZFQYRUSLU3J98
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21.00
g. Value of collateral, to the nearest cent.
$1,577.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLD FIELDS LTD SPONSORED ADR
c. LEI (if available).
5299003KXIBJQYCBBD72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$185,084.00
g. Value of collateral, to the nearest cent.
$2,839,188.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRIFOLS S A SP ADR REP B NVT
c. LEI (if available).
959800HSSNXWRKBK4N60
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$147,521.00
g. Value of collateral, to the nearest cent.
$1,563,722.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRUPO FINANCIERO GALICIA S.A. SPONSORED ADR
c. LEI (if available).
5299008H3AXIXV5G3C23
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$45,344.00
g. Value of collateral, to the nearest cent.
$758,151.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ERICSSON ADR B SEK 10
c. LEI (if available).
549300W9JLPW15XIFM52
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$57,666.00
g. Value of collateral, to the nearest cent.
$292,366.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS
c. LEI (if available).
549300A8MDWDJNMLV153
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,578.00
g. Value of collateral, to the nearest cent.
$179,544.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR S&P METALS MNG
c. LEI (if available).
5493008LMBT3IECLIE27
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,061.00
g. Value of collateral, to the nearest cent.
$108,552.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICROSOFT CORP COM
c. LEI (if available).
INR2EJN1ERAN0W5ZP974
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$72,258.00
g. Value of collateral, to the nearest cent.
$24,449,939.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-10-17
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
CITIGROUP GLOBAL MARKETS INC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,972,806.71
b. Excluding the value of any sponsor support:
$488,972,806.71
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 5.800000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001675365
c. Other unique identifier.
ARP0XJXS9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
ZHIHU INC ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,795,688.00
g. Value of collateral, to the nearest cent.
$3,326,868.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WEST FRASER TIMBER CO LTD COM
c. LEI (if available).
5493005WD1ZK6WBVR988
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$143,175.00
g. Value of collateral, to the nearest cent.
$12,199,941.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARK ETF TR INNOVATION ETF
c. LEI (if available).
254900636IK9WKHH6949
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$246,763.00
g. Value of collateral, to the nearest cent.
$12,199,962.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GROVE COLLABORATIVE HOLD INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$164,195.00
g. Value of collateral, to the nearest cent.
$316,896.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL SELF STORAGE INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,045.00
g. Value of collateral, to the nearest cent.
$100,024.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DERMTECH INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$384,161.00
g. Value of collateral, to the nearest cent.
$1,240,840.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NOVA SCOTIA HALIFAX COM
c. LEI (if available).
L3I9ZG2KFGXZ61BMYR72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$244,439.00
g. Value of collateral, to the nearest cent.
$12,199,950.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LUMIRADX LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$499,487.00
g. Value of collateral, to the nearest cent.
$177,317.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHECKPOINT THERAPEUTICS INC COM NEW
c. LEI (if available).
549300NTOG3NRUKVKI74
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$277,713.00
g. Value of collateral, to the nearest cent.
$860,910.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CREATIVE MEDIA & CMNTY TR COM NEW
c. LEI (if available).
549300X9XL9BLF80OY48
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,923.00
g. Value of collateral, to the nearest cent.
$18,085.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPIRE GLOBAL INC COM CL A
c. LEI (if available).
549300EZFBLFFHJ5MF06
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,241,620.00
g. Value of collateral, to the nearest cent.
$827,912.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IO BIOTECH INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$122,520.00
g. Value of collateral, to the nearest cent.
$227,887.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HIGH TIDE INC COM NEW
c. LEI (if available).
529900J22WX18I890H12
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$150,944.00
g. Value of collateral, to the nearest cent.
$188,680.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PPG INDS INC COM
c. LEI (if available).
549300BKPEP01R3V6C59
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$30,429.00
g. Value of collateral, to the nearest cent.
$4,424,680.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACER FDS TR CASH COWS ETF
c. LEI (if available).
549300LN01SML1MG7602
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$66.00
g. Value of collateral, to the nearest cent.
$2,360.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ODYSSEY MARINE EXPL INC COM NEW
c. LEI (if available).
549300KNVIY6EZIJ2221
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$49,583.00
g. Value of collateral, to the nearest cent.
$180,482.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOMENTUS INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$84,700.00
g. Value of collateral, to the nearest cent.
$36,361.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MESA AIR GROUP INC COM NEW
c. LEI (if available).
549300EY743RMV1F7P98
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$301,302.00
g. Value of collateral, to the nearest cent.
$679,436.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KANDI TECHNOLOGIES GROUP INC COM
c. LEI (if available).
529900TXUELWMVI79005
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$201,502.00
g. Value of collateral, to the nearest cent.
$727,422.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
J P MORGAN EXCHANGE TRADED FD BETABUILDERS US
c. LEI (if available).
549300Y7I30NRICF3S33
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$265,679.00
g. Value of collateral, to the nearest cent.
$12,199,979.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUPERCOM LTD NEW SHS
c. LEI (if available).
549300U7DFKGC1TTZX50
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$60,912.00
g. Value of collateral, to the nearest cent.
$60,912.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TROOPS INC SHS
c. LEI (if available).
529900V9GM18A5WVNQ34
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,997.00
g. Value of collateral, to the nearest cent.
$54,346.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR S&P 500 ETF TR TR UNIT
c. LEI (if available).
549300NZAMSJ8FXPQQ63
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$26,700.00
g. Value of collateral, to the nearest cent.
$12,199,764.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR S&P REGL BKG
c. LEI (if available).
549300EFWJBKUN6WJX52
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$250,408.00
g. Value of collateral, to the nearest cent.
$12,199,877.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR S&P METALS MNG
c. LEI (if available).
5493008LMBT3IECLIE27
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$231,630.00
g. Value of collateral, to the nearest cent.
$12,199,952.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RIGETTI COMPUTING INC COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$326,234.00
g. Value of collateral, to the nearest cent.
$717,714.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MINK THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,382.00
g. Value of collateral, to the nearest cent.
$23,150.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNIFI INC COM NEW
c. LEI (if available).
549300MW5LPO0M2LNO04
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$156,197.00
g. Value of collateral, to the nearest cent.
$1,276,129.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TITAN PHARMACEUTICALS INC DEL COM NEW
c. LEI (if available).
549300NOUZGB2ZNVJ794
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$61,912.00
g. Value of collateral, to the nearest cent.
$36,032.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COSMOS HEALTH INC COM
c. LEI (if available).
549300NN5KFIEHPECJ85
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$15,400.00
g. Value of collateral, to the nearest cent.
$23,100.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZIM INTEGRATED SHIPPING SERV SHS
c. LEI (if available).
21380089EIJRELKAIL21
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$359,124.00
g. Value of collateral, to the nearest cent.
$5,465,867.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XCEL BRANDS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,415.00
g. Value of collateral, to the nearest cent.
$9,313.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YOSHITSU CO LTD SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$48,436.00
g. Value of collateral, to the nearest cent.
$64,419.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WHEELS UP EXPERIENCE INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,516.00
g. Value of collateral, to the nearest cent.
$7,911.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MMTEC INC SHS NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,483.00
g. Value of collateral, to the nearest cent.
$1,992.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRAB HOLDINGS LIMITED CLASS A ORD
c. LEI (if available).
549300N4VQX83VPJF439
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$935,000.00
g. Value of collateral, to the nearest cent.
$3,515,600.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JIUZI HOLDINGS INC ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,700.00
g. Value of collateral, to the nearest cent.
$12,243.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KENON HLDGS LTD SHS
c. LEI (if available).
254900N5LVBX92GMVN72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,056.00
g. Value of collateral, to the nearest cent.
$52,942.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUNLIGHT FINANCIAL HOLDINGS COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,427.00
g. Value of collateral, to the nearest cent.
$2,434.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HARPOON THERAPEUTICS INC COM
c. LEI (if available).
549300VFZL0TEVXILA36
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$29,254.00
g. Value of collateral, to the nearest cent.
$23,283.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS LITHIUM BTRY ETF
c. LEI (if available).
5493004G7TKT5SOCWN15
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,937.00
g. Value of collateral, to the nearest cent.
$656,338.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY TRANS 3X
c. LEI (if available).
549300VMLDHN310YUM33
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$228.00
g. Value of collateral, to the nearest cent.
$8,483.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIMENSIONAL ETF TRUST INTERNATNAL VAL
c. LEI (if available).
549300F3EUNKP4DGBS58
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$165.00
g. Value of collateral, to the nearest cent.
$5,671.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR 7 10YR TRES BULL
c. LEI (if available).
I35C6SMU40O0GTKBNL21
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$8,449.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DLY MIDCAP ETF3X
c. LEI (if available).
B15Q6MX3OEO111P4BX96
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$226.00
g. Value of collateral, to the nearest cent.
$10,079.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLACK DIAMOND THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,800.00
g. Value of collateral, to the nearest cent.
$35,280.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OSTIN TECHNOLOGY GROUP CO LTD ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,800.00
g. Value of collateral, to the nearest cent.
$1,655.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVER BANCORP INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,066.00
g. Value of collateral, to the nearest cent.
$2,931.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLACKROCK ETF TRUST US CARBON TRANS
c. LEI (if available).
549300GZDO1SQ7LRLO36
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$20,208.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AGILETHOUGHT INC CLASS A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,400.00
g. Value of collateral, to the nearest cent.
$3,026.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACURX PHARMACEUTICALS INC COM
c. LEI (if available).
5493006KI0IEUHE1UK56
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,567.00
g. Value of collateral, to the nearest cent.
$8,631.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYPRIS SOLUTIONS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,200.00
g. Value of collateral, to the nearest cent.
$8,190.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYNLOGIC INC COM
c. LEI (if available).
5493007C6UCNXL4HOI66
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,482.00
g. Value of collateral, to the nearest cent.
$3,169.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTE BIOSCIENCES INC COM
c. LEI (if available).
529900Z84WFDHPS3JP76
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,300.00
g. Value of collateral, to the nearest cent.
$4,343.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLEXSHOPPER INC COM NEW
c. LEI (if available).
5493007P8J2I11KFO744
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,700.00
g. Value of collateral, to the nearest cent.
$11,229.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIDELITY COVINGTON TRUST INT VL FCT ETF
c. LEI (if available).
549300DPXN0IDQD0V949
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$26,491.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCHANGE TRADED FD TR DYNMC OIL GAS
c. LEI (if available).
54930038ZOU7RXX4OX14
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$298.00
g. Value of collateral, to the nearest cent.
$8,642.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HISTOGEN INC COM NEW
c. LEI (if available).
549300XHWPP338YQ8O67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,378.00
g. Value of collateral, to the nearest cent.
$1,013.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRILLIANT EARTH GROUP INC CL A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,586.00
g. Value of collateral, to the nearest cent.
$6,344.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS GB MSCI AR ETF
c. LEI (if available).
5493002TMUWISFBTZV19
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$439.00
g. Value of collateral, to the nearest cent.
$20,373.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS MSCI GREECE ETF
c. LEI (if available).
549300B7LODJBKXXYU77
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$75.00
g. Value of collateral, to the nearest cent.
$2,926.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHANGE TRADED FD II INTL EQUITY OPP
c. LEI (if available).
549300ZP1Z2DDIE7G117
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$92.00
g. Value of collateral, to the nearest cent.
$3,921.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXCHANGE LISTED FDS TR CABANA MODERATE
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,318.00
g. Value of collateral, to the nearest cent.
$47,461.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXCHANGE LISTED FDS TR CABANA TARGET 7
c. LEI (if available).
5493006OBDECTH2I1F82
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,666.00
g. Value of collateral, to the nearest cent.
$56,439.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EFFECTOR THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,932.00
g. Value of collateral, to the nearest cent.
$2,381.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PERASO INC COM
c. LEI (if available).
5493000OBQ3XDIK7IG32
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,632.00
g. Value of collateral, to the nearest cent.
$1,801.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONFOLIO HOLDINGS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,700.00
g. Value of collateral, to the nearest cent.
$3,959.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOCERA INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,600.00
g. Value of collateral, to the nearest cent.
$12,384.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OLB GROUP INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,400.00
g. Value of collateral, to the nearest cent.
$2,136.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEONODE INC COM PAR
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$269.00
g. Value of collateral, to the nearest cent.
$1,108.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MULLEN AUTOMOTIVE INC COM
c. LEI (if available).
549300HXMIP6GFG42241
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,966,800.00
g. Value of collateral, to the nearest cent.
$369,663.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS GENOMIC BIOTECH
c. LEI (if available).
549300YI350KRC1BQK73
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$1,231.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS DAX GERMANY ETF
c. LEI (if available).
5493002JRXZHUG2RI979
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$65.00
g. Value of collateral, to the nearest cent.
$1,981.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSI TECHNOLOGY INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$19,474.00
g. Value of collateral, to the nearest cent.
$87,827.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GT BIOPHARMA INC COM NEW
c. LEI (if available).
549300HMPDDS7IM47Y18
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,000.00
g. Value of collateral, to the nearest cent.
$3,950.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LANTERN PHARMA INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$819.00
g. Value of collateral, to the nearest cent.
$3,726.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEJU HLDGS LTD SPONSORED ADS
c. LEI (if available).
549300L53UKQOTX8LC17
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,501.00
g. Value of collateral, to the nearest cent.
$11,167.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 MUNI
c. LEI (if available).
549300LP6EUTXDG4RN22
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$580.00
g. Value of collateral, to the nearest cent.
$14,549.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCHANGE TRADED FD TR AEROSPACE DEFN
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,211.00
g. Value of collateral, to the nearest cent.
$272,260.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DLY ENRGY BULL2X
c. LEI (if available).
2JB4KUARIHFQ3UW6AS94
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$68.00
g. Value of collateral, to the nearest cent.
$4,131.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHIFTPIXY INC COM NEW
c. LEI (if available).
5299000XGQMB6TK04R72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,299.00
g. Value of collateral, to the nearest cent.
$12,767.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEELOS THERAPEUTICS INC COM
c. LEI (if available).
5493009HV8O6R1WGZ132
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,600.00
g. Value of collateral, to the nearest cent.
$2,416.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CERAGON NETWORKS LTD ORD
c. LEI (if available).
529900WC6JZN5WQLZ645
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$39,245.00
g. Value of collateral, to the nearest cent.
$79,274.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TALKSPACE INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,716.00
g. Value of collateral, to the nearest cent.
$11,753.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR NUVEEN BLMBRG SH
c. LEI (if available).
549300YOXXYNLG9ZCS82
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,104.00
g. Value of collateral, to the nearest cent.
$51,921.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCWORX CORP COM
c. LEI (if available).
5493000ZBMNISJ2R6009
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,100.00
g. Value of collateral, to the nearest cent.
$2,087.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIRCO MFG CO COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,654.00
g. Value of collateral, to the nearest cent.
$16,296.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIRACTA THERAPEUTICS INC COM
c. LEI (if available).
549300O5S543GE2D9G67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,470.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIVEONE INC COM
c. LEI (if available).
5493004547XB11DZ6E32
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,099.00
g. Value of collateral, to the nearest cent.
$2,099.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIXTE BIOTECHNOLOGY HLDGS INC COM
c. LEI (if available).
5493004HPIB1PBNQ3L69
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,600.00
g. Value of collateral, to the nearest cent.
$26,144.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
URANIUM RTY CORP COM
c. LEI (if available).
5493005KEPCD7QSX6305
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,987.00
g. Value of collateral, to the nearest cent.
$25,412.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VBI VACCINES INC CDA COM NEW
c. LEI (if available).
52990076U5YRLVGDJE40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$25,191.00
g. Value of collateral, to the nearest cent.
$33,252.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIQ SOLUTIONS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$30,909.00
g. Value of collateral, to the nearest cent.
$9,229.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR II PSHS ULSSLVR NEW
c. LEI (if available).
V7DVKGAJ7ZORY4IOJ616
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,100.00
g. Value of collateral, to the nearest cent.
$252,672.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR ULTRA HIGH YLD
c. LEI (if available).
H62TZPTGJYN1WPUZQP47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17.00
g. Value of collateral, to the nearest cent.
$1,072.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN REBEL HOLDINGS INC COM
c. LEI (if available).
549300FMVBRLWQQTW231
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,629.00
g. Value of collateral, to the nearest cent.
$9,062.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SENMIAO TECHNOLOGY LTD COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,180.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUNLANDS TECHNOLOGY GROUP SPONSRD ADS NEW
c. LEI (if available).
5493002CCRMUVK0L1652
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$510.00
g. Value of collateral, to the nearest cent.
$2,519.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CBL INTL LTD ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$29,200.00
g. Value of collateral, to the nearest cent.
$46,136.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JX LUXVENTURE LIMITED COM
c. LEI (if available).
54930094TV6SSEXV2R56
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,500.00
g. Value of collateral, to the nearest cent.
$4,525.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ABSCI CORPORATION COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,400.00
g. Value of collateral, to the nearest cent.
$13,632.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPROTT FDS TR JUNIOR URANIUM
c. LEI (if available).
2549002HIOJF9UU1X691
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$118.00
g. Value of collateral, to the nearest cent.
$1,922.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UPEXI INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,100.00
g. Value of collateral, to the nearest cent.
$10,557.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRANITESHARES ETF TR HIPS US HIGH INC
c. LEI (if available).
549300T81ZQ2D4QI1D15
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$4,888.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRANITESHARES ETF TR 1.5X LNG NVDA DL
c. LEI (if available).
549300MN9FQ2LPTGZI97
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$48,485.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRANITESHARES ETF TR 1.75X LG AAPL DL
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,300.00
g. Value of collateral, to the nearest cent.
$67,919.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS ARTIFICIAL ETF
c. LEI (if available).
549300BF6DMRHN9YQ074
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$790.00
g. Value of collateral, to the nearest cent.
$23,312.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS ETF TR COMMUNITY MUNI
c. LEI (if available).
549300RQW73RLCSEMF53
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$136.00
g. Value of collateral, to the nearest cent.
$6,817.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CURO GROUP HOLDINGS CORP COM
c. LEI (if available).
54930007KH8KCGJ4YE72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,250.00
g. Value of collateral, to the nearest cent.
$1,887.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIONEXUS GENE LAB CORP COM NEW
c. LEI (if available).
549300COYSKRA3Z7E531
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,000.00
g. Value of collateral, to the nearest cent.
$51,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIOTRICITY INC COM NEW
c. LEI (if available).
5493000L48S51ZYDK260
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,300.00
g. Value of collateral, to the nearest cent.
$8,910.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASPIRA WOMENS HEALTH INC COM NEW
c. LEI (if available).
54930045CGQ3XUO9T533
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$1,488.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASSET ENTITIES INC CLASS B COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,700.00
g. Value of collateral, to the nearest cent.
$1,904.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OKYO PHARMA LTD SHS NEW
c. LEI (if available).
213800VVN5CB56Y15A05
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,300.00
g. Value of collateral, to the nearest cent.
$2,860.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATERIAN INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,500.00
g. Value of collateral, to the nearest cent.
$4,541.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALTSHARES TRUST MERGER ARBITRAGE
c. LEI (if available).
549300253RKVXL6EB213
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,460.00
g. Value of collateral, to the nearest cent.
$165,375.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN CENTY ETF TR AVANTIS RESPONSI
c. LEI (if available).
549300DEB5ZG4OL1O618
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$24,285.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADDENTAX GROUP CORP COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,900.00
g. Value of collateral, to the nearest cent.
$16,905.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCH TRADED FD III HORIZON DMST ETF
c. LEI (if available).
549300NWFIBRO46QFA81
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$93.00
g. Value of collateral, to the nearest cent.
$3,060.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP
c. LEI (if available).
549300U2JRM8TRVDVY22
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$5,131.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHANGE-TRADED FD VI NASDAQ BUYWRITE
c. LEI (if available).
549300IFS6TPZRT5IY12
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$77.00
g. Value of collateral, to the nearest cent.
$1,531.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IM CANNABIS CORP COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,016.00
g. Value of collateral, to the nearest cent.
$2,563.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXCHANGE LISTED FDS TR CABANA TARGET 10
c. LEI (if available).
5493009RVUHEJ6BIBS77
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,316.00
g. Value of collateral, to the nearest cent.
$29,925.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY FOCUS INC COM NEW
c. LEI (if available).
549300WYLQHXWY3CWZ38
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$856.00
g. Value of collateral, to the nearest cent.
$1,652.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OWLET INC CL A NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,777.00
g. Value of collateral, to the nearest cent.
$41,690.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PGIM ETF TR JENNISON FOC GWT
c. LEI (if available).
549300SWV1FEWQYWJT87
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$835.00
g. Value of collateral, to the nearest cent.
$55,226.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARDES BIOSCIENCES INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$138,558.00
g. Value of collateral, to the nearest cent.
$292,357.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THE ONCOLOGY INSTITUTE INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,939.00
g. Value of collateral, to the nearest cent.
$4,602.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONTRAK INC COM NEW
c. LEI (if available).
549300OQ36UO20X0DB40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$897.00
g. Value of collateral, to the nearest cent.
$2,224.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEAP THERAPEUTICS INC COM NEW
c. LEI (if available).
549300T31SMMJ2DDLI13
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$58,213.00
g. Value of collateral, to the nearest cent.
$164,160.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCHANGE TRADED FD TR GBL LISTED PVT
c. LEI (if available).
549300WINPXXJXBQXI26
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,451.00
g. Value of collateral, to the nearest cent.
$136,692.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EASTSIDE DISTILLING INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,400.00
g. Value of collateral, to the nearest cent.
$7,224.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY S&P BIOTEC
c. LEI (if available).
5493001EXBWSNYPRLT71
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$533.00
g. Value of collateral, to the nearest cent.
$7,456.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FOCUS UNVL INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$64,232.00
g. Value of collateral, to the nearest cent.
$112,406.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHAPEWAYS HOLDINGS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,989.00
g. Value of collateral, to the nearest cent.
$20,144.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SARCOS TECHN AND ROBOTICS CORP COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,380.00
g. Value of collateral, to the nearest cent.
$7,665.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GALMED PHARMACEUTICALS LTD SHS NEW
c. LEI (if available).
549300FL07PJ8ICSMD04
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$2,380.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TALARIS THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$3,300.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SSGA ACTIVE ETF TR INCOM ALLO ETF
c. LEI (if available).
549300JLXDIL3P817435
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$92.00
g. Value of collateral, to the nearest cent.
$2,835.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERISIGN INC COM
c. LEI (if available).
LMPL4N8ZOJRMF0KOF759
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$43,091.00
g. Value of collateral, to the nearest cent.
$8,974,993.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METTLER TOLEDO INTERNATIONAL COM
c. LEI (if available).
5493000BD5GJNUDIUG10
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$171.00
g. Value of collateral, to the nearest cent.
$223,755.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARPAI INC CL A COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,500.00
g. Value of collateral, to the nearest cent.
$9,570.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARSH & MCLENNAN COS INC COM
c. LEI (if available).
549300XMP3KDCKJXIU47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$33,905.00
g. Value of collateral, to the nearest cent.
$6,403,298.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATTHEWS ASIA FDS CHINA ACTIVE ETF
c. LEI (if available).
549300QY1VS87PJG5I95
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$70.00
g. Value of collateral, to the nearest cent.
$1,634.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAMAMANCINI S HLDGS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,358.00
g. Value of collateral, to the nearest cent.
$15,427.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
22ND CENTY GROUP INC COM NEW
c. LEI (if available).
5493000LGPXTLG1UMJ56
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$64,107.00
g. Value of collateral, to the nearest cent.
$224,374.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TROIKA MEDIA GROUP INC COM NEW
c. LEI (if available).
5493005ITTFSPPK00638
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,300.00
g. Value of collateral, to the nearest cent.
$5,934.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIDAL ETF TR II CARBON CLCTV CLM
c. LEI (if available).
5493008VSTPRHOFOQF49
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$21,069.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIDAL ETF TR II NICHOLAS FIXED
c. LEI (if available).
549300VYZDTOVYWG3H64
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$175.00
g. Value of collateral, to the nearest cent.
$3,494.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THE REAL GOOD FOOD COMPANY INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$4,807.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMPLETE SOLARIA INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$4,015.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIMPLIFY EXCHANGE TRADED FUNDS BITCOIN STRATEGY
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$10,257.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIMPLIFY EXCHANGE TRADED FUNDS AGGREGATE BOND P
c. LEI (if available).
549300B8RWCP96ER9S22
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$24,516.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SO YOUNG INTERNATIONAL INC SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,809.00
g. Value of collateral, to the nearest cent.
$14,446.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOBR SAFE INC COM NEW
c. LEI (if available).
549300YG941KH8DWTB22
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,800.00
g. Value of collateral, to the nearest cent.
$18,768.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SONDER HOLDINGS INC CLASS A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$273,433.00
g. Value of collateral, to the nearest cent.
$156,977.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SONNET BIOTHERAPEUTC HLDNG INC COM NEW
c. LEI (if available).
5493002WX622LZQC4F93
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,719.00
g. Value of collateral, to the nearest cent.
$1,606.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPARK NETWORKS SE SPONSORED ADS
c. LEI (if available).
87550088VVTQR14UT152
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$55,347.00
g. Value of collateral, to the nearest cent.
$13,847.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INFLARX NV COM
c. LEI (if available).
391200708PAUDLQ31581
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$92,059.00
g. Value of collateral, to the nearest cent.
$376,521.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LILIUM N V CLASS A ORD SHS
c. LEI (if available).
391200AKM532DZX95425
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$185,824.00
g. Value of collateral, to the nearest cent.
$226,705.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIGNA SPORTS UNITED NV ORD SHS
c. LEI (if available).
98450001A668O1060629
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$3,626.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARIS TECH LTD ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,180.00
g. Value of collateral, to the nearest cent.
$1,227.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA TECHNOLOGIES LTD CL A SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$120,700.00
g. Value of collateral, to the nearest cent.
$298,129.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCISPARC LTD COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,209.00
g. Value of collateral, to the nearest cent.
$1,099.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REE AUTOMOTIVE LTD CLASS A ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$16,300.00
g. Value of collateral, to the nearest cent.
$5,525.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METALPHA TECHN HOLDING LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,200.00
g. Value of collateral, to the nearest cent.
$14,382.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ETAO INTERNATIONAL CO LTD ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,921.00
g. Value of collateral, to the nearest cent.
$4,425.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EUDA HEALTH HOLDINGS LTD ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,100.00
g. Value of collateral, to the nearest cent.
$1,736.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEYONDSPRING INC SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,405.00
g. Value of collateral, to the nearest cent.
$2,525.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLUE HAT INTERACTIVE ENTMT TEC SHS
c. LEI (if available).
549300PUYYMT986Z6J05
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,069.00
g. Value of collateral, to the nearest cent.
$1,218.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BORQS TECHNOLOGIES INC SHS NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$100,800.00
g. Value of collateral, to the nearest cent.
$20,664.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAZOO GROUP LTD CL A
c. LEI (if available).
549300PNRTNVMGVJY078
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,538.00
g. Value of collateral, to the nearest cent.
$18,180.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHINA SXT PHARMACEUTICALS INC SHS NEW
c. LEI (if available).
5493006HSPECSOT1UH87
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$15,200.00
g. Value of collateral, to the nearest cent.
$2,933.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALAUNOS THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$373,805.00
g. Value of collateral, to the nearest cent.
$165,969.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AGBA GROUP HOLDING LTD SHS
c. LEI (if available).
5493006NA1XBERP7JE98
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,200.00
g. Value of collateral, to the nearest cent.
$8,856.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANTELOPE ENTERPRISE HLDGS LTD CLASS A ORD
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,464.00
g. Value of collateral, to the nearest cent.
$8,474.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARQIT QUANTUM INC ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$144,195.00
g. Value of collateral, to the nearest cent.
$174,475.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATIF HOLDINGS LIMITED ORD SHS NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,500.00
g. Value of collateral, to the nearest cent.
$2,265.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WYNN RESORTS LTD COM
c. LEI (if available).
254900CEKKWIHTEAB172
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$61,048.00
g. Value of collateral, to the nearest cent.
$6,653,011.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XWELL INC COM
c. LEI (if available).
5493008DNQXUL3S4T320
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$32,700.00
g. Value of collateral, to the nearest cent.
$9,646.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XOS INC COMMON STOCK
c. LEI (if available).
254900ZQWJF169CBQB40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,351.00
g. Value of collateral, to the nearest cent.
$1,255.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XOS INC COMMON STOCK
c. LEI (if available).
254900ZQWJF169CBQB40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$231,092.00
g. Value of collateral, to the nearest cent.
$86,613.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WEWORK INC CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$316,989.00
g. Value of collateral, to the nearest cent.
$76,045.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WHOLE EARTH BRANDS INC COM CL A
c. LEI (if available).
254900OFCJ8P8RM9SL35
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$33,414.00
g. Value of collateral, to the nearest cent.
$135,660.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MDJM LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,900.00
g. Value of collateral, to the nearest cent.
$4,959.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MEIHUA INTL MED TECHNOLOGIES C ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,693.00
g. Value of collateral, to the nearest cent.
$22,601.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICROALGO INC SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$995.00
g. Value of collateral, to the nearest cent.
$2,368.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDEN SUN ED GROUP LTD CLASS A ORD
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,800.00
g. Value of collateral, to the nearest cent.
$10,956.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUADI INTERNATIONAL GRP CO LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,450.00
g. Value of collateral, to the nearest cent.
$24,906.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KAIXIN AUTO HLDGS SHS
c. LEI (if available).
549300WYFZM867Q8Q259
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$5,502.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LANVIN GROUP HOLDINGS LIMITED SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,500.00
g. Value of collateral, to the nearest cent.
$6,750.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLPS INCORPORATION COM
c. LEI (if available).
5493001SK6OL0NWMTW78
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,904.00
g. Value of collateral, to the nearest cent.
$1,980.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLPS INCORPORATION COM
c. LEI (if available).
5493001SK6OL0NWMTW78
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,300.00
g. Value of collateral, to the nearest cent.
$1,352.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
G MED INNOVATIONS HLDGS LTD SHS NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,182.00
g. Value of collateral, to the nearest cent.
$2,477.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLORY STAR NEW MED GP HLDG LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,800.00
g. Value of collateral, to the nearest cent.
$6,748.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FUSION FUEL GREEN PLC CL A
c. LEI (if available).
635400GWH5YE1XNIVG85
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$62,100.00
g. Value of collateral, to the nearest cent.
$141,588.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GORILLA TECHNOLOGY GROUP INC ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,771.00
g. Value of collateral, to the nearest cent.
$5,819.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHINA LIBERAL ED HLDGS LTD ORD
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$85,700.00
g. Value of collateral, to the nearest cent.
$138,834.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIT ORIGIN LTD SHS NEW
c. LEI (if available).
549300MXMBF4HBZ76I76
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,500.00
g. Value of collateral, to the nearest cent.
$6,510.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COLOR STAR TECHNOLOGY CO LTD USD CL A ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,200.00
g. Value of collateral, to the nearest cent.
$12,992.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARK ETF TR NEXT GNRTN INTER
c. LEI (if available).
254900YDSBVXAK2IFF48
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,375.00
g. Value of collateral, to the nearest cent.
$286,606.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARK ETF TR FINTECH INNOVA
c. LEI (if available).
54930054K1MBIMPS7V72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$159,746.00
g. Value of collateral, to the nearest cent.
$3,779,590.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARK ETF TR FINTECH INNOVA
c. LEI (if available).
54930054K1MBIMPS7V72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,400.00
g. Value of collateral, to the nearest cent.
$56,784.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IMPERIAL PETE INC COM NEW
c. LEI (if available).
549300ZKLCVJXKUHBS50
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$35,274.00
g. Value of collateral, to the nearest cent.
$95,239.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PERFORMANCE SHIPPING INC COMMON SHARES
c. LEI (if available).
529900TDUX3CQLRVFO49
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$34,451.00
g. Value of collateral, to the nearest cent.
$30,454.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PYXIS TANKERS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,869.00
g. Value of collateral, to the nearest cent.
$29,980.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOP SHIPS INC SHS NEW
c. LEI (if available).
549300MWKDPUU7NJX050
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$35,800.00
g. Value of collateral, to the nearest cent.
$24,390.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WALLBOX NV SHS CL A
c. LEI (if available).
894500JI9CLUTQ0H9V68
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$46,899.00
g. Value of collateral, to the nearest cent.
$181,499.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CENNTRO ELECTRIC GROUP LIMITED ORD SHS
c. LEI (if available).
549300UDHPKCYMMCEM56
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$65,900.00
g. Value of collateral, to the nearest cent.
$24,178.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRITIUM DCFC LIMITED ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$122,300.00
g. Value of collateral, to the nearest cent.
$141,868.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CASTOR MARITIME INC SHS NEW
c. LEI (if available).
213800G77XJSMF52UL75
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$37,165.00
g. Value of collateral, to the nearest cent.
$17,040.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIANA SHIPPING INC COM
c. LEI (if available).
549300XD7FHNJ0THIV12
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$67,187.00
g. Value of collateral, to the nearest cent.
$262,701.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBUS MARITIME LIMITED NEW COM NEW
c. LEI (if available).
549300UI7941O67A7N93
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,000.00
g. Value of collateral, to the nearest cent.
$11,935.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VALENS SEMICONDUCTOR LTD ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,866.00
g. Value of collateral, to the nearest cent.
$16,959.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VALENS SEMICONDUCTOR LTD ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$59,229.00
g. Value of collateral, to the nearest cent.
$146,295.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALPS ETF TR CLEAN ENERGY
c. LEI (if available).
549300UUHWBEG7BV1941
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$169.00
g. Value of collateral, to the nearest cent.
$8,003.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STABILIS SOLUTIONS INC COM
c. LEI (if available).
549300DGSR537OJW7P62
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,387.00
g. Value of collateral, to the nearest cent.
$9,834.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STREAMLINE HEALTH SOLUTIONS IN COM
c. LEI (if available).
5493005R8JNDFOLVG764
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,401.00
g. Value of collateral, to the nearest cent.
$5,897.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HELIUS MED TECHNOLOGIES INC COM CL A NEW
c. LEI (if available).
549300BWJLIT2S349463
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,515.00
g. Value of collateral, to the nearest cent.
$1,209.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HELIOGEN INC COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$231,100.00
g. Value of collateral, to the nearest cent.
$61,911.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERITAGE GLOBAL INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,968.00
g. Value of collateral, to the nearest cent.
$15,038.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERITAGE INSURANCE HLDGS INC COM
c. LEI (if available).
9845008CCYDD87F66B45
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,231.00
g. Value of collateral, to the nearest cent.
$58,219.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GULF IS FABRICATION INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,242.00
g. Value of collateral, to the nearest cent.
$4,235.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HARBOR CUSTOM DEVELOPMENT INC COM NEW
c. LEI (if available).
549300X40TN4PVCY6F45
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,500.00
g. Value of collateral, to the nearest cent.
$24,890.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HEARTBEAM INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,500.00
g. Value of collateral, to the nearest cent.
$4,590.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRACELL BIOTECHNOLOGIES INC SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,479.00
g. Value of collateral, to the nearest cent.
$13,916.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRANITESHARES ETF TR 1.75X LG BABA DL
c. LEI (if available).
5493006RKRPWT7AIMH26
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$50.00
g. Value of collateral, to the nearest cent.
$1,323.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RYVYL INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,634.00
g. Value of collateral, to the nearest cent.
$7,414.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY ROBOTICS
c. LEI (if available).
549300T7PQ41I2T80K11
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$831.00
g. Value of collateral, to the nearest cent.
$18,808.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DLY SMCAP BULL3X
c. LEI (if available).
EI6O4TKYTT2L506TQD71
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$95.00
g. Value of collateral, to the nearest cent.
$3,823.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DRX S&P500BULL
c. LEI (if available).
WJRYIWB43R3GOXOHLG28
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$46,244.00
g. Value of collateral, to the nearest cent.
$4,507,865.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY FINL BEAR
c. LEI (if available).
GYVWXN884A53FOCS2U10
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,591.00
g. Value of collateral, to the nearest cent.
$26,649.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DLY INDL BU 3X
c. LEI (if available).
549300DDEAR7S3PWSL31
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,199.00
g. Value of collateral, to the nearest cent.
$90,598.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY REGIONAL
c. LEI (if available).
549300XWNNU2E9NV0884
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,900.00
g. Value of collateral, to the nearest cent.
$1,144,230.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIMENSIONAL ETF TRUST US HIGH PROFITAB
c. LEI (if available).
549300O2I3BZ2KNHPO87
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,220.00
g. Value of collateral, to the nearest cent.
$387,779.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DLY TECH BULL 3X
c. LEI (if available).
UVI6FKSURIFX5JUWGQ81
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$33.00
g. Value of collateral, to the nearest cent.
$1,884.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR 7 10YR TRES BEAR
c. LEI (if available).
77IO3I7PEDG6547SGI25
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,966.00
g. Value of collateral, to the nearest cent.
$120,323.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DESWELL INDS INC COM
c. LEI (if available).
529900C4GZKVGSEF2O27
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,198.00
g. Value of collateral, to the nearest cent.
$5,802.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMEDICA THERAPEUTICS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,348.00
g. Value of collateral, to the nearest cent.
$21,138.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIGITAL ALLY INC COM NEW
c. LEI (if available).
529900DE18BKLSW12F89
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$16,140.00
g. Value of collateral, to the nearest cent.
$69,240.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIMENSIONAL ETF TRUST US CORE EQUITY 2
c. LEI (if available).
54930056FNVIE1543D41
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,942.00
g. Value of collateral, to the nearest cent.
$138,919.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIMENSIONAL ETF TRUST US MKTWIDE VALUE
c. LEI (if available).
549300304D4BUNFXYI39
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,274.00
g. Value of collateral, to the nearest cent.
$117,896.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CREDIT SUISSE NASSAU BRANCH XLINK CRD ETN37
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,806.00
g. Value of collateral, to the nearest cent.
$223,666.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CREXENDO INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,726.00
g. Value of collateral, to the nearest cent.
$36,282.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
D MARKET ELECTR SVCS & TRADING SPONSORED ADS
c. LEI (if available).
9845004CF6A069998F16
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$163,904.00
g. Value of collateral, to the nearest cent.
$250,773.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DARIOHEALTH CORP COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$26,214.00
g. Value of collateral, to the nearest cent.
$98,040.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLACKBERRY LTD COM
c. LEI (if available).
549300HJD8NEGT71RF07
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,800.00
g. Value of collateral, to the nearest cent.
$22,800.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLACKBOXSTOCKS INC COM
c. LEI (if available).
549300MNYTH4SEBRIO25
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,871.00
g. Value of collateral, to the nearest cent.
$16,556.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEASLEY BROADCAST GROUP INC CL A
c. LEI (if available).
549300R5FEOSY86VTY76
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,527.00
g. Value of collateral, to the nearest cent.
$8,994.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHENOMEX INC COM
c. LEI (if available).
549300LTLRE4N65CD358
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$28,380.00
g. Value of collateral, to the nearest cent.
$16,290.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIO-PATH HLDGS INC COM
c. LEI (if available).
5493000NXNRCVORQVB27
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,810.00
g. Value of collateral, to the nearest cent.
$23,772.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIOCEPT INC COM NEW
c. LEI (if available).
5493000MP9GU5S88NF42
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,400.00
g. Value of collateral, to the nearest cent.
$5,676.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAOZUN INC SPONSORED ADR
c. LEI (if available).
549300IF0HZ7T4762633
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$19,989.00
g. Value of collateral, to the nearest cent.
$101,144.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BARFRESH FOOD GROUP INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,127.00
g. Value of collateral, to the nearest cent.
$1,577.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAUDAX BIO INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$47,400.00
g. Value of collateral, to the nearest cent.
$31,047.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAYTEX ENERGY CORP COM
c. LEI (if available).
549300R5LTV2H7I1I079
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,454,100.00
g. Value of collateral, to the nearest cent.
$5,830,941.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AYTU BIOPHARMA INC COM
c. LEI (if available).
549300SMWHEALCU7Q019
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$32,400.00
g. Value of collateral, to the nearest cent.
$55,728.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP PRUDHOE BAY RTY TR UNIT BEN INT
c. LEI (if available).
529900GWA7X2Z1HY3675
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$73,813.00
g. Value of collateral, to the nearest cent.
$461,331.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BALLARD PWR SYS INC NEW COM
c. LEI (if available).
549300OHZ8BMF53YYS26
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,732.00
g. Value of collateral, to the nearest cent.
$40,516.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM CAL LKD 41
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$156.00
g. Value of collateral, to the nearest cent.
$6,520.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM CALL LKD 41
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$700.00
g. Value of collateral, to the nearest cent.
$14,721.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASHFORD HOSPITALITY TR INC COM SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$149,626.00
g. Value of collateral, to the nearest cent.
$568,578.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASTRA SPACE INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$520,973.00
g. Value of collateral, to the nearest cent.
$210,056.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOGORO INC ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,883.00
g. Value of collateral, to the nearest cent.
$57,046.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORIENTAL CULTURE HOLDING LTD ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,800.00
g. Value of collateral, to the nearest cent.
$1,648.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOXIAN BVI INC ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,600.00
g. Value of collateral, to the nearest cent.
$7,752.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RVL PHARMACEUTICALS PLC SHS
c. LEI (if available).
549300UFONE2USNRQ615
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$43,000.00
g. Value of collateral, to the nearest cent.
$17,845.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PERFECT CORP CL A ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$1,398.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROPERTYGURU GROUP LTD ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,900.00
g. Value of collateral, to the nearest cent.
$33,180.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEMANTIX INC CL A ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,086.00
g. Value of collateral, to the nearest cent.
$8,417.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ITERUM THERAPEUTICS PLC SHS NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,505.00
g. Value of collateral, to the nearest cent.
$13,910.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MULTIMETAVERSE HOLDINGS LTD CLASS A ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,800.00
g. Value of collateral, to the nearest cent.
$6,960.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEWEGG COMMERCE INC COMMON SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$126,100.00
g. Value of collateral, to the nearest cent.
$171,496.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORIGIN AGRITECH LIMITED SHS NEW
c. LEI (if available).
549300OF4O6676X0P611
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,600.00
g. Value of collateral, to the nearest cent.
$14,184.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICROCLOUD HOLOGRAM INC ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$24,653.00
g. Value of collateral, to the nearest cent.
$67,795.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMARIN CORP PLC SPONS ADR NEW
c. LEI (if available).
5493009JFIGUFEVPK217
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$726,773.00
g. Value of collateral, to the nearest cent.
$864,859.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN PUB ED INC COM
c. LEI (if available).
254900GZNX6TJQGM4S17
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,998.00
g. Value of collateral, to the nearest cent.
$19,310.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AKARI THERAPEUTICS PLC SPONSORED ADR
c. LEI (if available).
2138001XURASAU3MEB68
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$246,800.00
g. Value of collateral, to the nearest cent.
$53,802.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AKILI INC COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$52,094.00
g. Value of collateral, to the nearest cent.
$62,512.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALGONQUIN PWR UTILS CORP COM
c. LEI (if available).
549300K5VIUTJXQL7X75
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$327,642.00
g. Value of collateral, to the nearest cent.
$2,676,835.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALIMERA SCIENCES INC COM NEW
c. LEI (if available).
5299005C650OO6FJ1R63
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$15,100.00
g. Value of collateral, to the nearest cent.
$51,491.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CINCINNATI FINL CORP COM
c. LEI (if available).
254900Q4WEDMZBOZ0002
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,890.00
g. Value of collateral, to the nearest cent.
$2,290,588.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLEARONE INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$62,217.00
g. Value of collateral, to the nearest cent.
$48,056.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLEVER LEAVES HOLDINGS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,847.00
g. Value of collateral, to the nearest cent.
$1,902.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLOROX CO DEL COM
c. LEI (if available).
54930044KVSC06Z79I06
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$55,276.00
g. Value of collateral, to the nearest cent.
$8,506,423.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CNS PHARMACEUTICALS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,092.00
g. Value of collateral, to the nearest cent.
$36,662.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CELULARITY INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,484.00
g. Value of collateral, to the nearest cent.
$4,118.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CELULARITY INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$164,200.00
g. Value of collateral, to the nearest cent.
$64,497.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AURORA CANNABIS INC COM
c. LEI (if available).
549300F6VHCLKCUWDT34
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,010,700.00
g. Value of collateral, to the nearest cent.
$1,601,692.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THE BEACHBODY COMPANY INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$91,732.00
g. Value of collateral, to the nearest cent.
$43,114.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CISO GLOBAL INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$41,200.00
g. Value of collateral, to the nearest cent.
$8,487.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHIMERIX INC COM
c. LEI (if available).
5299002IR2GXUBEPKS66
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,149.00
g. Value of collateral, to the nearest cent.
$19,892.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHINA GREEN AGRICULTURE INC COM NEW
c. LEI (if available).
529900WHEQDLY5O81Q80
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$2,710.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANADA GOOSE HLDGS INC SHS SUB VTG
c. LEI (if available).
529900891XBE6RV8JR07
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$539,928.00
g. Value of collateral, to the nearest cent.
$9,837,488.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANGO INC ADS
c. LEI (if available).
5299003TQHBB4QUSZB86
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,588.00
g. Value of collateral, to the nearest cent.
$2,096.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANOPY GROWTH CORP COM
c. LEI (if available).
529900CSD7NH1UBC9X07
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$689,159.00
g. Value of collateral, to the nearest cent.
$327,005.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANOO INC COM CL A
c. LEI (if available).
5493004KHMS7ZZPSQE04
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$184,100.00
g. Value of collateral, to the nearest cent.
$99,782.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAPSTONE GREEN ENERGY CORP COM
c. LEI (if available).
54930065ZCHE9KQTEZ38
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,300.00
g. Value of collateral, to the nearest cent.
$6,112.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BULLFROG AI HLDGS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$300.00
g. Value of collateral, to the nearest cent.
$1,317.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BUZZFEED INC CLASS A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$54,900.00
g. Value of collateral, to the nearest cent.
$36,179.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
C4 THERAPEUTICS INC COM STK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$93,688.00
g. Value of collateral, to the nearest cent.
$352,266.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
C4 THERAPEUTICS INC COM STK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,300.00
g. Value of collateral, to the nearest cent.
$38,728.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CPS TECHNOLOGIES CORP COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,355.00
g. Value of collateral, to the nearest cent.
$3,929.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALIGOS THERAPEUTICS INC COM
c. LEI (if available).
549300UU2UJIKJYX0S67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,650.00
g. Value of collateral, to the nearest cent.
$1,472.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALKALINE WTR CO INC COM
c. LEI (if available).
549300I2ISCNYQMQQA67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,200.00
g. Value of collateral, to the nearest cent.
$7,124.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADTHEORENT HOLDING COMPANY COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$16,900.00
g. Value of collateral, to the nearest cent.
$26,533.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AEGLEA BIOTHERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$86,400.00
g. Value of collateral, to the nearest cent.
$49,766.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADVERUM BIOTECHNOLOGIES INC COM
c. LEI (if available).
529900ZEDOOZL1EWHJ89
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$37,291.00
g. Value of collateral, to the nearest cent.
$77,565.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOLEKULE GROUP INC COM
c. LEI (if available).
549300GJHFRIGF6HLK27
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$720.00
g. Value of collateral, to the nearest cent.
$1,555.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AEYE INC CL A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$30,041.00
g. Value of collateral, to the nearest cent.
$8,399.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACHILLES THERAPEUTICS PLC SPONSORED ADS
c. LEI (if available).
984500FDESEB1BE52A76
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$29,891.00
g. Value of collateral, to the nearest cent.
$31,086.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACTELIS NETWORKS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,600.00
g. Value of collateral, to the nearest cent.
$10,810.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADITXT INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,204.00
g. Value of collateral, to the nearest cent.
$1,281.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADTHEORENT HOLDING COMPANY COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,940.00
g. Value of collateral, to the nearest cent.
$18,745.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATI PHYSICAL THERAPY INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,900.00
g. Value of collateral, to the nearest cent.
$19,343.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASP ISOTOPES INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$28,300.00
g. Value of collateral, to the nearest cent.
$34,243.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AXT INC COM
c. LEI (if available).
549300M2142IVLVIJN37
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$285,114.00
g. Value of collateral, to the nearest cent.
$852,490.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
A2Z SMART TECHNOLOGIES CORP COM
c. LEI (if available).
875500SPYFJB375QFG54
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,213.00
g. Value of collateral, to the nearest cent.
$6,522.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ABRDN PALLADIUM ETF TRUST PHYSICAL PALLADM
c. LEI (if available).
549300EIRBI2WQDV5H69
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$724.00
g. Value of collateral, to the nearest cent.
$83,267.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACELRX PHARMACEUTICALS INC COM NEW
c. LEI (if available).
549300U8W781S4RBUE66
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,726.00
g. Value of collateral, to the nearest cent.
$3,688.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEMPEST THERAPEUTICS INC COM
c. LEI (if available).
529900QLMOA3D8VSCN33
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,924.00
g. Value of collateral, to the nearest cent.
$1,885.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUNSHINE BIOPHARMA INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,800.00
g. Value of collateral, to the nearest cent.
$4,775.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUPERIOR INDS INTL INC COM
c. LEI (if available).
54930065O5ZIQD1F8U04
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,957.00
g. Value of collateral, to the nearest cent.
$40,540.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SURROZEN INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,187.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYROS PHARMACEUTICALS INC COM NEW
c. LEI (if available).
549300512PURS7IGVT96
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$41,351.00
g. Value of collateral, to the nearest cent.
$155,479.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORZA X1 INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,960.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTUNA SILVER MINES INC COM
c. LEI (if available).
5493003Q88RVK7CW4735
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$66,395.00
g. Value of collateral, to the nearest cent.
$229,726.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRANKLIN WIRELESS CORP COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$686.00
g. Value of collateral, to the nearest cent.
$2,256.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHNG TRADED FD VIII TCW UNCONSTRAI
c. LEI (if available).
5493008TXEPNJ8VLBR60
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,343.00
g. Value of collateral, to the nearest cent.
$494,741.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST WAVE BIOPHARMA INC COM
c. LEI (if available).
549300I3YKRXWGWPG039
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$26,600.00
g. Value of collateral, to the nearest cent.
$14,630.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLEXSHARES TR STOXX GLOBR INF
c. LEI (if available).
549300M226QPIG4QNV60
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,832.00
g. Value of collateral, to the nearest cent.
$255,612.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCH TRD ALPHDX FD II EX US SML CP
c. LEI (if available).
549300MQEZAKNP64I421
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$88.00
g. Value of collateral, to the nearest cent.
$3,543.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$77,494.00
g. Value of collateral, to the nearest cent.
$3,523,652.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHANGE-TRADED FD VI US EQTY DIVI
c. LEI (if available).
549300TYIGOE8M56QJ24
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$96.00
g. Value of collateral, to the nearest cent.
$2,847.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCH TRADED FD III PFD SECS INC ETF
c. LEI (if available).
54930020K2F7W4E0C531
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$1,621.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCH TRADED FD III INSTL PFD SECS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,561.00
g. Value of collateral, to the nearest cent.
$95,816.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
F45 TRAINING HLDGS INC COM
c. LEI (if available).
549300W3HC5NKPWXMK72
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,833.00
g. Value of collateral, to the nearest cent.
$5,169.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FARADAY FUTRE INTLGT ELCTR INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$697,605.00
g. Value of collateral, to the nearest cent.
$179,075.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
1STDIBS COM INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,924.00
g. Value of collateral, to the nearest cent.
$19,400.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRADED FD TR II S&P EMRNG MKTS
c. LEI (if available).
549300GNOVL6PZKC5748
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,344.00
g. Value of collateral, to the nearest cent.
$301,317.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT
c. LEI (if available).
5493004XH9PJW009HR47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$279,770.00
g. Value of collateral, to the nearest cent.
$1,091,103.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INNOVID CORP COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,498.00
g. Value of collateral, to the nearest cent.
$4,022.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INOVIO PHARMACEUTICALS INC COM NEW
c. LEI (if available).
529900B9W875XDZXTM97
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$984,454.00
g. Value of collateral, to the nearest cent.
$515,952.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INSPIREMD INC COM
c. LEI (if available).
549300OQ16IJ5DIS5D30
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,800.00
g. Value of collateral, to the nearest cent.
$12,312.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INSTIL BIO INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$189,236.00
g. Value of collateral, to the nearest cent.
$103,133.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INPIXON COM NEW 2022
c. LEI (if available).
5493002DPKW4RCP0PN02
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,310.00
g. Value of collateral, to the nearest cent.
$3,211.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IDEANOMICS INC COM
c. LEI (if available).
9845009A38D0B0JFB460
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$168,904.00
g. Value of collateral, to the nearest cent.
$14,137.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IMMUNIC INC COM
c. LEI (if available).
549300R5T12FW5MEQB20
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$171,800.00
g. Value of collateral, to the nearest cent.
$407,166.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INDAPTUS THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,300.00
g. Value of collateral, to the nearest cent.
$18,600.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INDEXIQ ETF TR IQ MRGR ARB ETF
c. LEI (if available).
549300Q7XHADH3DHV187
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,644.00
g. Value of collateral, to the nearest cent.
$645,744.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUT 8 MNG CORP COM
c. LEI (if available).
5493006XP230HIL5DH67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$685,799.00
g. Value of collateral, to the nearest cent.
$2,386,580.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUYA INC ADS REP SHS A
c. LEI (if available).
549300WPEZ00T1MABE80
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$32,907.00
g. Value of collateral, to the nearest cent.
$105,631.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYCROFT MINING HOLDING CORP COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$577,678.00
g. Value of collateral, to the nearest cent.
$258,626.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYDROFARM HLDGS GROUP INC COM
c. LEI (if available).
5493005Y60YG0W2FYJ83
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,463.00
g. Value of collateral, to the nearest cent.
$13,833.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYPERFINE INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$56,800.00
g. Value of collateral, to the nearest cent.
$168,696.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYZON MOTORS INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$19,272.00
g. Value of collateral, to the nearest cent.
$37,387.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOMOLOGY MEDICINES INC COM
c. LEI (if available).
549300RWKPJEFTM3K452
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,647.00
g. Value of collateral, to the nearest cent.
$23,470.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HONEST CO INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$118,811.00
g. Value of collateral, to the nearest cent.
$177,028.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOOKIPA PHARMA INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,309.00
g. Value of collateral, to the nearest cent.
$7,907.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLUE WTR BIOTECH INC COM
c. LEI (if available).
549300UCYUY1KG3FO613
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$22,400.00
g. Value of collateral, to the nearest cent.
$24,416.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAINSTORM CELL THERAPEUTICS I COM NEW
c. LEI (if available).
529900ULKWCLO3ZHXL41
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,611.00
g. Value of collateral, to the nearest cent.
$9,650.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAINSWAY LTD SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,839.00
g. Value of collateral, to the nearest cent.
$4,340.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRIGHT HEALTH GROUP INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,720.00
g. Value of collateral, to the nearest cent.
$58,150.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIOVENTUS INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$116,075.00
g. Value of collateral, to the nearest cent.
$398,137.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIONANO GENOMICS INC COM
c. LEI (if available).
54930086AP7ROH0VJ631
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$573,100.00
g. Value of collateral, to the nearest cent.
$334,117.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIRD GLOBAL INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$84,820.00
g. Value of collateral, to the nearest cent.
$195,934.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOTH THERAPEUTICS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,100.00
g. Value of collateral, to the nearest cent.
$10,824.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HEARTCORE ENTERPRISES INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,800.00
g. Value of collateral, to the nearest cent.
$4,032.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HEART TEST LABORATORIES INC COM
c. LEI (if available).
254900TRRGAWZYCX1Q54
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$18,600.00
g. Value of collateral, to the nearest cent.
$16,721.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOOD TIMES RESTAURANTS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,380.00
g. Value of collateral, to the nearest cent.
$4,457.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOSSAMER BIO INC COM
c. LEI (if available).
549300ZOC0N2W6PSFR58
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$144,400.00
g. Value of collateral, to the nearest cent.
$184,832.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHANGE-TRADED FD CAP STRENGTH ETF
c. LEI (if available).
549300S73MXT502CI896
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$637.00
g. Value of collateral, to the nearest cent.
$48,806.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ESPERION THERAPEUTICS INC NEW COM
c. LEI (if available).
549300OFU56UKEWVUS92
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$272,217.00
g. Value of collateral, to the nearest cent.
$416,492.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXPRESS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,457.00
g. Value of collateral, to the nearest cent.
$4,962.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXPRESS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$505,850.00
g. Value of collateral, to the nearest cent.
$388,796.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDUCATIONAL DEV CORP COM
c. LEI (if available).
254900CR48GDX3OIGC82
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,950.00
g. Value of collateral, to the nearest cent.
$17,542.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EIGER BIOPHARMACEUTICALS INC COM
c. LEI (if available).
549300GO4VMIHDKJNU46
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,466.00
g. Value of collateral, to the nearest cent.
$1,000.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELEVATION ONCOLOGY INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$204,573.00
g. Value of collateral, to the nearest cent.
$259,807.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBARK TECHNOLOGY INC COM NEW
c. LEI (if available).
549300NVUJ89UY1TGM94
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$86,400.00
g. Value of collateral, to the nearest cent.
$248,832.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY S&P BULL
c. LEI (if available).
5493009WIRTFF4FYBG67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$187.00
g. Value of collateral, to the nearest cent.
$8,080.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY GOLD MINER
c. LEI (if available).
549300HIQ2RB0ZCO0820
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$12,606.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POLAR PWR INC COM
c. LEI (if available).
549300QOGO0JPJM23M83
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$26,000.00
g. Value of collateral, to the nearest cent.
$33,540.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PORCH GROUP INC COM
c. LEI (if available).
549300NXEI7CVW8IXQ90
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$191,401.00
g. Value of collateral, to the nearest cent.
$246,907.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRAXIS PRECISION MEDICINES INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$257,251.00
g. Value of collateral, to the nearest cent.
$252,105.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PASSAGE BIO INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$72,128.00
g. Value of collateral, to the nearest cent.
$63,277.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAVMED INC COM
c. LEI (if available).
549300V1JXXVXU7P8007
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$127,400.00
g. Value of collateral, to the nearest cent.
$47,583.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PFSWEB INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$22,384.00
g. Value of collateral, to the nearest cent.
$100,728.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHUNWARE INC COM
c. LEI (if available).
549300HLAJYKT2FUQZ26
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$145,200.00
g. Value of collateral, to the nearest cent.
$55,030.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PIERIS PHARMACEUTICALS INC COM
c. LEI (if available).
254900AJDH8PAOOI5T33
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,499.00
g. Value of collateral, to the nearest cent.
$3,809.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PALISADE BIO INC COM
c. LEI (if available).
549300W6LIDX3I5XXT34
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,300.00
g. Value of collateral, to the nearest cent.
$14,175.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORAMED PHARMACEUTICALS INC COM NEW
c. LEI (if available).
5299006K52ZIIGQJ6R84
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$112,999.00
g. Value of collateral, to the nearest cent.
$370,636.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORBITAL INFRASTRUCTURE GRP INC COM
c. LEI (if available).
549300Z34T2S6KBY7S35
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,039.00
g. Value of collateral, to the nearest cent.
$3,781.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORCHARD THERAPEUTICS PLC SPON ADS NEW
c. LEI (if available).
21380056R45ONMT94Z50
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,797.00
g. Value of collateral, to the nearest cent.
$8,895.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORGANOVO HLDGS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,800.00
g. Value of collateral, to the nearest cent.
$3,060.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORION GROUP HLDGS INC COM
c. LEI (if available).
549300KBVXPV9Q3CT222
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,344.00
g. Value of collateral, to the nearest cent.
$16,376.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OUSTER INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$29,755.00
g. Value of collateral, to the nearest cent.
$174,959.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OFFERPAD SOLUTIONS INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,100.00
g. Value of collateral, to the nearest cent.
$140,956.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONDAS HLDGS INC COM NEW
c. LEI (if available).
549300JWLHDUB82V8607
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$25,353.00
g. Value of collateral, to the nearest cent.
$38,029.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OPGEN INC COM NEW
c. LEI (if available).
549300ZOCQGHZ50BYX61
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,700.00
g. Value of collateral, to the nearest cent.
$8,376.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NIU TECHNOLOGIES ADS
c. LEI (if available).
549300NJKNSC80EVQ065
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$474.00
g. Value of collateral, to the nearest cent.
$2,033.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOGIN INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,200.00
g. Value of collateral, to the nearest cent.
$20,154.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NUTEX HEALTH INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$270,534.00
g. Value of collateral, to the nearest cent.
$105,400.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEUROPACE INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,600.00
g. Value of collateral, to the nearest cent.
$6,544.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEURONETICS INC COM
c. LEI (if available).
549300T0911ILTTG7P06
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,060.00
g. Value of collateral, to the nearest cent.
$11,938.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEUROBO PHARMACEUTICALS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,300.00
g. Value of collateral, to the nearest cent.
$7,258.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEXTCURE INC COM
c. LEI (if available).
549300Y5PR6RJR1STI24
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$33,140.00
g. Value of collateral, to the nearest cent.
$56,338.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NICHOLAS FINL INC BC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,155.00
g. Value of collateral, to the nearest cent.
$5,671.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NINE ENERGY SERVICE INC COM
c. LEI (if available).
549300KRLJCZBPZMKT65
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$163,963.00
g. Value of collateral, to the nearest cent.
$770,626.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NAUTICUS ROBOTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,400.00
g. Value of collateral, to the nearest cent.
$21,112.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEAR INTELLIGENCE INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,200.00
g. Value of collateral, to the nearest cent.
$4,864.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEKTAR THERAPEUTICS COM
c. LEI (if available).
5299005I24806IOIYE03
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$155,775.00
g. Value of collateral, to the nearest cent.
$84,897.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NETCAPITAL INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,900.00
g. Value of collateral, to the nearest cent.
$1,301.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NETSOL TECHNOLOGIES INC COM PAR $.001
c. LEI (if available).
529900EXOTPTUR7O6B54
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$845.00
g. Value of collateral, to the nearest cent.
$1,977.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MODIV INC CL C COM STK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$2,572.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SADOT GROUP INC COM
c. LEI (if available).
549300XU5TO0OK1BC857
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,507.00
g. Value of collateral, to the nearest cent.
$2,607.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MYMD PHARMACEUTICALS INC COM
c. LEI (if available).
213800CSKAC96ELS4K25
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$97,300.00
g. Value of collateral, to the nearest cent.
$107,030.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL CINEMEDIA INC COM
c. LEI (if available).
5493000MOLIVSOGKEB48
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$25,600.00
g. Value of collateral, to the nearest cent.
$8,704.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MESABI TR CTF BEN INT
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,900.00
g. Value of collateral, to the nearest cent.
$35,150.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS CLOUD COMPUTNG
c. LEI (if available).
549300F8H8CYXO517159
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$201.00
g. Value of collateral, to the nearest cent.
$4,184.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS AUTONMOUS EV ETF
c. LEI (if available).
549300UP73UPHB8Z6O56
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,543.00
g. Value of collateral, to the nearest cent.
$400,514.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FULCRUM THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$118,265.00
g. Value of collateral, to the nearest cent.
$455,320.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FUSION PHARMACEUTICALS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,624.00
g. Value of collateral, to the nearest cent.
$15,351.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THE LION ELECTRIC COMPANY COMMON STOCK
c. LEI (if available).
894500XKOKXHCZ99CE73
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$570,300.00
g. Value of collateral, to the nearest cent.
$1,408,641.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIQUID MEDIA GROUP LTD NEW COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$62,554.00
g. Value of collateral, to the nearest cent.
$10,459.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LISTED FD TR ROUNDHILL MEME
c. LEI (if available).
549300CIL4UJO8GMMS50
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$51.00
g. Value of collateral, to the nearest cent.
$2,088.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LITMAN GREGORY FDS TR IMGP DBI MANAGED
c. LEI (if available).
5493001M6OM3MQRFQ366
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,616.00
g. Value of collateral, to the nearest cent.
$292,789.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LASER PHOTONICS CORP COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$23,534.00
g. Value of collateral, to the nearest cent.
$61,188.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LATTICE STRATEGIES TR HARTFORD MLT ETF
c. LEI (if available).
5493007Y640K05LXPU24
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,578.00
g. Value of collateral, to the nearest cent.
$42,826.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEAFLY HOLDINGS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,876.00
g. Value of collateral, to the nearest cent.
$1,391.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEXINFINTECH HLDGS LTD ADR
c. LEI (if available).
549300F9QU71NQ28CS19
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,449.00
g. Value of collateral, to the nearest cent.
$29,675.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KNIGHTSCOPE INC CLASS A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$81,100.00
g. Value of collateral, to the nearest cent.
$122,461.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KOPIN CORP COM
c. LEI (if available).
52990031GUBB61RXCD89
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$202,854.00
g. Value of collateral, to the nearest cent.
$379,336.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KORE GROUP HLDGS INC COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$107,100.00
g. Value of collateral, to the nearest cent.
$134,946.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KRANESHARES TR QUADRTC INT RT
c. LEI (if available).
549300KNDIWWMQ7QHZ30
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$87,700.00
g. Value of collateral, to the nearest cent.
$1,811,882.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LANDOS BIOPHARMA INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,800.00
g. Value of collateral, to the nearest cent.
$15,352.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KALEYRA INC COM
c. LEI (if available).
549300Q16CZ1PDK9BL93
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$191.00
g. Value of collateral, to the nearest cent.
$1,294.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KINETA INC COM
c. LEI (if available).
549300GNQLMQP5WNHC81
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,156.00
g. Value of collateral, to the nearest cent.
$27,890.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KINNATE BIOPHARMA INC COM
c. LEI (if available).
549300YVIWV7HJ5WHI66
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$104,394.00
g. Value of collateral, to the nearest cent.
$303,786.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KIORA PHARMACEUTICALS INC COM NEW
c. LEI (if available).
549300395G8DB8ZFV365
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,400.00
g. Value of collateral, to the nearest cent.
$3,173.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KIRKLANDS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$46,200.00
g. Value of collateral, to the nearest cent.
$130,284.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
J P MORGAN EXCHANGE TRADED FD DIV RTN INT EQ
c. LEI (if available).
549300BY2GOTBGN1XN59
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,475.00
g. Value of collateral, to the nearest cent.
$133,922.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JERASH HLDGS US INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$376.00
g. Value of collateral, to the nearest cent.
$1,466.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOANN INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$76,700.00
g. Value of collateral, to the nearest cent.
$85,137.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JUPITER WELLNESS INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$53,622.00
g. Value of collateral, to the nearest cent.
$34,205.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KAIVAL BRNDS INNOVATNS GRP INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,800.00
g. Value of collateral, to the nearest cent.
$4,270.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IRONNET INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$535,100.00
g. Value of collateral, to the nearest cent.
$64,747.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES INC MSCI WORLD ETF
c. LEI (if available).
549300SBOOZR51TG3W64
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,023.00
g. Value of collateral, to the nearest cent.
$388,274.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR AGGRES ALLOC ETF
c. LEI (if available).
549300E2532X6GS7V091
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,537.00
g. Value of collateral, to the nearest cent.
$103,962.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES INC MSCI EMRG CHN
c. LEI (if available).
549300OO3LEZN53XCB15
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,150.00
g. Value of collateral, to the nearest cent.
$441,648.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR MSCI INTL VLU FT
c. LEI (if available).
549300HD4TSTWEGNNR73
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,910.00
g. Value of collateral, to the nearest cent.
$315,495.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR GENOMICS IMMUN
c. LEI (if available).
549300KS9JS2Z81CYC21
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$951.00
g. Value of collateral, to the nearest cent.
$22,688.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRADED FD TR II FTSE RAFI EMNG
c. LEI (if available).
5493003H1JIGI1UCJV78
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,457.00
g. Value of collateral, to the nearest cent.
$48,402.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRADED FD TR II CHINA TECHNLGY
c. LEI (if available).
549300PS11RST4YBXW12
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$390.00
g. Value of collateral, to the nearest cent.
$17,004.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRADED FD TR II VAR RATE PFD
c. LEI (if available).
549300INXEJOUVOV7Z07
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$26,822.00
g. Value of collateral, to the nearest cent.
$607,518.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 CB
c. LEI (if available).
54930088HGHVG7A27C92
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,045.00
g. Value of collateral, to the nearest cent.
$104,027.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 CB
c. LEI (if available).
549300B7Q5M927YE5L63
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$129,125.00
g. Value of collateral, to the nearest cent.
$2,736,158.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INPIXON COM NEW 2022
c. LEI (if available).
5493002DPKW4RCP0PN02
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$215,700.00
g. Value of collateral, to the nearest cent.
$52,048.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTRUSION INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,700.00
g. Value of collateral, to the nearest cent.
$4,982.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DBX ETF TR DALY HOM B&S BUL
c. LEI (if available).
549300R16KXSBVCMYA81
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$15.00
g. Value of collateral, to the nearest cent.
$1,264.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR CSI 300 BULL2X
c. LEI (if available).
549300YB4MOR8OUMZK54
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,064.00
g. Value of collateral, to the nearest cent.
$61,555.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ETF MANAGERS TR PRIME MOBILE PAY
c. LEI (if available).
549300IRZZNTG5RM7Y44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$99.00
g. Value of collateral, to the nearest cent.
$4,410.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY ENERGY BEA
c. LEI (if available).
7CGLL92I97RWQVY01719
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,500.00
g. Value of collateral, to the nearest cent.
$69,050.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DAILY TECH OCT21
c. LEI (if available).
2W17JRUPUUYX24VGL682
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$195.00
g. Value of collateral, to the nearest cent.
$2,505.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIREXION SHS ETF TR DLY GOLD INDX 2X
c. LEI (if available).
549300MB9DTLS8R65137
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$44,700.00
g. Value of collateral, to the nearest cent.
$1,598,919.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GATOS SILVER INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,600.00
g. Value of collateral, to the nearest cent.
$28,056.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GETTY IMAGES HOLDINGS INC CL A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$33,880.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STANDARD BIOTOOLS INC COM
c. LEI (if available).
549300GX8Y96GSB6YP89
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$711.00
g. Value of collateral, to the nearest cent.
$1,706.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SENTI BIOSCIENCES INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$31,100.00
g. Value of collateral, to the nearest cent.
$27,368.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHARPS TECHNOLOGY INC COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,254.00
g. Value of collateral, to the nearest cent.
$4,360.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHIFT TECHNOLOGIES INC CL A NEW
c. LEI (if available).
5493000DBZBX1I1QVY71
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,700.00
g. Value of collateral, to the nearest cent.
$17,751.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SALARIUS PHARMACEUTICALS INC COM NEW
c. LEI (if available).
549300CLUMLZXIHU7X22
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,178.00
g. Value of collateral, to the nearest cent.
$15,271.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAN JUAN BASIN RTY TR UNIT BEN INT
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$45,898.00
g. Value of collateral, to the nearest cent.
$358,922.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SELLAS LIFE SCIENCES GROUP INC COM NEW
c. LEI (if available).
549300VZIH50VYURLQ98
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$72,311.00
g. Value of collateral, to the nearest cent.
$120,036.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SENESTECH INC COM
c. LEI (if available).
549300YVNQPK8VJ8TT73
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,600.00
g. Value of collateral, to the nearest cent.
$9,889.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOL GEL TECHNOLOGIES SHS
c. LEI (if available).
5493003J2SQF7YM0BK11
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,800.00
g. Value of collateral, to the nearest cent.
$6,444.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMPUGEN LTD ORD
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$102,979.00
g. Value of collateral, to the nearest cent.
$115,336.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GAMIDA CELL LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$640,976.00
g. Value of collateral, to the nearest cent.
$897,366.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERCURE LTD COM NEW
c. LEI (if available).
549300KI5ESXF8F5GP06
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,500.00
g. Value of collateral, to the nearest cent.
$13,600.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KAMADA LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,086.00
g. Value of collateral, to the nearest cent.
$25,175.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOPHIA GENETICS SA ORDINARY SHARES
c. LEI (if available).
506700H1GPU9GGM8W895
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,190.00
g. Value of collateral, to the nearest cent.
$4,581.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARRIVAL COM NEW
c. LEI (if available).
549300IID9QLI5KRBG37
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$28,100.00
g. Value of collateral, to the nearest cent.
$62,663.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEXA RES S A COM
c. LEI (if available).
549300QRMRHM7GAU7L47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$50,312.00
g. Value of collateral, to the nearest cent.
$243,006.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLOT LTD SHS
c. LEI (if available).
5493008MLSB5KCVNRK06
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,879.00
g. Value of collateral, to the nearest cent.
$4,716.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARBE ROBOTICS LTD ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,083.00
g. Value of collateral, to the nearest cent.
$59,847.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOS BETTER ONLINE SOLUTIONS SHS NEW NIS 80
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,671.00
g. Value of collateral, to the nearest cent.
$21,152.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIRAX BIOLABS GROUP LTD ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,658.00
g. Value of collateral, to the nearest cent.
$1,028.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MEIWU TECHNOLOGY COMPANY LTD ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$35,320.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YS BIOPHARMA CO LTD ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$16,426.00
g. Value of collateral, to the nearest cent.
$23,160.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZAPP ELEC VEHS GROUP LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$2,114.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADC THERAPEUTICS SA SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$24,667.00
g. Value of collateral, to the nearest cent.
$31,573.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL BLUE GROUP HOLDING AG ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$900.00
g. Value of collateral, to the nearest cent.
$4,464.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RETO ECO SOLUTIONS INC SHS NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$49,720.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STARBOX GROUP HLDGS LTD. ORDINARY SHARES
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,000.00
g. Value of collateral, to the nearest cent.
$69,020.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UTIME LTD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,866.00
g. Value of collateral, to the nearest cent.
$1,378.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERTICAL AEROSPACE LTD ORD SHS
c. LEI (if available).
9845002F3CF4E56DA491
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$66,600.00
g. Value of collateral, to the nearest cent.
$115,218.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TELOS CORP MD COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$32,749.00
g. Value of collateral, to the nearest cent.
$80,235.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR S&P KENSHO NEW
c. LEI (if available).
549300KEUQ5Q8PC88Y95
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$372.00
g. Value of collateral, to the nearest cent.
$17,400.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR PORTFOLIO S&P600
c. LEI (if available).
549300NYZX301TBLUJ08
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$36,926.00
g. Value of collateral, to the nearest cent.
$1,500,672.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPAR GROUP INC COM
c. LEI (if available).
529900GHU4LESX3IFN94
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,033.00
g. Value of collateral, to the nearest cent.
$1,187.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALARUM TECHNOLOGIES LTD SPONSORD ADS NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,321.00
g. Value of collateral, to the nearest cent.
$2,853.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAFE & GREEN HOLDINGS CORP COM NEW
c. LEI (if available).
549300YU3PQ0R0U6EL17
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,600.00
g. Value of collateral, to the nearest cent.
$10,062.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR S&P 600 SMCP GRW
c. LEI (if available).
549300LKXS11U5S11F10
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,670.00
g. Value of collateral, to the nearest cent.
$1,735,333.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR PORTFOLIO S&P400
c. LEI (if available).
549300TKUU0ZLRVSLJ96
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$431.00
g. Value of collateral, to the nearest cent.
$20,511.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REVIVA PHARMACEUTCLS HLDGS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,424.00
g. Value of collateral, to the nearest cent.
$11,150.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RITE AID CORP COM
c. LEI (if available).
529900W353T1JY1DKT44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$487,521.00
g. Value of collateral, to the nearest cent.
$780,033.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCKWELL MED INC COM NEW
c. LEI (if available).
529900Y6YUB5X93MMD77
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$129,501.00
g. Value of collateral, to the nearest cent.
$463,613.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RUBICON TECHNOLOGIES INC CL A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$177,700.00
g. Value of collateral, to the nearest cent.
$133,115.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RELIANCE GLOBAL GROUP INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,400.00
g. Value of collateral, to the nearest cent.
$4,578.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RELMADA THERAPEUTICS INC COM
c. LEI (if available).
549300217EASRZ9JSF81
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$938.00
g. Value of collateral, to the nearest cent.
$2,410.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMEREN GROUP LTD SPONSORED ADS
c. LEI (if available).
529900AE4IM429A3P568
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$680.00
g. Value of collateral, to the nearest cent.
$2,604.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REPUBLIC FIRST BANCORP INC COM
c. LEI (if available).
254900GIRCF2RJWU8438
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$56,112.00
g. Value of collateral, to the nearest cent.
$56,112.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RESEARCH FRONTIERS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$23,524.00
g. Value of collateral, to the nearest cent.
$39,285.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REVIVA PHARMACEUTCLS HLDGS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,700.00
g. Value of collateral, to the nearest cent.
$63,020.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR ITL HDG QTLY DIV
c. LEI (if available).
549300YUWX33NS437M20
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$23,428.00
g. Value of collateral, to the nearest cent.
$946,022.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WRAP TECHNOLOGIES INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$70,361.00
g. Value of collateral, to the nearest cent.
$130,167.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VOLCON INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,600.00
g. Value of collateral, to the nearest cent.
$3,416.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VOXELJET AG ADS
c. LEI (if available).
549300Q9IJOM3G3T2T75
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,408.00
g. Value of collateral, to the nearest cent.
$16,548.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VROOM INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$315,355.00
g. Value of collateral, to the nearest cent.
$671,706.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VOX ROYALTY CORP COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,836.00
g. Value of collateral, to the nearest cent.
$21,029.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VYNE THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$410.00
g. Value of collateral, to the nearest cent.
$1,779.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WEREWOLF THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$629.00
g. Value of collateral, to the nearest cent.
$1,717.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VINTAGE WINE ESTATES INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,754.00
g. Value of collateral, to the nearest cent.
$11,695.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIRPAX PHARMACEUTICALS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,413.00
g. Value of collateral, to the nearest cent.
$2,152.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIRIOS THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$84,200.00
g. Value of collateral, to the nearest cent.
$171,768.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIVOS THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,600.00
g. Value of collateral, to the nearest cent.
$2,420.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANGUARD WHITEHALL FDS INTL HIGH ETF
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,301.00
g. Value of collateral, to the nearest cent.
$151,543.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERB TECHNOLOGY CO INC COM NEW
c. LEI (if available).
54930048C3BMORBXZM88
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,900.00
g. Value of collateral, to the nearest cent.
$11,583.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERU INC COM
c. LEI (if available).
529900ER63TFLEIJV631
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$526,200.00
g. Value of collateral, to the nearest cent.
$649,857.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VILLAGE FARMS INTL INC COM
c. LEI (if available).
529900TR69X5FFZ6K955
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$120,256.00
g. Value of collateral, to the nearest cent.
$74,197.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VINCERX PHARMA INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,070.00
g. Value of collateral, to the nearest cent.
$1,134.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VACASA INC CLASS A COM
c. LEI (if available).
5493000NL6DCWTVXZD49
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$696,486.00
g. Value of collateral, to the nearest cent.
$494,505.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VACCITECH PLC ADS
c. LEI (if available).
213800KQ9EAOKPWN8A33
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,840.00
g. Value of collateral, to the nearest cent.
$18,032.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST PHARMACEUTCL ETF
c. LEI (if available).
5493008SDOYUHMC8LF44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,164.00
g. Value of collateral, to the nearest cent.
$737,427.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST EGYPT INDEX ETF
c. LEI (if available).
5493009DY1SIGQKL0E36
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$83.00
g. Value of collateral, to the nearest cent.
$1,540.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST GAMING ETF
c. LEI (if available).
549300W05GTBN8MH7Z26
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$328.00
g. Value of collateral, to the nearest cent.
$15,297.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MINIM INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,400.00
g. Value of collateral, to the nearest cent.
$27,824.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MIX TELEMATICS LTD SPONSORED ADR
c. LEI (if available).
529900S6HHR7CK7BU646
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,295.00
g. Value of collateral, to the nearest cent.
$8,676.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARKFORGED HOLDING CORPORATION COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$118,096.00
g. Value of collateral, to the nearest cent.
$262,173.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCKESSON CORP COM
c. LEI (if available).
549300WZWOM80UCFSF54
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$30,281.00
g. Value of collateral, to the nearest cent.
$12,199,912.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MEREO BIOPHARMA GROUP PLC SPON ADS
c. LEI (if available).
213800U8JQHIJOS5AS09
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$956,038.00
g. Value of collateral, to the nearest cent.
$1,204,607.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOOP INDS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,143.00
g. Value of collateral, to the nearest cent.
$36,671.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LL FLOORING HOLDINGS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,848.00
g. Value of collateral, to the nearest cent.
$50,364.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MGO GLOBAL INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,702.00
g. Value of collateral, to the nearest cent.
$37,056.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MSP RECOVERY INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$27,200.00
g. Value of collateral, to the nearest cent.
$5,861.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MANHATTAN BRDG CAP INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$421.00
g. Value of collateral, to the nearest cent.
$2,071.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOANDEPOT INC COM CL A
c. LEI (if available).
5493003261L42OH8RK59
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,760.00
g. Value of collateral, to the nearest cent.
$14,054.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOCAL BOUNTI CORP COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$25,287.00
g. Value of collateral, to the nearest cent.
$95,079.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST DIGI TRANSFRM
c. LEI (if available).
549300QJITMI6I2QLK07
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,289.00
g. Value of collateral, to the nearest cent.
$19,067.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UPLAND SOFTWARE INC COM
c. LEI (if available).
549300NS277POYJ63W89
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,551.00
g. Value of collateral, to the nearest cent.
$77,066.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
USIO INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,139.00
g. Value of collateral, to the nearest cent.
$7,367.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
T2 BIOSYSTEMS INC COM NEW
c. LEI (if available).
54930027RQTU9CHLKL88
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,045,618.00
g. Value of collateral, to the nearest cent.
$121,291.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TSCAN THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$30,700.00
g. Value of collateral, to the nearest cent.
$64,777.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TUNIU CORP SPONSORED ADS
c. LEI (if available).
529900H3I6TN4LFDZP44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,774.00
g. Value of collateral, to the nearest cent.
$19,799.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
U S GLOBAL INVS INC CL A
c. LEI (if available).
529900IRM26R91LI8531
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,787.00
g. Value of collateral, to the nearest cent.
$43,153.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UCLOUDLINK GROUP INC SPONSORED ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,300.00
g. Value of collateral, to the nearest cent.
$4,381.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TILRAY BRANDS INC COM
c. LEI (if available).
549300Y4V60733TO1478
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,040,200.00
g. Value of collateral, to the nearest cent.
$6,901,254.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BK ONT COM NEW
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$44,998.00
g. Value of collateral, to the nearest cent.
$2,926,219.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TREVENA INC COM NEW
c. LEI (if available).
549300YXUV4MU2J7QS07
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$44,300.00
g. Value of collateral, to the nearest cent.
$41,863.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
T2 BIOSYSTEMS INC COM NEW
c. LEI (if available).
54930027RQTU9CHLKL88
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,521.00
g. Value of collateral, to the nearest cent.
$1,452.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENON MEDICAL INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$1,160.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEUCRIUM COMMODITY TR WHEAT FD
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,459.00
g. Value of collateral, to the nearest cent.
$10,198.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THERAPEUTICSMD INC COM NEW
c. LEI (if available).
5299004JS7RE49QHRW30
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$16,800.00
g. Value of collateral, to the nearest cent.
$67,200.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THE REALREAL INC COM
c. LEI (if available).
549300O00VUGT4H1PE90
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$769,240.00
g. Value of collateral, to the nearest cent.
$2,046,178.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PYXIS ONCOLOGY INC COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$50,600.00
g. Value of collateral, to the nearest cent.
$124,476.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
QORVO INC COM
c. LEI (if available).
254900YAUJV2EUEVBR11
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$36,042.00
g. Value of collateral, to the nearest cent.
$3,946,238.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
QURATE RETAIL INC COM SER A
c. LEI (if available).
549300PSXEKU4PHLCR04
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$134,486.00
g. Value of collateral, to the nearest cent.
$134,486.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RF INDS LTD COM PAR $0.01
c. LEI (if available).
529900MVE73NJ5FHP926
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$447.00
g. Value of collateral, to the nearest cent.
$1,689.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REBORN COFFEE INC COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,351.00
g. Value of collateral, to the nearest cent.
$5,080.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR PSHS ULTRA DOW30
c. LEI (if available).
7N3EJP31CN65H4G3UK92
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,958.00
g. Value of collateral, to the nearest cent.
$211,260.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR ULT FTSE EUROPE
c. LEI (if available).
SFWTKM6PLSKL9V982C20
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$84.00
g. Value of collateral, to the nearest cent.
$4,897.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR ULTRPRO DOW30
c. LEI (if available).
L3Y0M1NGO52I2PZ6P085
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,190.00
g. Value of collateral, to the nearest cent.
$336,312.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PUMA BIOTECHNOLOGY INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$27,641.00
g. Value of collateral, to the nearest cent.
$99,231.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRECISION BIOSCIENCES INC COM
c. LEI (if available).
549300I5QGRS3BLHZH41
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,598.00
g. Value of collateral, to the nearest cent.
$12,140.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR PSHS SHORT DOW30
c. LEI (if available).
2M4TNNGAB88L4FX7KA15
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,752.00
g. Value of collateral, to the nearest cent.
$86,798.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR ULTRASHORT ENRGY
c. LEI (if available).
FQG71REHBHQSGRANGU57
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,600.00
g. Value of collateral, to the nearest cent.
$18,736.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR ULTSHT FINLS NEW
c. LEI (if available).
YOJN1DKAU7JWI16N8H58
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$505.00
g. Value of collateral, to the nearest cent.
$8,560.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR ULTSHT RUSS2000
c. LEI (if available).
75HGN5OSF2FQ1L7JNK61
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$16,320.00
g. Value of collateral, to the nearest cent.
$207,264.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR SHRT HGH YIELD
c. LEI (if available).
W4E5OYBUX8BV1ZKG2H85
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,359.00
g. Value of collateral, to the nearest cent.
$371,144.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PINEAPPLE ENERGY INC COM
c. LEI (if available).
549300QI9W6WNCHUTR82
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$979.00
g. Value of collateral, to the nearest cent.
$1,204.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PLBY GROUP INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$138,052.00
g. Value of collateral, to the nearest cent.
$255,396.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PLURI INC COM
c. LEI (if available).
529900OZKMF7JGZMYM81
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$43,200.00
g. Value of collateral, to the nearest cent.
$33,048.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYROS PHARMACEUTICALS INC COM NEW
c. LEI (if available).
549300512PURS7IGVT96
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,900.00
g. Value of collateral, to the nearest cent.
$52,264.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TAITRON COMPONENTS INC CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$991.00
g. Value of collateral, to the nearest cent.
$3,934.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DECIBEL THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,900.00
g. Value of collateral, to the nearest cent.
$8,584.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMSOVEREIGN HLDG CORP COM NEW
c. LEI (if available).
549300TSLVQORKCNS019
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$18,200.00
g. Value of collateral, to the nearest cent.
$31,486.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONNS INC COM
c. LEI (if available).
529900K9HOACKOJJT953
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$36,575.00
g. Value of collateral, to the nearest cent.
$169,708.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONTAINER STORE GROUP INC COM
c. LEI (if available).
529900L7KB2N9KXCDI76
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$75,250.00
g. Value of collateral, to the nearest cent.
$260,365.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONTRAFECT CORP COM NEW
c. LEI (if available).
549300JM7MIET5QG2X15
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,300.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CREATIVE REALITIES INC COM
c. LEI (if available).
5493009BPEB04TIQA243
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,824.00
g. Value of collateral, to the nearest cent.
$11,013.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CNFINANCE HLDGS LTD SPON ADS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,368.00
g. Value of collateral, to the nearest cent.
$7,767.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TELESIS BIO INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$24,964.00
g. Value of collateral, to the nearest cent.
$37,945.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COGNITION THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,500.00
g. Value of collateral, to the nearest cent.
$5,985.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COHBAR INC COM NEW
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,949.00
g. Value of collateral, to the nearest cent.
$6,158.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COLUMBIA ETF TR II INDIA CONSMR ETF
c. LEI (if available).
549300U1UWFK3M3QVP09
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$123.00
g. Value of collateral, to the nearest cent.
$6,499.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHROMADEX CORP COM NEW
c. LEI (if available).
529900OPI7B8JPXCVS70
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,444.00
g. Value of collateral, to the nearest cent.
$29,131.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LONGEVERON INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$863.00
g. Value of collateral, to the nearest cent.
$2,847.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LONGEVERON INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$6,700.00
g. Value of collateral, to the nearest cent.
$22,110.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIFEMD INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$18,426.00
g. Value of collateral, to the nearest cent.
$84,022.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIGHTNING EMOTORS INC COM
c. LEI (if available).
549300JQ9U3NF5XD5A71
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$20,855.00
g. Value of collateral, to the nearest cent.
$75,495.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASTRA SPACE INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$590,356.00
g. Value of collateral, to the nearest cent.
$238,031.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AUGMEDIX INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,689.00
g. Value of collateral, to the nearest cent.
$47,340.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPRECIATE HOLDINGS INC CLASS A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$38,800.00
g. Value of collateral, to the nearest cent.
$11,845.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AQUESTIVE THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$53,231.00
g. Value of collateral, to the nearest cent.
$102,203.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCIMOTO INC COM NEW
c. LEI (if available).
549300MG7KF9H96GWE02
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,084.00
g. Value of collateral, to the nearest cent.
$4,749.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCIMOTO INC COM NEW
c. LEI (if available).
549300MG7KF9H96GWE02
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11,900.00
g. Value of collateral, to the nearest cent.
$18,326.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARLINGTON ASSET INVST CORP CL A NEW
c. LEI (if available).
549300LA9ZT7L8G7IT53
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,604.00
g. Value of collateral, to the nearest cent.
$49,414.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASCENT SOLAR TECHNOLOGIES INC COM NEW
c. LEI (if available).
549300HTTGWM4YBLV760
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$29,500.00
g. Value of collateral, to the nearest cent.
$2,421.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERISERV FINL INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$676.00
g. Value of collateral, to the nearest cent.
$2,244.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMESITE INC COM NEW
c. LEI (if available).
549300KJTPTB48X4PR54
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$4,037.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANNOVIS BIO INC COM
c. LEI (if available).
549300IFBVI51FN3NJ32
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$7,956.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPHARVEST INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$177,644.00
g. Value of collateral, to the nearest cent.
$13,856.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPLIED THERAPEUTICS INC COM
c. LEI (if available).
549300KL3IJPHZM2GR04
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$42,200.00
g. Value of collateral, to the nearest cent.
$62,878.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALPHA TEKNOVA INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,800.00
g. Value of collateral, to the nearest cent.
$5,724.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPERO THERAPEUTICS INC COM
c. LEI (if available).
54930074G13LHWJT2323
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,700.00
g. Value of collateral, to the nearest cent.
$2,414.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SMART SAND INC COM
c. LEI (if available).
549300JISW1T66DVOK23
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$56,317.00
g. Value of collateral, to the nearest cent.
$100,807.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SMILEDIRECTCLUB INC CL A COM
c. LEI (if available).
254900QFZEGKCURCJS93
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$15,400.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SMITH MICRO SOFTWARE INC COM NEW
c. LEI (if available).
549300YR8UTB5CX2B814
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$89,367.00
g. Value of collateral, to the nearest cent.
$104,559.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SNAIL INC CLASS A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$50,104.00
g. Value of collateral, to the nearest cent.
$90,688.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SNAIL INC CLASS A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,100.00
g. Value of collateral, to the nearest cent.
$14,661.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SNDL INC COM
c. LEI (if available).
549300O3OT13PHMLHI97
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$688,006.00
g. Value of collateral, to the nearest cent.
$1,059,529.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHUTTLE PHARMACTCLS HLDGS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$16,500.00
g. Value of collateral, to the nearest cent.
$15,171.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIENTRA INC COM
c. LEI (if available).
5493006T0OLHI64MOG63
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,522.00
g. Value of collateral, to the nearest cent.
$41,561.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIENTRA INC COM
c. LEI (if available).
5493006T0OLHI64MOG63
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$91,524.00
g. Value of collateral, to the nearest cent.
$361,519.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SINGULAR GENOMICS SYSTEMS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,195.00
g. Value of collateral, to the nearest cent.
$1,756.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-30
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-10
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
BOFA SECURITIES INC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
91
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.80%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$243,902,348.76
b. Excluding the value of any sponsor support:
$243,902,348.76
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
WELLS FARGO SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
WELLS FARGO SECURITIES LLC 5.850000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
VYVVCKR63DVZZN70PB21
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001224385
c. Other unique identifier.
ARP0XNE10
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
MET TOWER GLOBAL FUNDING FR 1.25%091426
c. LEI (if available).
635400OFJCY9IOGBGY57
d. Maturity date.
2026-09-14
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$925,000.00
g. Value of collateral, to the nearest cent.
$813,923.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARKEL GROUP INC SR GLBL NT3.5%27
c. LEI (if available).
549300SCNO12JLWIK605
d. Maturity date.
2027-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$28,000.00
g. Value of collateral, to the nearest cent.
$26,316.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIA GROUP LTD HONG KONG FR 4.95%040433
c. LEI (if available).
ZP5ILWVSYE4LJGMMVD57
d. Maturity date.
2033-04-04
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$4,039,840.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AT & T CORP CR SEN SR GLBL31
c. LEI (if available).
4PD8YHHBETYIBWD91168
d. Maturity date.
2031-11-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$132,000.00
g. Value of collateral, to the nearest cent.
$157,764.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM FR 1.5%011025
c. LEI (if available).
NQQ6HPCNCCU6TUTQYE16
d. Maturity date.
2025-01-10
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$6,690,000.00
g. Value of collateral, to the nearest cent.
$6,311,312.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM FR 4.7%091427
c. LEI (if available).
NQQ6HPCNCCU6TUTQYE16
d. Maturity date.
2027-09-14
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$14,964.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 3.846%030837
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2037-03-08
e. Coupon or yield.
3.846000
f. The principal amount, to the nearest cent.
$652,000.00
g. Value of collateral, to the nearest cent.
$570,974.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NXP B V / NXP FDG LLC / NXP US SR GLBL NT 26
d. Maturity date.
2026-06-18
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$2,021,000.00
g. Value of collateral, to the nearest cent.
$1,945,012.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW YORK CMNTY BANCORP INC SB GLBL NT5.9%28
c. LEI (if available).
529900HVXOTLY61GL030
d. Maturity date.
2028-11-06
e. Coupon or yield.
5.900000
f. The principal amount, to the nearest cent.
$169,000.00
g. Value of collateral, to the nearest cent.
$161,606.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 3.97%030529
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2029-03-05
e. Coupon or yield.
3.970000
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$89,666.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 3.974%020730
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2030-02-07
e. Coupon or yield.
3.974000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$22,702.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 2.496%021331
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2031-02-13
e. Coupon or yield.
2.496000
f. The principal amount, to the nearest cent.
$645,000.00
g. Value of collateral, to the nearest cent.
$547,158.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 3.248%102127
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2027-10-21
e. Coupon or yield.
3.248000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,668.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP SR NT FXD/FLT 28
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2028-01-20
e. Coupon or yield.
3.824000
f. The principal amount, to the nearest cent.
$484,000.00
g. Value of collateral, to the nearest cent.
$457,263.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FXD/FLT SR NT 48
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2048-01-20
e. Coupon or yield.
4.443000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$53,161.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP SR NT FXD/FLT 28
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2028-04-24
e. Coupon or yield.
3.705000
f. The principal amount, to the nearest cent.
$468,000.00
g. Value of collateral, to the nearest cent.
$443,038.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP SR NT FIX/FLT 28
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2028-07-21
e. Coupon or yield.
3.593000
f. The principal amount, to the nearest cent.
$314,000.00
g. Value of collateral, to the nearest cent.
$292,405.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AON CORP / AON GLOBAL HLDGS SR GLBL NT 33
d. Maturity date.
2033-02-28
e. Coupon or yield.
5.350000
f. The principal amount, to the nearest cent.
$1,814,000.00
g. Value of collateral, to the nearest cent.
$1,868,272.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIR LEASE CORP FR 3.125%120130
c. LEI (if available).
5493004NW4M4P8TMMK63
d. Maturity date.
2030-12-01
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$126,124.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERNATIONAL FIN CORP FR 3.33%082525
c. LEI (if available).
QKL54NQY28TCDAI75F60
d. Maturity date.
2025-08-25
e. Coupon or yield.
3.330000
f. The principal amount, to the nearest cent.
$4,880,000.00
g. Value of collateral, to the nearest cent.
$4,780,496.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERNATIONAL FIN CORP FR 3.6%040728
c. LEI (if available).
QKL54NQY28TCDAI75F60
d. Maturity date.
2028-04-07
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$48,909,500.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO PERP SUB GLBL -R
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2079-12-31
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,278,000.00
g. Value of collateral, to the nearest cent.
$2,356,591.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEB HANA BANK FR 3.25%033027
c. LEI (if available).
6RPK2YDJN6L35AS0M510
d. Maturity date.
2027-03-30
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$7,450,000.00
g. Value of collateral, to the nearest cent.
$7,052,492.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYUNDAI CAP AMER SR GLBL REGS 27
c. LEI (if available).
549300RIPPWJB5Z0FK07
d. Maturity date.
2027-10-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$391,000.00
g. Value of collateral, to the nearest cent.
$345,113.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 3.841%042525
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2025-04-25
e. Coupon or yield.
3.841000
f. The principal amount, to the nearest cent.
$4,126,000.00
g. Value of collateral, to the nearest cent.
$4,103,400.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 4.827%072226
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2026-07-22
e. Coupon or yield.
4.827000
f. The principal amount, to the nearest cent.
$11,000.00
g. Value of collateral, to the nearest cent.
$10,839.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 6.204%111028
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2028-11-10
e. Coupon or yield.
6.204000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$4,158.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 1.898%072331
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2031-07-23
e. Coupon or yield.
1.898000
f. The principal amount, to the nearest cent.
$129,000.00
g. Value of collateral, to the nearest cent.
$102,499.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 3.483%031352
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2052-03-13
e. Coupon or yield.
3.483000
f. The principal amount, to the nearest cent.
$41,000.00
g. Value of collateral, to the nearest cent.
$31,041.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 1.658%031127
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2027-03-11
e. Coupon or yield.
1.658000
f. The principal amount, to the nearest cent.
$11,000.00
g. Value of collateral, to the nearest cent.
$9,978.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 2.087%061429
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2029-06-14
e. Coupon or yield.
2.087000
f. The principal amount, to the nearest cent.
$175,000.00
g. Value of collateral, to the nearest cent.
$150,338.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NONGHYUP BANK FR 4.875%070328
c. LEI (if available).
988400GSDJCW3LKJBD20
d. Maturity date.
2028-07-03
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$334,000.00
g. Value of collateral, to the nearest cent.
$331,052.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC LIFECORP SR GLBL 144A 50
c. LEI (if available).
VFN8KLUEIK7XMVX1JM30
d. Maturity date.
2050-09-15
e. Coupon or yield.
3.350000
f. The principal amount, to the nearest cent.
$4,265,000.00
g. Value of collateral, to the nearest cent.
$2,996,015.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BPCE S A FR 4.625%071124
c. LEI (if available).
9695005MSX1OYEMGDF46
d. Maturity date.
2024-07-11
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$1,737,000.00
g. Value of collateral, to the nearest cent.
$1,706,413.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 4.125%012224
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2024-01-22
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$111,000.00
g. Value of collateral, to the nearest cent.
$110,096.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 4%012225
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2025-01-22
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$21,445.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BMW US CAP LLC SR 144A NT 23
c. LEI (if available).
KK5MZM9DIXLXZL9DZL15
d. Maturity date.
2023-09-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$725,000.00
g. Value of collateral, to the nearest cent.
$728,219.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAT CAPITAL CORP FR 2.789%090624
c. LEI (if available).
2138005GYEXN7XRHFA84
d. Maturity date.
2024-09-06
e. Coupon or yield.
2.789000
f. The principal amount, to the nearest cent.
$136,000.00
g. Value of collateral, to the nearest cent.
$132,861.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANHEUSER BUSCH COS INC SR GLBL DB6.8%32
c. LEI (if available).
5493002J2SVENP0PVK27
d. Maturity date.
2032-08-20
e. Coupon or yield.
6.800000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$4,577.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KINDER MORGAN INC DEL FR 7.8%080131
c. LEI (if available).
549300WR7IX8XE0TBO16
d. Maturity date.
2031-08-01
e. Coupon or yield.
7.800000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$5,861.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EUROPEAN INVT BK 144A SR GLBL NT 30
c. LEI (if available).
5493006YXS1U5GIHE750
d. Maturity date.
2030-09-23
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$179,000.00
g. Value of collateral, to the nearest cent.
$142,114.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
F&G GLOBAL FUNDING 144A NT 5.15%25
c. LEI (if available).
6354009CCUKJIZ7KFX73
d. Maturity date.
2025-07-07
e. Coupon or yield.
5.150000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$484,796.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GALLAGHER ARTHUR J & CO SR GLBL NT5.5%33
c. LEI (if available).
54930049QLLMPART6V29
d. Maturity date.
2033-03-02
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,088.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLSTATE CORP SR GLBL NT 25
c. LEI (if available).
OBT0W1ED8G0NWVOLOJ77
d. Maturity date.
2025-12-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$8,000.00
g. Value of collateral, to the nearest cent.
$7,195.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN HONDA FIN CORP MTN FR 4.7%011228
c. LEI (if available).
B6Q2VFHD1797Q7NZ3E43
d. Maturity date.
2028-01-12
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$193,000.00
g. Value of collateral, to the nearest cent.
$191,707.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN HONDA FIN CORP MTN FR 4.6%041730
c. LEI (if available).
B6Q2VFHD1797Q7NZ3E43
d. Maturity date.
2030-04-17
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$119,000.00
g. Value of collateral, to the nearest cent.
$117,881.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 2.475%012128
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2028-01-21
e. Coupon or yield.
2.475000
f. The principal amount, to the nearest cent.
$84,000.00
g. Value of collateral, to the nearest cent.
$75,970.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METROPOLITAN LIFE GLOBAL FDG I FR 0.45%090123
c. LEI (if available).
635400MMSOCXNNNZDZ82
d. Maturity date.
2023-09-01
e. Coupon or yield.
0.450000
f. The principal amount, to the nearest cent.
$171,000.00
g. Value of collateral, to the nearest cent.
$170,270.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MISC CAP TWO LABUAN LTD FR 3.75%040627
c. LEI (if available).
9845000ED8376T875113
d. Maturity date.
2027-04-06
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$1,550,000.00
g. Value of collateral, to the nearest cent.
$1,468,462.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 4.7%120935
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2035-12-09
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,712.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KOMMUNINVEST I SVERIGE AB FR 0.375%061924
c. LEI (if available).
EV2XZWMLLXF2QRX0CD47
d. Maturity date.
2024-06-19
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$1,800,000.00
g. Value of collateral, to the nearest cent.
$1,718,310.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIBERTY MUT INS CO SB 144A NT8.5%25
c. LEI (if available).
CNC20I6IOMGF7KY49D67
d. Maturity date.
2025-05-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$203,000.00
g. Value of collateral, to the nearest cent.
$210,623.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LINCOLN NATL CORP IND SR GLBL NT3.4%32
c. LEI (if available).
EFQMQROEDSNBRIP7LE47
d. Maturity date.
2032-03-01
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$1,681,000.00
g. Value of collateral, to the nearest cent.
$1,386,886.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIFTH THIRD BK CINCINNATI STN FR 3.95%072825
c. LEI (if available).
QFROUN1UWUYU0DVIWD51
d. Maturity date.
2025-07-28
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$372,000.00
g. Value of collateral, to the nearest cent.
$356,658.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DUKE ENERGY FLA LLC 3.8%28
c. LEI (if available).
7MOHLM3DKE63RX2ZCN83
d. Maturity date.
2028-07-15
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$106,000.00
g. Value of collateral, to the nearest cent.
$100,901.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ERP OPER LTD PARTNERSHIP SR NT 4.5%44
c. LEI (if available).
DX5HQV5MLU50FEWZ5072
d. Maturity date.
2044-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$870,160.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN DEERE CAPITAL CORPORATION FR 4.75%060826
c. LEI (if available).
E0KSF7PFQ210NWI8Z391
d. Maturity date.
2026-06-08
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$47,000.00
g. Value of collateral, to the nearest cent.
$47,197.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN DEERE CAPITAL CORPORATION FR 4.95%071428
c. LEI (if available).
E0KSF7PFQ210NWI8Z391
d. Maturity date.
2028-07-14
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$120,000.00
g. Value of collateral, to the nearest cent.
$120,738.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UDR INC FR 3.5%070127
c. LEI (if available).
P3CH2EG5X6Z1XWU1OO74
d. Maturity date.
2027-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,742.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UDR INC FR 3.5%011528
c. LEI (if available).
P3CH2EG5X6Z1XWU1OO74
d. Maturity date.
2028-01-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$6,400.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 3.7%013024
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2024-01-30
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$23,731.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HIGH STR FDG TR I SR GLBL 144A 28
d. Maturity date.
2028-02-15
e. Coupon or yield.
4.111000
f. The principal amount, to the nearest cent.
$10,363,000.00
g. Value of collateral, to the nearest cent.
$9,863,050.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYUNDAI CAP AMER SR REGS NT 25
c. LEI (if available).
549300RIPPWJB5Z0FK07
d. Maturity date.
2025-02-10
e. Coupon or yield.
2.650000
f. The principal amount, to the nearest cent.
$1,463,000.00
g. Value of collateral, to the nearest cent.
$1,413,166.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 4.967%042634
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2034-04-26
e. Coupon or yield.
4.967000
f. The principal amount, to the nearest cent.
$171,000.00
g. Value of collateral, to the nearest cent.
$168,301.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NOVA SCOTIA B C FR 3.45%041125
c. LEI (if available).
L3I9ZG2KFGXZ61BMYR72
d. Maturity date.
2025-04-11
e. Coupon or yield.
3.450000
f. The principal amount, to the nearest cent.
$84,000.00
g. Value of collateral, to the nearest cent.
$81,895.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PNC BK NATL ASSN WILMINGTON DE FR 3.875%041025
c. LEI (if available).
AD6GFRVSDT01YPT1CS68
d. Maturity date.
2025-04-10
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$131,000.00
g. Value of collateral, to the nearest cent.
$127,423.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN DEERE CAPITAL CORPORATION FR 0.7%011526
c. LEI (if available).
E0KSF7PFQ210NWI8Z391
d. Maturity date.
2026-01-15
e. Coupon or yield.
0.700000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,709.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN DEERE CAPITAL CORPORATION FR 2%061731
c. LEI (if available).
E0KSF7PFQ210NWI8Z391
d. Maturity date.
2031-06-17
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$40,151.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN DEERE CAPITAL CORPORATION FR 4.35%091532
c. LEI (if available).
E0KSF7PFQ210NWI8Z391
d. Maturity date.
2032-09-15
e. Coupon or yield.
4.350000
f. The principal amount, to the nearest cent.
$8,000.00
g. Value of collateral, to the nearest cent.
$7,906.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN DEERE CAPITAL CORPORATION FR 4.8%010926
c. LEI (if available).
E0KSF7PFQ210NWI8Z391
d. Maturity date.
2026-01-09
e. Coupon or yield.
4.800000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$8,992.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP FR 4.26%072826
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2026-07-28
e. Coupon or yield.
4.260000
f. The principal amount, to the nearest cent.
$140,000.00
g. Value of collateral, to the nearest cent.
$135,436.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 1.9%011327
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2027-01-13
e. Coupon or yield.
1.900000
f. The principal amount, to the nearest cent.
$183,000.00
g. Value of collateral, to the nearest cent.
$165,497.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 3.95%063025
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2025-06-30
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$3,976,000.00
g. Value of collateral, to the nearest cent.
$3,895,333.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 5.4%111025
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2025-11-10
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$6,111,780.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 4.45%051826
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2026-05-18
e. Coupon or yield.
4.450000
f. The principal amount, to the nearest cent.
$37,000.00
g. Value of collateral, to the nearest cent.
$36,861.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 3.65%010829
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2029-01-08
e. Coupon or yield.
3.650000
f. The principal amount, to the nearest cent.
$1,146,000.00
g. Value of collateral, to the nearest cent.
$1,085,711.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIFTH THIRD BK CINCINNATI STN SR NT 5.852%25
c. LEI (if available).
QFROUN1UWUYU0DVIWD51
d. Maturity date.
2025-10-27
e. Coupon or yield.
5.852000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$998,670.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GC TREAS CTR CO LTD FR 4.3%031851
c. LEI (if available).
549300LUFQBC2EQNAR40
d. Maturity date.
2051-03-18
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$5,362,000.00
g. Value of collateral, to the nearest cent.
$4,028,881.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHINHAN BK REG S FR 1.375%102126
c. LEI (if available).
5493003P813VL21KG928
d. Maturity date.
2026-10-21
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$390,000.00
g. Value of collateral, to the nearest cent.
$343,087.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL BK CDA FR 3.7%100523
c. LEI (if available).
ES7IP3U3RHIGC71XBU11
d. Maturity date.
2023-10-05
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$39,000.00
g. Value of collateral, to the nearest cent.
$39,321.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL BK CDA FR 6%110127
c. LEI (if available).
ES7IP3U3RHIGC71XBU11
d. Maturity date.
2027-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$73,000.00
g. Value of collateral, to the nearest cent.
$76,106.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
S&P GLOBAL INC SR GLBL NT2.7%29
c. LEI (if available).
Y6X4K52KMJMZE7I7MY94
d. Maturity date.
2029-03-01
e. Coupon or yield.
2.700000
f. The principal amount, to the nearest cent.
$17,000.00
g. Value of collateral, to the nearest cent.
$15,460.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAN DIEGO GAS & ELEC CO 1M GLBL YYY BD52
c. LEI (if available).
KNIRVXKVNJJ4P8OTMS63
d. Maturity date.
2052-03-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,835,188.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRUDENTIAL FINL INC FR 2.1%031030
c. LEI (if available).
5PRBRS5FEH7NREC8OR45
d. Maturity date.
2030-03-10
e. Coupon or yield.
2.100000
f. The principal amount, to the nearest cent.
$454,000.00
g. Value of collateral, to the nearest cent.
$384,976.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PT INDONESIA ASAHAN ALUMINIUM SR GLBL 144A 25
d. Maturity date.
2025-05-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$395,158.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REC LTD FR 5.625%041128
c. LEI (if available).
335800B4YRYWAMIJZ374
d. Maturity date.
2028-04-11
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$249,000.00
g. Value of collateral, to the nearest cent.
$250,120.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRIVATE EXPT FDG CORP FR 0.55%073024
c. LEI (if available).
CYQE6SAYPFKNQJ6FMH60
d. Maturity date.
2024-07-30
e. Coupon or yield.
0.550000
f. The principal amount, to the nearest cent.
$525,000.00
g. Value of collateral, to the nearest cent.
$497,500.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROVIDENCE ST JOSEPH HEALTH -2023 BD5.403%33
d. Maturity date.
2033-10-01
e. Coupon or yield.
5.403000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$5,024,086.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POSCO SR REGS NT 28
c. LEI (if available).
9884000N94NH7G6LQ816
d. Maturity date.
2028-01-17
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$7,085,724.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BESTFOODS SR -E NT 7.25%26
c. LEI (if available).
549300DWD4D3B5EZJC04
d. Maturity date.
2026-12-15
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$2,998,000.00
g. Value of collateral, to the nearest cent.
$3,225,559.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CATERPILLAR FINL SVCS MTNS BE VR 011022-011024
c. LEI (if available).
EDBQKYOPJUCJKLOJDE72
d. Maturity date.
2024-01-10
e. Coupon or yield.
5.260810
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$601,547.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON MD INC SR DEB 8.3%31
d. Maturity date.
2031-08-01
e. Coupon or yield.
8.300000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$5,899.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP CAP MKTS AMER INC GLBL NT 4.893%33
c. LEI (if available).
5493009NTB34VXE1T760
d. Maturity date.
2033-09-11
e. Coupon or yield.
4.893000
f. The principal amount, to the nearest cent.
$8,926,000.00
g. Value of collateral, to the nearest cent.
$8,903,268.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CIMB BANK BERHAD FR 2.125%072027
c. LEI (if available).
SR3J0ZUTXT7OTFT2VU03
d. Maturity date.
2027-07-20
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,684,250.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 4.706%020134
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2034-02-01
e. Coupon or yield.
4.706000
f. The principal amount, to the nearest cent.
$3,509,000.00
g. Value of collateral, to the nearest cent.
$3,423,661.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 4.55%021549
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2049-02-15
e. Coupon or yield.
4.550000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$21,516.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WILLIS NORTH AMER INC SR GLBL NT 33
c. LEI (if available).
5493004KVU1HWZCP0C66
d. Maturity date.
2033-05-15
e. Coupon or yield.
5.350000
f. The principal amount, to the nearest cent.
$88,000.00
g. Value of collateral, to the nearest cent.
$86,583.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NOVA SCOTIA B C FR 5.25%061228
c. LEI (if available).
L3I9ZG2KFGXZ61BMYR72
d. Maturity date.
2028-06-12
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$196,000.00
g. Value of collateral, to the nearest cent.
$196,526.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANQUE FED DU CRED MUTUEL SR 144A NT 26
c. LEI (if available).
VBHFXSYT7OG62HNT8T76
d. Maturity date.
2026-07-13
e. Coupon or yield.
5.896000
f. The principal amount, to the nearest cent.
$7,159,000.00
g. Value of collateral, to the nearest cent.
$7,195,254.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 3.43%061325
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2025-06-13
e. Coupon or yield.
3.430000
f. The principal amount, to the nearest cent.
$240,000.00
g. Value of collateral, to the nearest cent.
$235,896.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 4.45%030147
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2047-03-01
e. Coupon or yield.
4.450000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,522.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIR LEASE CORP FR 2.875%011526
c. LEI (if available).
5493004NW4M4P8TMMK63
d. Maturity date.
2026-01-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,672.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 5.08%012027
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2027-01-20
e. Coupon or yield.
5.080000
f. The principal amount, to the nearest cent.
$662,000.00
g. Value of collateral, to the nearest cent.
$654,150.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM FR 3.7%060725
c. LEI (if available).
NQQ6HPCNCCU6TUTQYE16
d. Maturity date.
2025-06-07
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$196,000.00
g. Value of collateral, to the nearest cent.
$190,572.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM FR 2.65%030827
c. LEI (if available).
NQQ6HPCNCCU6TUTQYE16
d. Maturity date.
2027-03-08
e. Coupon or yield.
2.650000
f. The principal amount, to the nearest cent.
$163,000.00
g. Value of collateral, to the nearest cent.
$150,942.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 2.551%020428
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2028-02-04
e. Coupon or yield.
2.551000
f. The principal amount, to the nearest cent.
$63,000.00
g. Value of collateral, to the nearest cent.
$57,822.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 3.125%072726
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2026-07-27
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$1,503,000.00
g. Value of collateral, to the nearest cent.
$1,410,005.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 3.95%042327
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2027-04-23
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$143,992.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 5.948%011938
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2038-01-19
e. Coupon or yield.
5.948000
f. The principal amount, to the nearest cent.
$26,068,000.00
g. Value of collateral, to the nearest cent.
$25,870,995.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 5.164%042029
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2029-04-20
e. Coupon or yield.
5.164000
f. The principal amount, to the nearest cent.
$166,000.00
g. Value of collateral, to the nearest cent.
$166,198.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 5.25%042134
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2034-04-21
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$14,193,000.00
g. Value of collateral, to the nearest cent.
$14,153,023.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 3.458%031525
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2025-03-15
e. Coupon or yield.
3.458000
f. The principal amount, to the nearest cent.
$169,000.00
g. Value of collateral, to the nearest cent.
$168,378.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 4.078%042340
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2040-04-23
e. Coupon or yield.
4.078000
f. The principal amount, to the nearest cent.
$611,000.00
g. Value of collateral, to the nearest cent.
$527,935.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 2.884%102230
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2030-10-22
e. Coupon or yield.
2.884000
f. The principal amount, to the nearest cent.
$142,000.00
g. Value of collateral, to the nearest cent.
$123,844.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP SR NT FXD/FLT 38
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2038-04-24
e. Coupon or yield.
4.244000
f. The principal amount, to the nearest cent.
$257,000.00
g. Value of collateral, to the nearest cent.
$230,419.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANHEUSER-BUSCH INBEV WLDW INC FR 4.6%041548
c. LEI (if available).
549300CRGMZK3K53BF92
d. Maturity date.
2048-04-15
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$73,000.00
g. Value of collateral, to the nearest cent.
$67,419.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANHEUSER-BUSCH INBEV WLDW INC FR 4.375%041538
c. LEI (if available).
549300CRGMZK3K53BF92
d. Maturity date.
2038-04-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$65,619.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO SR NT 5.5%40
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2040-10-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$245,000.00
g. Value of collateral, to the nearest cent.
$255,332.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 4.571%042733
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2033-04-27
e. Coupon or yield.
4.571000
f. The principal amount, to the nearest cent.
$1,323,000.00
g. Value of collateral, to the nearest cent.
$1,254,541.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 2.592%042931
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2031-04-29
e. Coupon or yield.
2.592000
f. The principal amount, to the nearest cent.
$6,871,000.00
g. Value of collateral, to the nearest cent.
$5,800,731.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 2.687%042232
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2032-04-22
e. Coupon or yield.
2.687000
f. The principal amount, to the nearest cent.
$58,000.00
g. Value of collateral, to the nearest cent.
$48,357.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRUDENTIAL FINL INC FR 5.7%121436
c. LEI (if available).
5PRBRS5FEH7NREC8OR45
d. Maturity date.
2036-12-14
e. Coupon or yield.
5.700000
f. The principal amount, to the nearest cent.
$1,206,000.00
g. Value of collateral, to the nearest cent.
$1,254,917.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP PERP GLBL -Z NT
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$32,000.00
g. Value of collateral, to the nearest cent.
$32,486.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 4%040124
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2024-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$150,240.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 3.95%042125
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2025-04-21
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$1,883,000.00
g. Value of collateral, to the nearest cent.
$1,842,199.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATHENE HOLDING LTD SR GLBL NT 30
c. LEI (if available).
549300H316CT32FQXI76
d. Maturity date.
2030-04-03
e. Coupon or yield.
6.150000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$413,135.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAT CAPITAL CORP FR 3.462%090629
c. LEI (if available).
2138005GYEXN7XRHFA84
d. Maturity date.
2029-09-06
e. Coupon or yield.
3.462000
f. The principal amount, to the nearest cent.
$29,000.00
g. Value of collateral, to the nearest cent.
$25,777.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAT CAPITAL CORP FR 2.726%032531
c. LEI (if available).
2138005GYEXN7XRHFA84
d. Maturity date.
2031-03-25
e. Coupon or yield.
2.726000
f. The principal amount, to the nearest cent.
$189,000.00
g. Value of collateral, to the nearest cent.
$152,753.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GC TREAS CTR CO LTD FR 4.4%033032
c. LEI (if available).
549300LUFQBC2EQNAR40
d. Maturity date.
2032-03-30
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$253,000.00
g. Value of collateral, to the nearest cent.
$231,496.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 6.296%101828
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2028-10-18
e. Coupon or yield.
6.296000
f. The principal amount, to the nearest cent.
$1,289,000.00
g. Value of collateral, to the nearest cent.
$1,351,082.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 4.35%090826
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2026-09-08
e. Coupon or yield.
4.350000
f. The principal amount, to the nearest cent.
$16,000.00
g. Value of collateral, to the nearest cent.
$15,753.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 2.72%072225
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2025-07-22
e. Coupon or yield.
2.720000
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$21,296.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 3.62%041725
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2025-04-17
e. Coupon or yield.
3.620000
f. The principal amount, to the nearest cent.
$527,000.00
g. Value of collateral, to the nearest cent.
$523,288.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 5.297%042037
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2037-04-20
e. Coupon or yield.
5.297000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$192,476.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 6.3%030138
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2038-03-01
e. Coupon or yield.
6.300000
f. The principal amount, to the nearest cent.
$14,000.00
g. Value of collateral, to the nearest cent.
$15,739.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 4.548%072228
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2028-07-22
e. Coupon or yield.
4.548000
f. The principal amount, to the nearest cent.
$154,000.00
g. Value of collateral, to the nearest cent.
$147,545.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC SUB NT 5.15%45
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2045-05-22
e. Coupon or yield.
5.150000
f. The principal amount, to the nearest cent.
$433,000.00
g. Value of collateral, to the nearest cent.
$408,436.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYUNDAI CAP AMER FR 5.65%062626
c. LEI (if available).
549300RIPPWJB5Z0FK07
d. Maturity date.
2026-06-26
e. Coupon or yield.
5.650000
f. The principal amount, to the nearest cent.
$6,490,000.00
g. Value of collateral, to the nearest cent.
$6,499,625.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC FR 4.8%070844
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2044-07-08
e. Coupon or yield.
4.800000
f. The principal amount, to the nearest cent.
$162,000.00
g. Value of collateral, to the nearest cent.
$148,312.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN DEERE CAPITAL CORPORATION FR 1.5%030628
c. LEI (if available).
E0KSF7PFQ210NWI8Z391
d. Maturity date.
2028-03-06
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,744.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK FR 3.2%031032
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2032-03-10
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$180,000.00
g. Value of collateral, to the nearest cent.
$157,016.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GC TREAS CTR CO LTD FR 2.98%031831
c. LEI (if available).
549300LUFQBC2EQNAR40
d. Maturity date.
2031-03-18
e. Coupon or yield.
2.980000
f. The principal amount, to the nearest cent.
$10,876,000.00
g. Value of collateral, to the nearest cent.
$9,031,937.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROVINCE OF QUEBEC GLBL -RC NT 28
c. LEI (if available).
549300WN65YFEQH74Y36
d. Maturity date.
2028-04-13
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$670,000.00
g. Value of collateral, to the nearest cent.
$651,792.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CATERPILLAR FINL SVCS MTNS BE FR 0.9%030226
c. LEI (if available).
EDBQKYOPJUCJKLOJDE72
d. Maturity date.
2026-03-02
e. Coupon or yield.
0.900000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,435.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP CAP MKTS AMER INC GLBL NT 2.721%32
c. LEI (if available).
5493009NTB34VXE1T760
d. Maturity date.
2032-01-12
e. Coupon or yield.
2.721000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,080.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOCIETE GENERALE FR 6.691%011034
c. LEI (if available).
O2RNE8IBXP4R0TD8PU41
d. Maturity date.
2034-01-10
e. Coupon or yield.
6.691000
f. The principal amount, to the nearest cent.
$37,122,000.00
g. Value of collateral, to the nearest cent.
$38,210,313.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPRINT CAP CORP MTN BE SR GLBL NT 32
c. LEI (if available).
549300L17W0GQBR1PO80
d. Maturity date.
2032-03-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$3,703,066.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28
d. Maturity date.
2028-10-20
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$276,746.00
g. Value of collateral, to the nearest cent.
$268,036.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOCIETE GENERALE VR 011922-012126
c. LEI (if available).
O2RNE8IBXP4R0TD8PU41
d. Maturity date.
2026-01-21
e. Coupon or yield.
6.372830
f. The principal amount, to the nearest cent.
$4,600,000.00
g. Value of collateral, to the nearest cent.
$4,573,045.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 4.653%020129
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2029-02-01
e. Coupon or yield.
4.653000
f. The principal amount, to the nearest cent.
$340,000.00
g. Value of collateral, to the nearest cent.
$333,191.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 4.75%061547
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2047-06-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,292.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 4.8%081547
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2047-08-15
e. Coupon or yield.
4.800000
f. The principal amount, to the nearest cent.
$51,000.00
g. Value of collateral, to the nearest cent.
$44,874.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIR LEASE CORP FR 5.85%121527
c. LEI (if available).
5493004NW4M4P8TMMK63
d. Maturity date.
2027-12-15
e. Coupon or yield.
5.850000
f. The principal amount, to the nearest cent.
$5,848,000.00
g. Value of collateral, to the nearest cent.
$5,930,544.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PT INDONESIA ASAHAN ALUMINIUM SR GLBL REGS 30
c. LEI (if available).
2549008P48EB9SN2OI80
d. Maturity date.
2030-05-15
e. Coupon or yield.
5.450000
f. The principal amount, to the nearest cent.
$5,750,000.00
g. Value of collateral, to the nearest cent.
$5,635,598.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PFIZER INVT ENTERPRISES GLBL NT 5.34%63
c. LEI (if available).
5493000FQO8XF9C0RT95
d. Maturity date.
2063-05-19
e. Coupon or yield.
5.340000
f. The principal amount, to the nearest cent.
$861,000.00
g. Value of collateral, to the nearest cent.
$869,153.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50
d. Maturity date.
2050-05-15
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$33,000.00
g. Value of collateral, to the nearest cent.
$25,505.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIEMENS FIN NV VR 031121-031124
c. LEI (if available).
TAFO772JB70PDRN5VS48
d. Maturity date.
2024-03-11
e. Coupon or yield.
5.636510
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$5,044,809.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC LIFE GLOBAL FDG II MED FR 1.6%092128
c. LEI (if available).
6354003EUPCHXTWUU869
d. Maturity date.
2028-09-21
e. Coupon or yield.
1.600000
f. The principal amount, to the nearest cent.
$550,000.00
g. Value of collateral, to the nearest cent.
$451,614.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PENN MUT LIFE INS CO SB 144A NT3.8%61
c. LEI (if available).
BIYXEJSLUQ3IWFUXX074
d. Maturity date.
2061-04-29
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$1,036,000.00
g. Value of collateral, to the nearest cent.
$700,310.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW YORK LIFE GLOBAL FDG VR 042721-042624
c. LEI (if available).
635400DPNHEAUHB7ZI15
d. Maturity date.
2024-04-26
e. Coupon or yield.
5.402000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$25,015.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW YORK LIFE GLOBAL FDG FR 4.85%010928
c. LEI (if available).
635400DPNHEAUHB7ZI15
d. Maturity date.
2028-01-09
e. Coupon or yield.
4.850000
f. The principal amount, to the nearest cent.
$4,606,000.00
g. Value of collateral, to the nearest cent.
$4,573,960.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW YORK LIFE GLOBAL FDG FR 4.55%012833
c. LEI (if available).
635400DPNHEAUHB7ZI15
d. Maturity date.
2033-01-28
e. Coupon or yield.
4.550000
f. The principal amount, to the nearest cent.
$6,203,000.00
g. Value of collateral, to the nearest cent.
$5,945,322.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NONGHYUP BANK FR 1.25%072025
c. LEI (if available).
988400GSDJCW3LKJBD20
d. Maturity date.
2025-07-20
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$2,400,000.00
g. Value of collateral, to the nearest cent.
$2,199,641.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KOREA ELEC PWR CORP FR 4%061427
c. LEI (if available).
988400QG33WS7JEIV602
d. Maturity date.
2027-06-14
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,732,000.00
g. Value of collateral, to the nearest cent.
$1,677,824.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MISC CAP TWO LABUAN LTD FR 3.75%040627
c. LEI (if available).
9845000ED8376T875113
d. Maturity date.
2027-04-06
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$2,575,000.00
g. Value of collateral, to the nearest cent.
$2,439,542.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ST ENGR URBAN SOLUTIONS USA FR 3.375%050527
c. LEI (if available).
2549005ISD49W0N6WG55
d. Maturity date.
2027-05-05
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$1,060,000.00
g. Value of collateral, to the nearest cent.
$1,012,991.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ST ENGR URBAN SOLUTIONS USA FR 3.75%050532
c. LEI (if available).
2549005ISD49W0N6WG55
d. Maturity date.
2032-05-05
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$27,862.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 4.9%051548
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2048-05-15
e. Coupon or yield.
4.900000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$869.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 5.05%071548
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2048-07-15
e. Coupon or yield.
5.050000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$35,736.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VENTAS RLTY LTD PARTNERSHIP GLBL NT 2.5%31
c. LEI (if available).
32SXKSJ72K64GM3HOU64
d. Maturity date.
2031-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$12,015.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SINGAPORE TELECOMMUNICATNS LTD CR SEN GLBL 31
c. LEI (if available).
2549003XJKIQO8YDYD89
d. Maturity date.
2031-12-01
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$42,000.00
g. Value of collateral, to the nearest cent.
$49,170.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 2.699%012231
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2031-01-22
e. Coupon or yield.
2.699000
f. The principal amount, to the nearest cent.
$1,960,000.00
g. Value of collateral, to the nearest cent.
$1,662,128.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 5.597%032451
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2051-03-24
e. Coupon or yield.
5.597000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$211,190.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 2.625%090129
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2029-09-01
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$44,897.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 3.6%070130
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2030-07-01
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,857.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 4.6%090932
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2032-09-09
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$256,000.00
g. Value of collateral, to the nearest cent.
$257,447.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MEDTRONIC PLC SR GLBL NT 45
c. LEI (if available).
D56MRZY2INAN94ZONZ37
d. Maturity date.
2045-03-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$91,198.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AGREE LTD PARTNERSHIP SR GLBL NT2.6%33
c. LEI (if available).
549300DXY3G299V1BO77
d. Maturity date.
2033-06-15
e. Coupon or yield.
2.600000
f. The principal amount, to the nearest cent.
$1,371,000.00
g. Value of collateral, to the nearest cent.
$1,053,931.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 3.25%051627
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2027-05-16
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$11,000.00
g. Value of collateral, to the nearest cent.
$10,365.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 3.45%081123
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2023-08-11
e. Coupon or yield.
3.450000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$34,531.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 2.8%050426
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2026-05-04
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,687.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 3.7%102324
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2024-10-23
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$148,029.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW YORK LIFE GLOBAL FDG FR 1.2%080730
c. LEI (if available).
635400DPNHEAUHB7ZI15
d. Maturity date.
2030-08-07
e. Coupon or yield.
1.200000
f. The principal amount, to the nearest cent.
$2,761,000.00
g. Value of collateral, to the nearest cent.
$2,147,119.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 6.138%101626
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2026-10-16
e. Coupon or yield.
6.138000
f. The principal amount, to the nearest cent.
$620,000.00
g. Value of collateral, to the nearest cent.
$636,561.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 5.05%012827
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2027-01-28
e. Coupon or yield.
5.050000
f. The principal amount, to the nearest cent.
$3,877,000.00
g. Value of collateral, to the nearest cent.
$3,835,015.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 6.375%072442
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2042-07-24
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$16,787.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY VR 021822-021826
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2026-02-18
e. Coupon or yield.
6.039830
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$21,270.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY VR 042022-041725
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2025-04-17
e. Coupon or yield.
6.256480
f. The principal amount, to the nearest cent.
$475,000.00
g. Value of collateral, to the nearest cent.
$477,477.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANHEUSER-BUSCH INBEV WLDW INC FR 4%041328
c. LEI (if available).
549300CRGMZK3K53BF92
d. Maturity date.
2028-04-13
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$13,889,000.00
g. Value of collateral, to the nearest cent.
$13,558,997.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 3%103028
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2028-10-30
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$8,170.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 3.95%111825
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2025-11-18
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$8,753.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FXD/FLT SRNT 28
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2028-02-07
e. Coupon or yield.
3.442000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,790.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MACQUARIE GROUP LIMITED VR 101421-101425
c. LEI (if available).
ACMHD8HWFMFUIQQ8Y590
d. Maturity date.
2025-10-14
e. Coupon or yield.
5.801150
f. The principal amount, to the nearest cent.
$265,000.00
g. Value of collateral, to the nearest cent.
$264,090.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEYBANK NATIONAL ASSOCIATION FR 3.4%052026
c. LEI (if available).
HUX2X73FUCYHUVH1BK78
d. Maturity date.
2026-05-20
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$1,288,000.00
g. Value of collateral, to the nearest cent.
$1,160,752.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYUNDAI CAP AMER FR 1.5%061526
c. LEI (if available).
549300RIPPWJB5Z0FK07
d. Maturity date.
2026-06-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$711,613.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYUNDAI CAP AMER FR 2%061528
c. LEI (if available).
549300RIPPWJB5Z0FK07
d. Maturity date.
2028-06-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$390,000.00
g. Value of collateral, to the nearest cent.
$329,084.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYUNDAI CAP AMER FR 5.7%062630
c. LEI (if available).
549300RIPPWJB5Z0FK07
d. Maturity date.
2030-06-26
e. Coupon or yield.
5.700000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$999,041.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYUNDAI CAP SVCS INC FR 1.25%020826
c. LEI (if available).
549300MALMDAGL2ZJJ27
d. Maturity date.
2026-02-08
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$10,050,000.00
g. Value of collateral, to the nearest cent.
$9,074,267.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERCONTINENTAL EXCHANGE INC GLBL NT 4.35%29
c. LEI (if available).
5493000F4ZO33MV32P92
d. Maturity date.
2029-06-15
e. Coupon or yield.
4.350000
f. The principal amount, to the nearest cent.
$1,015,000.00
g. Value of collateral, to the nearest cent.
$997,445.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NORTHWESTERN MUTUAL GLOBAL FDG FR 1.7%060128
c. LEI (if available).
635400LZXFVELZDVP257
d. Maturity date.
2028-06-01
e. Coupon or yield.
1.700000
f. The principal amount, to the nearest cent.
$608,000.00
g. Value of collateral, to the nearest cent.
$520,133.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
B A T INTL FIN PLC DISC COML FR 1.668%032526
c. LEI (if available).
21380041YBGOQDFAC823
d. Maturity date.
2026-03-25
e. Coupon or yield.
1.668000
f. The principal amount, to the nearest cent.
$185,000.00
g. Value of collateral, to the nearest cent.
$168,480.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP FR 2.85%102624
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2024-10-26
e. Coupon or yield.
2.850000
f. The principal amount, to the nearest cent.
$55,000.00
g. Value of collateral, to the nearest cent.
$53,376.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BHP BILLITON FIN USA LTD SR NT 5%43
c. LEI (if available).
5493003NUVITP3TMY274
d. Maturity date.
2043-09-30
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$23,050.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP CAP MKTS P L C SR GLBL NT 28
c. LEI (if available).
549300CRVT18MXX0AG93
d. Maturity date.
2028-11-28
e. Coupon or yield.
3.723000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,514.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP CAP MKTS P L C PERP SUB GLBL NT
c. LEI (if available).
549300CRVT18MXX0AG93
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,771.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AVALONBAY CMNTYS INC FR 2.45%011531
c. LEI (if available).
K9G90K85RBWD2LAGQX17
d. Maturity date.
2031-01-15
e. Coupon or yield.
2.450000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$31,802.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAT CAPITAL CORP FR 3.984%092550
c. LEI (if available).
2138005GYEXN7XRHFA84
d. Maturity date.
2050-09-25
e. Coupon or yield.
3.984000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$14,490.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL ELECTRIC CO FR 6.15%080737
c. LEI (if available).
3C7474T6CDKPR9K6YT90
d. Maturity date.
2037-08-07
e. Coupon or yield.
6.150000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$86,286.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTERPRISE PRODS OPER LLC SR GLBL NT3.7%26
c. LEI (if available).
5493004LGN656HWLDA30
d. Maturity date.
2026-02-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$39,000.00
g. Value of collateral, to the nearest cent.
$38,283.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTERPRISE PRODS OPER LLC SR GLBL NT3.2%52
c. LEI (if available).
5493004LGN656HWLDA30
d. Maturity date.
2052-02-15
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$362,000.00
g. Value of collateral, to the nearest cent.
$255,324.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLY FINL INC GLBL NT 1.45%23
c. LEI (if available).
549300JBN1OSM8YNAI90
d. Maturity date.
2023-10-02
e. Coupon or yield.
1.450000
f. The principal amount, to the nearest cent.
$3,580,000.00
g. Value of collateral, to the nearest cent.
$3,567,624.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN EXPRESS CO SR GLBL NT2.5%24
c. LEI (if available).
R4PP93JZOLY261QX3811
d. Maturity date.
2024-07-30
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,689.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN FINANCIAL GROUP INC SR GLBL NT 30
c. LEI (if available).
549300AFOM7IVKIU1G39
d. Maturity date.
2030-04-02
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,997,448.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 4.889%072033
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2033-07-20
e. Coupon or yield.
4.889000
f. The principal amount, to the nearest cent.
$6,244,000.00
g. Value of collateral, to the nearest cent.
$5,991,329.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 2.188%042826
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2026-04-28
e. Coupon or yield.
2.188000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,782.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 0.864%102125
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2025-10-21
e. Coupon or yield.
0.864000
f. The principal amount, to the nearest cent.
$69,000.00
g. Value of collateral, to the nearest cent.
$64,859.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 3.625%012027
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2027-01-20
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$826,000.00
g. Value of collateral, to the nearest cent.
$782,756.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 4.375%012247
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2047-01-22
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$438,000.00
g. Value of collateral, to the nearest cent.
$390,780.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 0.79%053025
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2025-05-30
e. Coupon or yield.
0.790000
f. The principal amount, to the nearest cent.
$197,000.00
g. Value of collateral, to the nearest cent.
$188,315.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARS INC DEL 3.875%39
c. LEI (if available).
54930073HKEO6GZBSS03
d. Maturity date.
2039-04-01
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$256,400.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 4.6%052645
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2045-05-26
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$192,000.00
g. Value of collateral, to the nearest cent.
$175,185.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 4.875%120945
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2045-12-09
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$129,000.00
g. Value of collateral, to the nearest cent.
$123,227.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KINDER MORGAN ENERGY PARTNERS SR NT 4.15%24
c. LEI (if available).
549300PDHUGWPWGOT525
d. Maturity date.
2024-02-01
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,011.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 24
c. LEI (if available).
549300PDHUGWPWGOT525
d. Maturity date.
2024-09-01
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$53,000.00
g. Value of collateral, to the nearest cent.
$53,056.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISNEY WALT CO FR 2.95%061527
c. LEI (if available).
7260JQNI6SCF9FIV2392
d. Maturity date.
2027-06-15
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$190,000.00
g. Value of collateral, to the nearest cent.
$179,097.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DUKE ENERGY CAROLINAS LLC 1M BD 3.75%45
c. LEI (if available).
MWIUSDMN17TCR56VW396
d. Maturity date.
2045-06-01
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$1,063,000.00
g. Value of collateral, to the nearest cent.
$837,442.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DUKE ENERGY CAROLINAS LLC 1REF MTG BD 46
c. LEI (if available).
MWIUSDMN17TCR56VW396
d. Maturity date.
2046-03-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$48,000.00
g. Value of collateral, to the nearest cent.
$38,363.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KINDER MORGAN INC DEL FR 8.05%101530
c. LEI (if available).
549300WR7IX8XE0TBO16
d. Maturity date.
2030-10-15
e. Coupon or yield.
8.050000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$5,682.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DELL INTL LLC/EMC CORP CR SEN SR SEC 25
d. Maturity date.
2025-07-15
e. Coupon or yield.
5.850000
f. The principal amount, to the nearest cent.
$79,000.00
g. Value of collateral, to the nearest cent.
$79,489.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DELL INTL LLC/EMC CORP CR SEN SR SEC 30
d. Maturity date.
2030-07-15
e. Coupon or yield.
6.200000
f. The principal amount, to the nearest cent.
$29,000.00
g. Value of collateral, to the nearest cent.
$30,134.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIGITAL RLTY TR LP SR GLBL NT3.6%29
c. LEI (if available).
CD4SPTZ3YBTHY0C1AH38
d. Maturity date.
2029-07-01
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$135,517.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP FR 4.916%072833
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2033-07-28
e. Coupon or yield.
4.916000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$17,339.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED OVERSEAS BK LTD FR 3.75%041529
c. LEI (if available).
IO66REGK3RCBAMA8HR66
d. Maturity date.
2029-04-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$921,000.00
g. Value of collateral, to the nearest cent.
$914,698.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 3.6%091124
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2024-09-11
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$927,000.00
g. Value of collateral, to the nearest cent.
$917,692.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HARTFORD FINL SVCS GROUP INC SR GLBL NT2.9%51
c. LEI (if available).
IU7C3FTM7Y3BQM112U94
d. Maturity date.
2051-09-15
e. Coupon or yield.
2.900000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$99,624.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYUNDAI CAP AMER FR 1.5%061526
c. LEI (if available).
549300RIPPWJB5Z0FK07
d. Maturity date.
2026-06-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$4,825,000.00
g. Value of collateral, to the nearest cent.
$4,291,917.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT5.1%24
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2024-01-17
e. Coupon or yield.
5.100000
f. The principal amount, to the nearest cent.
$56,000.00
g. Value of collateral, to the nearest cent.
$55,898.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC FR 3.85%070824
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2024-07-08
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$33,490.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC FR 4%030324
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2024-03-03
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$508,000.00
g. Value of collateral, to the nearest cent.
$511,339.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC SR GLBL NT 28
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2028-03-15
e. Coupon or yield.
3.615000
f. The principal amount, to the nearest cent.
$153,000.00
g. Value of collateral, to the nearest cent.
$145,545.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC SR GLBL NT 27
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2027-06-15
e. Coupon or yield.
4.387000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$97,814.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISNEY WALT CO FR 7%030132
c. LEI (if available).
7260JQNI6SCF9FIV2392
d. Maturity date.
2032-03-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$11,000.00
g. Value of collateral, to the nearest cent.
$12,798.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHEVRON USA INC GLBL NT 3.9%24
c. LEI (if available).
VA8TZDWPEZYU430RZ444
d. Maturity date.
2024-11-15
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$235,000.00
g. Value of collateral, to the nearest cent.
$232,794.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC SUB GLBL NT 46
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2046-05-18
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$26,000.00
g. Value of collateral, to the nearest cent.
$22,475.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC 3.352%25
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2025-04-24
e. Coupon or yield.
3.352000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$73,175.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC SR GLBL NT 32
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2032-05-01
e. Coupon or yield.
2.561000
f. The principal amount, to the nearest cent.
$176,000.00
g. Value of collateral, to the nearest cent.
$144,447.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP FR 1.95%060530
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2030-06-05
e. Coupon or yield.
1.950000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$19,135.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP FR 1.267%030227
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2027-03-02
e. Coupon or yield.
1.267000
f. The principal amount, to the nearest cent.
$224,000.00
g. Value of collateral, to the nearest cent.
$200,548.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP FR 1.887%060729
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2029-06-07
e. Coupon or yield.
1.887000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$5,873.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP VR 060721-060925
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2025-06-09
e. Coupon or yield.
5.489940
f. The principal amount, to the nearest cent.
$53,000.00
g. Value of collateral, to the nearest cent.
$52,244.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 1.45%011325
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2025-01-13
e. Coupon or yield.
1.450000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$14,199.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 5.45%111027
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2027-11-10
e. Coupon or yield.
5.450000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$5,165.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK FR 5.103%010926
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2026-01-09
e. Coupon or yield.
5.103000
f. The principal amount, to the nearest cent.
$404,000.00
g. Value of collateral, to the nearest cent.
$403,183.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 2.15%021330
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2030-02-13
e. Coupon or yield.
2.150000
f. The principal amount, to the nearest cent.
$27,000.00
g. Value of collateral, to the nearest cent.
$23,410.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 0.8%101625
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2025-10-16
e. Coupon or yield.
0.800000
f. The principal amount, to the nearest cent.
$189,000.00
g. Value of collateral, to the nearest cent.
$172,136.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOYOTA MTR CR CORP FR 1.9%040628
c. LEI (if available).
Z2VZBHUMB7PWWJ63I008
d. Maturity date.
2028-04-06
e. Coupon or yield.
1.900000
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$83,612.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
3M CO FR 3.625%091428
c. LEI (if available).
LUZQVYP4VS22CLWDAR65
d. Maturity date.
2028-09-14
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$11,000.00
g. Value of collateral, to the nearest cent.
$10,445.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK FR 2.65%061224
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2024-06-12
e. Coupon or yield.
2.650000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,884.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK FR 3.25%031124
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2024-03-11
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$282,000.00
g. Value of collateral, to the nearest cent.
$281,181.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK FR 0.75%010626
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2026-01-06
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$8,962.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK FR 2.35%030824
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2024-03-08
e. Coupon or yield.
2.350000
f. The principal amount, to the nearest cent.
$789,000.00
g. Value of collateral, to the nearest cent.
$780,095.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GC TREAS CTR CO LTD FR 4.4%033032
c. LEI (if available).
549300LUFQBC2EQNAR40
d. Maturity date.
2032-03-30
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$183,001.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCHWAB CHARLES CORP ALT TIER I PERP
c. LEI (if available).
549300VSGCJ7E698NM85
d. Maturity date.
2079-12-31
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,650,000.00
g. Value of collateral, to the nearest cent.
$3,788,324.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELL INTERNATIONAL FIN BV SR NT 4.55%43
c. LEI (if available).
213800ITMMKU4Z7I4F78
d. Maturity date.
2043-08-12
e. Coupon or yield.
4.550000
f. The principal amount, to the nearest cent.
$142,000.00
g. Value of collateral, to the nearest cent.
$133,927.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELL INTERNATIONAL FIN BV SR NT 4.375%45
c. LEI (if available).
213800ITMMKU4Z7I4F78
d. Maturity date.
2045-05-11
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$1,980,000.00
g. Value of collateral, to the nearest cent.
$1,790,894.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELL INTERNATIONAL FIN BV SR GLBL NT 26
c. LEI (if available).
213800ITMMKU4Z7I4F78
d. Maturity date.
2026-05-10
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$517,000.00
g. Value of collateral, to the nearest cent.
$494,742.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELL INTERNATIONAL FIN BV GLBL NT 3.25%50
c. LEI (if available).
213800ITMMKU4Z7I4F78
d. Maturity date.
2050-04-06
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$234,000.00
g. Value of collateral, to the nearest cent.
$173,841.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL BK CDA FR 2.3%110331
c. LEI (if available).
ES7IP3U3RHIGC71XBU11
d. Maturity date.
2031-11-03
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$2,118,000.00
g. Value of collateral, to the nearest cent.
$1,726,322.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL BK CDA FR 1.15%071426
c. LEI (if available).
ES7IP3U3RHIGC71XBU11
d. Maturity date.
2026-07-14
e. Coupon or yield.
1.150000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,353.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REYNOLDS AMERICAN INC SR GLBL NT 43
c. LEI (if available).
02S2RPPVO9RP4NEU2740
d. Maturity date.
2043-09-15
e. Coupon or yield.
6.150000
f. The principal amount, to the nearest cent.
$16,000.00
g. Value of collateral, to the nearest cent.
$15,621.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCHE HOLDINGS INC SR GLBL 144A 26
c. LEI (if available).
PVJRP0EQNV6OGDPZGY95
d. Maturity date.
2026-05-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,444,416.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POWER FIN CORP LTD FR 3.95%042330
c. LEI (if available).
3358003Q6D9LIJJZ1614
d. Maturity date.
2030-04-23
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$4,165,000.00
g. Value of collateral, to the nearest cent.
$3,725,751.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROLOGIS L P SR GLBL NT 3%50
c. LEI (if available).
GL16H1DHB0QSHP25F723
d. Maturity date.
2050-04-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$13,000.00
g. Value of collateral, to the nearest cent.
$8,908.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROTECTIVE LIFE CORP SR GLBL 144A 28
c. LEI (if available).
549300ZWIT8J8Y2EXL07
d. Maturity date.
2028-09-30
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$9,050,000.00
g. Value of collateral, to the nearest cent.
$8,544,949.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28
c. LEI (if available).
82VOJDD5PTRDMVVMGV31
d. Maturity date.
2028-05-22
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$61,421.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28
c. LEI (if available).
82VOJDD5PTRDMVVMGV31
d. Maturity date.
2028-08-04
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$113,000.00
g. Value of collateral, to the nearest cent.
$115,854.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CNA FINL CORP SR GLBL NT 30
c. LEI (if available).
549300YX2GSZD7YG1R84
d. Maturity date.
2030-08-15
e. Coupon or yield.
2.050000
f. The principal amount, to the nearest cent.
$5,050,000.00
g. Value of collateral, to the nearest cent.
$4,071,122.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAPITAL ONE FINL CORP SR GLBL NT 26
c. LEI (if available).
ZUE8T73ROZOF6FLBAR73
d. Maturity date.
2026-03-03
e. Coupon or yield.
2.636000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$21,855.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 25
d. Maturity date.
2025-09-01
e. Coupon or yield.
3.650000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,867.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CDP FINANCIAL INC. SR 144A NT 24
c. LEI (if available).
549300OXMGVYFCBFV096
d. Maturity date.
2024-07-24
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$3,490,000.00
g. Value of collateral, to the nearest cent.
$3,407,889.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CI FINL CORP SR GLBL NT4.1%51
c. LEI (if available).
549300M9W7JJQSVCEM78
d. Maturity date.
2051-06-15
e. Coupon or yield.
4.100000
f. The principal amount, to the nearest cent.
$59,000.00
g. Value of collateral, to the nearest cent.
$36,095.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CNOOC NEXEN FINANCE ULC SR NT 4.875%44
c. LEI (if available).
549300QK7VNAZ4SHZS12
d. Maturity date.
2044-04-30
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$6,408,000.00
g. Value of collateral, to the nearest cent.
$6,052,724.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOC AVIATION PTE LTD FR 3.5%091827
c. LEI (if available).
254900H06V5RMEB3KE72
d. Maturity date.
2027-09-18
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$432,000.00
g. Value of collateral, to the nearest cent.
$407,960.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOC AVIATION PTE LTD FR 3%091129
c. LEI (if available).
254900H06V5RMEB3KE72
d. Maturity date.
2029-09-11
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$310,000.00
g. Value of collateral, to the nearest cent.
$275,194.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 31
c. LEI (if available).
BVHHEFJI6SHNOKQT2572
d. Maturity date.
2031-01-30
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$822.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 33
c. LEI (if available).
BVHHEFJI6SHNOKQT2572
d. Maturity date.
2033-10-01
e. Coupon or yield.
2.450000
f. The principal amount, to the nearest cent.
$297,000.00
g. Value of collateral, to the nearest cent.
$216,206.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP CAP MKTS AMER INC GLBL NT 3%50
c. LEI (if available).
5493009NTB34VXE1T760
d. Maturity date.
2050-02-24
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$645,000.00
g. Value of collateral, to the nearest cent.
$451,914.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANGKOK BK PUB CO LTD HONG KON FR 3.466%092336
c. LEI (if available).
549300CCL2BKJGMYXV60
d. Maturity date.
2036-09-23
e. Coupon or yield.
3.466000
f. The principal amount, to the nearest cent.
$31,337,000.00
g. Value of collateral, to the nearest cent.
$25,886,470.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WOORI BK KOREA FR 0.75%020126
c. LEI (if available).
549300VUVMRL6RE7R376
d. Maturity date.
2026-02-01
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$425,000.00
g. Value of collateral, to the nearest cent.
$377,854.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YALE UNIV MTN BE SR GLBL 2020A 50
c. LEI (if available).
9SFB6DIM0FRWV0EV8S84
d. Maturity date.
2050-04-15
e. Coupon or yield.
2.402000
f. The principal amount, to the nearest cent.
$1,975,000.00
g. Value of collateral, to the nearest cent.
$1,272,477.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETRONAS ENERGY CANADA LIMITED FR 2.112%032328
c. LEI (if available).
5493001PEB90YGTDC638
d. Maturity date.
2028-03-23
e. Coupon or yield.
2.112000
f. The principal amount, to the nearest cent.
$3,960,000.00
g. Value of collateral, to the nearest cent.
$3,540,757.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHINA CINDA FIN 2015 I LTD FR 4.25%042325
d. Maturity date.
2025-04-23
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$389,000.00
g. Value of collateral, to the nearest cent.
$379,707.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 4.65%111547
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2047-11-15
e. Coupon or yield.
4.650000
f. The principal amount, to the nearest cent.
$11,000.00
g. Value of collateral, to the nearest cent.
$9,342.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NOVA SCOTIA B C VR 031122-031124
c. LEI (if available).
L3I9ZG2KFGXZ61BMYR72
d. Maturity date.
2024-03-11
e. Coupon or yield.
6.049660
f. The principal amount, to the nearest cent.
$2,961,000.00
g. Value of collateral, to the nearest cent.
$2,994,353.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 1.6%042425
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2025-04-24
e. Coupon or yield.
1.600000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,826.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 0.75%012826
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2026-01-28
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,799.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 0.5%042624
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2024-04-26
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$24,062.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 1.65%071428
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2028-07-14
e. Coupon or yield.
1.650000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$32,491.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 4.414%072426
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2026-07-24
e. Coupon or yield.
4.414000
f. The principal amount, to the nearest cent.
$5,015,000.00
g. Value of collateral, to the nearest cent.
$4,919,957.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NEW YORK MELLON CORP FR 2.2%081623
c. LEI (if available).
WFLLPEPC7FZXENRZV188
d. Maturity date.
2023-08-16
e. Coupon or yield.
2.200000
f. The principal amount, to the nearest cent.
$461,000.00
g. Value of collateral, to the nearest cent.
$465,012.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK FR 2.8%031027
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2027-03-10
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$209,000.00
g. Value of collateral, to the nearest cent.
$193,945.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENCENT HLDGS LTD FR 3.925%011938
c. LEI (if available).
254900N4SLUMW4XUYY11
d. Maturity date.
2038-01-19
e. Coupon or yield.
3.925000
f. The principal amount, to the nearest cent.
$4,225,000.00
g. Value of collateral, to the nearest cent.
$3,455,962.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENCENT HLDGS LTD FR 3.925%011938
c. LEI (if available).
254900N4SLUMW4XUYY11
d. Maturity date.
2038-01-19
e. Coupon or yield.
3.925000
f. The principal amount, to the nearest cent.
$4,335,000.00
g. Value of collateral, to the nearest cent.
$3,545,940.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENCENT HLDGS LTD FR 2.88%042231
c. LEI (if available).
254900N4SLUMW4XUYY11
d. Maturity date.
2031-04-22
e. Coupon or yield.
2.880000
f. The principal amount, to the nearest cent.
$14,250,000.00
g. Value of collateral, to the nearest cent.
$12,139,147.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENCENT HLDGS LTD FR 3.84%042251
c. LEI (if available).
254900N4SLUMW4XUYY11
d. Maturity date.
2051-04-22
e. Coupon or yield.
3.840000
f. The principal amount, to the nearest cent.
$5,952,000.00
g. Value of collateral, to the nearest cent.
$4,352,241.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THAIOIL TREAS CTR CO LTD FR 2.5%061830
c. LEI (if available).
549300NH03B9E8VGJR89
d. Maturity date.
2030-06-18
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$615,000.00
g. Value of collateral, to the nearest cent.
$500,651.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
3M CO FR 3%080725
c. LEI (if available).
LUZQVYP4VS22CLWDAR65
d. Maturity date.
2025-08-07
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$157,000.00
g. Value of collateral, to the nearest cent.
$151,897.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPECTRA ENERGY PARTNERS LP SR NT 3.5%25
c. LEI (if available).
2HKVXE7U4NF5B6UGSU72
d. Maturity date.
2025-03-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$21,507.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST BK CHARLOTTE N C FR 3.3%051526
c. LEI (if available).
JJKC32MCHWDI71265Z06
d. Maturity date.
2026-05-15
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$811,000.00
g. Value of collateral, to the nearest cent.
$757,057.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
T MOBILE USA INC GLBL NT 5.2%33
c. LEI (if available).
549300V2JRLO5DIFGE82
d. Maturity date.
2033-01-15
e. Coupon or yield.
5.200000
f. The principal amount, to the nearest cent.
$6,940,000.00
g. Value of collateral, to the nearest cent.
$6,883,030.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENCENT HLDGS LTD FR 3.595%011928
c. LEI (if available).
254900N4SLUMW4XUYY11
d. Maturity date.
2028-01-19
e. Coupon or yield.
3.595000
f. The principal amount, to the nearest cent.
$19,936,000.00
g. Value of collateral, to the nearest cent.
$18,614,013.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHINHAN FINANCIAL GROUP CO LTD FR 3.34%020530
c. LEI (if available).
988400EB8A6G49E5KO54
d. Maturity date.
2030-02-05
e. Coupon or yield.
3.340000
f. The principal amount, to the nearest cent.
$275,000.00
g. Value of collateral, to the nearest cent.
$266,438.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIMON PPTY GROUP LP SR GLBL NT3.3%26
c. LEI (if available).
MR92GTD0MJTTTTQDVG45
d. Maturity date.
2026-01-15
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$20,044.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIMON PPTY GROUP LP SR GLBL NT 26
c. LEI (if available).
MR92GTD0MJTTTTQDVG45
d. Maturity date.
2026-11-30
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,827.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEXTERA ENERGY CAP HLDGS INC GLBL -59 DEB 32
c. LEI (if available).
UMI46YPGBLUE4VGNNT48
d. Maturity date.
2032-01-15
e. Coupon or yield.
2.440000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$5,686.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOMURA HLDGS INC GLBL NT 2.608%31
c. LEI (if available).
549300B3CEAHYG7K8164
d. Maturity date.
2031-07-14
e. Coupon or yield.
2.608000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$197,587.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KOREA HYDRO & NUCLEAR PWR CO FR 3.25%061525
c. LEI (if available).
9884008CRY5MLCN8OQ43
d. Maturity date.
2025-06-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$330,000.00
g. Value of collateral, to the nearest cent.
$316,672.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KOREA SOUTH PWR CO LTD GLBL REGS NT 26
c. LEI (if available).
9884001B6VSIQS4ZY558
d. Maturity date.
2026-01-27
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$591,000.00
g. Value of collateral, to the nearest cent.
$525,370.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETRONAS CAPITAL LTD FR 3.404%042861
c. LEI (if available).
549300G7YFX3540OYR85
d. Maturity date.
2061-04-28
e. Coupon or yield.
3.404000
f. The principal amount, to the nearest cent.
$3,384,000.00
g. Value of collateral, to the nearest cent.
$2,386,698.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETRONAS CAPITAL LTD FR 2.48%012832
c. LEI (if available).
549300G7YFX3540OYR85
d. Maturity date.
2032-01-28
e. Coupon or yield.
2.480000
f. The principal amount, to the nearest cent.
$2,547,000.00
g. Value of collateral, to the nearest cent.
$2,112,985.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUMITOMO MITSUI TR BK LTD FR 0.8%091624
c. LEI (if available).
5493006GGLR4BTEL8O61
d. Maturity date.
2024-09-16
e. Coupon or yield.
0.800000
f. The principal amount, to the nearest cent.
$331,000.00
g. Value of collateral, to the nearest cent.
$313,608.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUMITOMO MITSUI TR BK LTD FR 2.8%031027
c. LEI (if available).
5493006GGLR4BTEL8O61
d. Maturity date.
2027-03-10
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$1,750,000.00
g. Value of collateral, to the nearest cent.
$1,622,055.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONCOR ELEC DELIVERY CO LLC SR SEC GLBL 49
c. LEI (if available).
549300SP2X2BS1KERD24
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$381,000.00
g. Value of collateral, to the nearest cent.
$305,346.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 4.5%121547
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2047-12-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$12,000.00
g. Value of collateral, to the nearest cent.
$10,001.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 4.8%031548
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2048-03-15
e. Coupon or yield.
4.800000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$20,169.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 5%061548
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2048-06-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,649.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 3.875%020829
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2029-02-08
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,735.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC FR 4.9%051547
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2047-05-15
e. Coupon or yield.
4.900000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,692.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 3.15%042727
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2027-04-27
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$331,000.00
g. Value of collateral, to the nearest cent.
$309,787.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 1.375%072230
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2030-07-22
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$30,512.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 2.491%110336
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2036-11-03
e. Coupon or yield.
2.491000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$15,776.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 2.215%012728
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2028-01-27
e. Coupon or yield.
2.215000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$890.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
US BANCORP FR 2.677%012733
c. LEI (if available).
N1GZ7BBF3NP8GI976H15
d. Maturity date.
2033-01-27
e. Coupon or yield.
2.677000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,043.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2024-01-16
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2024-01-16
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-16
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.85%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$498,657,111.00
b. Excluding the value of any sponsor support:
$498,657,111.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 5.850000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001675365
c. Other unique identifier.
ARP0XOWW0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
CWABS INC 2006-7 M-1 20450425 FLT
d. Maturity date.
2045-04-25
e. Coupon or yield.
4.829320
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$6,689,326.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2022-NQM3 B-2 20620725 FLT
d. Maturity date.
2062-07-25
e. Coupon or yield.
5.554470
f. The principal amount, to the nearest cent.
$8,701,000.00
g. Value of collateral, to the nearest cent.
$6,381,902.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2022-NQM3 B-3 20620725 FLT
d. Maturity date.
2062-07-25
e. Coupon or yield.
5.554470
f. The principal amount, to the nearest cent.
$25,136,850.00
g. Value of collateral, to the nearest cent.
$13,866,535.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG 2021-NQM1 TR XS 20490225 FLT
d. Maturity date.
2049-02-25
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$318,667,480.00
g. Value of collateral, to the nearest cent.
$10,170,507.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSMC TRUST 2006-CF2 B-1 20360525 FLT
d. Maturity date.
2036-05-25
e. Coupon or yield.
7.262470
f. The principal amount, to the nearest cent.
$6,466,000.00
g. Value of collateral, to the nearest cent.
$6,013,576.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARLYLE US CLO 2017-2 LTD C 20310721 FLT
c. LEI (if available).
549300VC6J79YJCFU884
d. Maturity date.
2031-07-21
e. Coupon or yield.
9.287750
f. The principal amount, to the nearest cent.
$7,745,000.00
g. Value of collateral, to the nearest cent.
$6,889,858.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2020-RPL2 B-3 20590525 FLT
d. Maturity date.
2059-05-25
e. Coupon or yield.
3.366790
f. The principal amount, to the nearest cent.
$22,994,000.00
g. Value of collateral, to the nearest cent.
$16,058,036.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2020-RPL2 B-4 20590525 FLT
d. Maturity date.
2059-05-25
e. Coupon or yield.
3.366790
f. The principal amount, to the nearest cent.
$19,653,000.00
g. Value of collateral, to the nearest cent.
$12,349,388.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2020-RPL2 B-5 20590525 FLT
d. Maturity date.
2059-05-25
e. Coupon or yield.
3.366790
f. The principal amount, to the nearest cent.
$19,653,015.00
g. Value of collateral, to the nearest cent.
$9,964,123.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2021-NQM2 B-3 20600325 FLT
d. Maturity date.
2060-03-25
e. Coupon or yield.
6.074720
f. The principal amount, to the nearest cent.
$18,623,102.00
g. Value of collateral, to the nearest cent.
$14,745,684.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2021-NQM2 XS 20600325 FLT
d. Maturity date.
2060-03-25
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$293,273,102.00
g. Value of collateral, to the nearest cent.
$10,386,445.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2022-NQM3 B-1 20620725 FLT
d. Maturity date.
2062-07-25
e. Coupon or yield.
5.554470
f. The principal amount, to the nearest cent.
$11,601,000.00
g. Value of collateral, to the nearest cent.
$8,970,760.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2023-NQM4 B-1 20630525 FLT
d. Maturity date.
2063-05-25
e. Coupon or yield.
7.198150
f. The principal amount, to the nearest cent.
$7,812,000.00
g. Value of collateral, to the nearest cent.
$6,911,381.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METAL 2017-1 LTD A 20421015 4.5
d. Maturity date.
2042-10-15
e. Coupon or yield.
4.581000
f. The principal amount, to the nearest cent.
$29,100,000.00
g. Value of collateral, to the nearest cent.
$8,929,861.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UPSTART PT TR 2022-1A A 20300415 3.4
d. Maturity date.
2030-04-15
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$8,658,482.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2023-CES1 A1A 20630725 FLT
d. Maturity date.
2063-07-25
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$15,009,810.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRUCTURED ASSET SECS 2007-BC2 A4 20370325 FLT
d. Maturity date.
2037-03-25
e. Coupon or yield.
5.712470
f. The principal amount, to the nearest cent.
$41,848,000.00
g. Value of collateral, to the nearest cent.
$13,314,391.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2023-5 A 20310415 7.1
d. Maturity date.
2031-04-15
e. Coupon or yield.
7.179000
f. The principal amount, to the nearest cent.
$28,000,000.00
g. Value of collateral, to the nearest cent.
$28,090,412.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2023-5 B 20310415 7.6
d. Maturity date.
2031-04-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$19,000,000.00
g. Value of collateral, to the nearest cent.
$19,109,053.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2023-5 C 20310415 9.0
d. Maturity date.
2031-04-15
e. Coupon or yield.
9.099000
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$6,074,502.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2023-5 D 20310415 9.0
d. Maturity date.
2031-04-15
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$35,000,000.00
g. Value of collateral, to the nearest cent.
$32,460,680.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2023-NQM4 B-2 20630325 FLT
d. Maturity date.
2063-03-25
e. Coupon or yield.
7.523610
f. The principal amount, to the nearest cent.
$7,886,000.00
g. Value of collateral, to the nearest cent.
$6,086,577.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2022-NQM9 B-1 20620925 FLT
d. Maturity date.
2062-09-25
e. Coupon or yield.
6.499540
f. The principal amount, to the nearest cent.
$9,164,000.00
g. Value of collateral, to the nearest cent.
$8,015,341.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2022-NQM9 B-2 20620925 FLT
d. Maturity date.
2062-09-25
e. Coupon or yield.
6.499540
f. The principal amount, to the nearest cent.
$8,266,000.00
g. Value of collateral, to the nearest cent.
$6,515,362.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2022-NQM9 B-3 20620925 FLT
d. Maturity date.
2062-09-25
e. Coupon or yield.
6.499540
f. The principal amount, to the nearest cent.
$15,992,724.00
g. Value of collateral, to the nearest cent.
$6,169,805.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEAR STEARNS ABS TR 2007-HE3 I-A-3 20370126 FLT
d. Maturity date.
2037-01-26
e. Coupon or yield.
5.662470
f. The principal amount, to the nearest cent.
$32,500,000.00
g. Value of collateral, to the nearest cent.
$14,725,507.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RSIDNTL FDG TR 2022-NQM2 B-3 20611125 FLT
d. Maturity date.
2061-11-25
e. Coupon or yield.
5.542710
f. The principal amount, to the nearest cent.
$11,466,939.00
g. Value of collateral, to the nearest cent.
$9,707,829.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2023-NQM1 B-1 20630125 FLT
d. Maturity date.
2063-01-25
e. Coupon or yield.
6.328400
f. The principal amount, to the nearest cent.
$10,963,000.00
g. Value of collateral, to the nearest cent.
$9,659,583.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2023-NQM1 B-2 20630125 FLT
d. Maturity date.
2063-01-25
e. Coupon or yield.
6.328400
f. The principal amount, to the nearest cent.
$10,231,000.00
g. Value of collateral, to the nearest cent.
$7,490,152.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2023-NQM1 B-3 20630125 FLT
d. Maturity date.
2063-01-25
e. Coupon or yield.
6.328400
f. The principal amount, to the nearest cent.
$27,303,955.00
g. Value of collateral, to the nearest cent.
$15,296,512.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDG TR 2020-RPL2 B-2 20590525 FLT
d. Maturity date.
2059-05-25
e. Coupon or yield.
3.366790
f. The principal amount, to the nearest cent.
$10,416,000.00
g. Value of collateral, to the nearest cent.
$7,711,242.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW CENTURY HEQ TR 2006-1 M-1 20360525 FLT
d. Maturity date.
2036-05-25
e. Coupon or yield.
5.922470
f. The principal amount, to the nearest cent.
$19,695,000.00
g. Value of collateral, to the nearest cent.
$6,939,863.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MASTR SPEC LN TR 2006-03 M-1 20460725 FLT
d. Maturity date.
2046-07-25
e. Coupon or yield.
6.042470
f. The principal amount, to the nearest cent.
$8,760,000.00
g. Value of collateral, to the nearest cent.
$6,769,124.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2006-14 M-1 20350825 FLT
d. Maturity date.
2035-08-25
e. Coupon or yield.
5.847470
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$6,591,226.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERCURY FINL CR CARD MASTER TR A 20270920 8.0
d. Maturity date.
2027-09-20
e. Coupon or yield.
8.040000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$25,211,266.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MIDOCEAN CR CLO LLC 2015-4 INCOME 20270415 0.0
c. LEI (if available).
54930034HUS73O8CWR90
d. Maturity date.
2027-04-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$31,000,000.00
g. Value of collateral, to the nearest cent.
$5,925,123.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL COLL ST LN TR 2006-4 A-4 20320525 FLT
c. LEI (if available).
635400VHKJCABQGBTP36
d. Maturity date.
2032-05-25
e. Coupon or yield.
5.722470
f. The principal amount, to the nearest cent.
$64,767,000.00
g. Value of collateral, to the nearest cent.
$17,711,408.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL COLL ST LN TR 2007-1 A-4 20331025 FLT
c. LEI (if available).
635400RGALHFSPGKCR23
d. Maturity date.
2033-10-25
e. Coupon or yield.
5.717470
f. The principal amount, to the nearest cent.
$31,808,000.00
g. Value of collateral, to the nearest cent.
$12,707,652.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KREF LTD 2022-FL3 A-S 20390222 FLT
c. LEI (if available).
549300DG0FGL1EU1CT79
d. Maturity date.
2039-02-22
e. Coupon or yield.
7.146110
f. The principal amount, to the nearest cent.
$16,000,000.00
g. Value of collateral, to the nearest cent.
$15,327,072.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MF1 LTD 2021-FL6 A-S 20360718 FLT
d. Maturity date.
2036-07-18
e. Coupon or yield.
6.794420
f. The principal amount, to the nearest cent.
$35,000,000.00
g. Value of collateral, to the nearest cent.
$33,752,023.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MF1 LTD 2021-FL7 A-S 20361020 FLT
d. Maturity date.
2036-10-20
e. Coupon or yield.
6.794420
f. The principal amount, to the nearest cent.
$26,000,000.00
g. Value of collateral, to the nearest cent.
$25,359,972.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MF1 2022-FL8 LTD D 20370220 FLT
d. Maturity date.
2037-02-20
e. Coupon or yield.
7.717940
f. The principal amount, to the nearest cent.
$12,500,000.00
g. Value of collateral, to the nearest cent.
$11,930,158.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAGNETITE XVIII LTD 2016-18 SUB NT 20281115 FLT
c. LEI (if available).
549300BDVLRWS2SODX97
d. Maturity date.
2028-11-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$14,320,000.00
g. Value of collateral, to the nearest cent.
$8,814,160.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARLETTE FDG TR 2022-3 C 20321115 6.8
d. Maturity date.
2032-11-15
e. Coupon or yield.
6.890000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,973,752.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GPMT LTD 2021-FL3 A-S 20350718 FLT
d. Maturity date.
2035-07-18
e. Coupon or yield.
6.944420
f. The principal amount, to the nearest cent.
$21,000,000.00
g. Value of collateral, to the nearest cent.
$20,720,441.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREENWOOD PARK CLO 2018-1 E 20310415 FLT
d. Maturity date.
2031-04-15
e. Coupon or yield.
10.519600
f. The principal amount, to the nearest cent.
$9,700,000.00
g. Value of collateral, to the nearest cent.
$8,029,087.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREENWOOD PARK CLO 2018-1 SUB 20310415 FLT
d. Maturity date.
2031-04-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$20,720,333.00
g. Value of collateral, to the nearest cent.
$6,216,099.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOME RE LTD 2022-1 M-1C 20341025 FLT
d. Maturity date.
2034-10-25
e. Coupon or yield.
10.569000
f. The principal amount, to the nearest cent.
$12,000,000.00
g. Value of collateral, to the nearest cent.
$12,319,758.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IBI 2023-1 NT 20280117 8.2
d. Maturity date.
2028-01-17
e. Coupon or yield.
8.292000
f. The principal amount, to the nearest cent.
$54,399,000.00
g. Value of collateral, to the nearest cent.
$37,396,991.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG ACQ 2007-CH3 M-3 20370325 FLT
d. Maturity date.
2037-03-25
e. Coupon or yield.
5.782470
f. The principal amount, to the nearest cent.
$10,322,500.00
g. Value of collateral, to the nearest cent.
$8,097,668.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EAGLE RE LTD 2021-2 M-2 20340425 FLT
d. Maturity date.
2034-04-25
e. Coupon or yield.
9.319010
f. The principal amount, to the nearest cent.
$11,000,000.00
g. Value of collateral, to the nearest cent.
$11,156,421.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELMWOOD CLO 2019-2 SUB 20310421 FLT
d. Maturity date.
2031-04-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$19,937,500.00
g. Value of collateral, to the nearest cent.
$14,155,625.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENCINA EQUIP FIN LLC 2022-1 E 20300415 0.0
d. Maturity date.
2030-04-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$18,482,000.00
g. Value of collateral, to the nearest cent.
$16,888,937.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FS RIALTO ISSUER LTD 2021-FL3 A-S 20361118 FLT
d. Maturity date.
2036-11-18
e. Coupon or yield.
6.886120
f. The principal amount, to the nearest cent.
$16,000,000.00
g. Value of collateral, to the nearest cent.
$15,342,826.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSAMP TRUST 2006-HE1 M-3 20360125 FLT
d. Maturity date.
2036-01-25
e. Coupon or yield.
6.072470
f. The principal amount, to the nearest cent.
$10,958,000.00
g. Value of collateral, to the nearest cent.
$6,091,171.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARRINGTON MTG LN 2006-OPT1 M-4 20360225 FLT
d. Maturity date.
2036-02-25
e. Coupon or yield.
6.117470
f. The principal amount, to the nearest cent.
$18,435,000.00
g. Value of collateral, to the nearest cent.
$8,190,201.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARRINGTON MTG LN 2007-HE1 A-4 20370525 FLT
d. Maturity date.
2037-05-25
e. Coupon or yield.
5.702470
f. The principal amount, to the nearest cent.
$9,224,000.00
g. Value of collateral, to the nearest cent.
$7,955,602.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP MTG LN TR 2006-NC1 M-1 20360825 FLT
d. Maturity date.
2036-08-25
e. Coupon or yield.
5.847470
f. The principal amount, to the nearest cent.
$15,570,000.00
g. Value of collateral, to the nearest cent.
$8,007,489.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CRYSTAL RIVER CDO 2005-1 B 20460302 FLT
c. LEI (if available).
5493002U1CTJPBWAAZ92
d. Maturity date.
2046-03-02
e. Coupon or yield.
6.166710
f. The principal amount, to the nearest cent.
$44,750,000.00
g. Value of collateral, to the nearest cent.
$9,558,400.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACREC LLC 2023-FL2 A-S 20380219 FLT
d. Maturity date.
2038-02-19
e. Coupon or yield.
8.078110
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$14,619,685.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERIQUEST MTG SECS 2005-R11 M-4 20360125 FLT
d. Maturity date.
2036-01-25
e. Coupon or yield.
6.372470
f. The principal amount, to the nearest cent.
$17,000,000.00
g. Value of collateral, to the nearest cent.
$15,322,356.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATHILON CAP CORP SR SB -E 144A 47
c. LEI (if available).
549300XIGP6JVM4PWT59
d. Maturity date.
2047-06-20
e. Coupon or yield.
2.745000
f. The principal amount, to the nearest cent.
$19,200,000.00
g. Value of collateral, to the nearest cent.
$7,066,771.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ATHILON CAP CORP SUB VAR 144A 47
c. LEI (if available).
549300XIGP6JVM4PWT59
d. Maturity date.
2047-06-20
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$24,900,000.00
g. Value of collateral, to the nearest cent.
$8,815,919.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VCAT LLC 2021-NPL4 A-1 20510825 FLT
d. Maturity date.
2051-08-25
e. Coupon or yield.
1.867700
f. The principal amount, to the nearest cent.
$14,814,000.00
g. Value of collateral, to the nearest cent.
$7,528,830.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VCAT LLC 2021-NPL5 A-1 20510825 FLT
d. Maturity date.
2051-08-25
e. Coupon or yield.
1.867700
f. The principal amount, to the nearest cent.
$18,900,000.00
g. Value of collateral, to the nearest cent.
$11,727,202.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VCAT 2021-NPL6 LLC A-1 20510925 FLT
d. Maturity date.
2051-09-25
e. Coupon or yield.
1.917300
f. The principal amount, to the nearest cent.
$18,900,000.00
g. Value of collateral, to the nearest cent.
$12,064,803.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MYERS PARK CLO 2018-1 SUB 20301021 FLT
d. Maturity date.
2030-10-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$6,230,930.00
g. Value of collateral, to the nearest cent.
$4,183,060.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRAINER WORTHAM CBO V 2004-V A2 144 20400104 FLT
c. LEI (if available).
549300RWOINITNOVQ657
d. Maturity date.
2040-01-04
e. Coupon or yield.
6.130350
f. The principal amount, to the nearest cent.
$24,000,000.00
g. Value of collateral, to the nearest cent.
$7,302,770.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRIANGLE RE LTD 2021-2 M-2 20331025 FLT
d. Maturity date.
2033-10-25
e. Coupon or yield.
10.912500
f. The principal amount, to the nearest cent.
$25,375,000.00
g. Value of collateral, to the nearest cent.
$26,185,420.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRIANGLE RE LTD 2021-3 M-2 20340225 FLT
d. Maturity date.
2034-02-25
e. Coupon or yield.
8.819010
f. The principal amount, to the nearest cent.
$30,000,000.00
g. Value of collateral, to the nearest cent.
$29,853,055.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TROPIC CDO V 2006-5 A2L 14 20360715 FLT
c. LEI (if available).
54930035IX0Y8SG8GI72
d. Maturity date.
2036-07-15
e. Coupon or yield.
6.169570
f. The principal amount, to the nearest cent.
$13,752,327.00
g. Value of collateral, to the nearest cent.
$8,284,391.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOUNDVIEW HM LN 2005-OPT3 M-4 20351125 FLT
d. Maturity date.
2035-11-25
e. Coupon or yield.
6.432470
f. The principal amount, to the nearest cent.
$10,548,000.00
g. Value of collateral, to the nearest cent.
$7,456,055.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRUCTURED ASSET SECS 2006-BC6 M1 20370125 FLT
d. Maturity date.
2037-01-25
e. Coupon or yield.
5.682470
f. The principal amount, to the nearest cent.
$13,759,340.00
g. Value of collateral, to the nearest cent.
$7,894,468.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUNNOVA SOL ISSUER LLC 2023-1 A 20580430 5.4
d. Maturity date.
2058-04-30
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$24,000,000.00
g. Value of collateral, to the nearest cent.
$22,765,632.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THUNDERBOLT II AIR LEASE 2018 A 20380915 4.1
d. Maturity date.
2038-09-15
e. Coupon or yield.
4.147000
f. The principal amount, to the nearest cent.
$21,960,000.00
g. Value of collateral, to the nearest cent.
$12,750,472.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RASC SERIES TRUST 2006-EMX3 M-1 20360425 FLT
d. Maturity date.
2036-04-25
e. Coupon or yield.
5.907470
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$7,193,312.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAPPHIRE AVIATION FIN 2018-1 A 20401215 4.2
d. Maturity date.
2040-12-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$47,300,000.00
g. Value of collateral, to the nearest cent.
$16,081,811.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SMB PVT ED LN TR 2022-B C 20550216 0.0
d. Maturity date.
2055-02-16
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$7,710,000.00
g. Value of collateral, to the nearest cent.
$7,055,582.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SMB PVT ED LN TR 2022-B D 20550216 0.0
d. Maturity date.
2055-02-16
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$26,109,000.00
g. Value of collateral, to the nearest cent.
$24,403,153.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2023-3 AB 20301216 FLT
d. Maturity date.
2030-12-16
e. Coupon or yield.
7.886730
f. The principal amount, to the nearest cent.
$40,000,000.00
g. Value of collateral, to the nearest cent.
$38,455,638.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARK PLACE SECS 2005-WHQ3 M-5 20350625 FLT
d. Maturity date.
2035-06-25
e. Coupon or yield.
6.417470
f. The principal amount, to the nearest cent.
$7,209,000.00
g. Value of collateral, to the nearest cent.
$6,794,695.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARK PLACE SECS 2005-WCW1 M-5 20350525 FLT
d. Maturity date.
2035-05-25
e. Coupon or yield.
6.402470
f. The principal amount, to the nearest cent.
$14,000,000.00
g. Value of collateral, to the nearest cent.
$6,297,345.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PREFER TERM SEC XXIV 2006-24 B-1 20370322 FLT
d. Maturity date.
2037-03-22
e. Coupon or yield.
6.132000
f. The principal amount, to the nearest cent.
$17,430,000.00
g. Value of collateral, to the nearest cent.
$10,343,665.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RMF BUYOUT ISSUANC TR 2021-HB1 M4 20311125 FLT
d. Maturity date.
2031-11-25
e. Coupon or yield.
4.703600
f. The principal amount, to the nearest cent.
$8,000,000.00
g. Value of collateral, to the nearest cent.
$6,029,295.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RASC SERIES TRUST 2006-KS5 M-2 20360725 FLT
d. Maturity date.
2036-07-25
e. Coupon or yield.
5.712470
f. The principal amount, to the nearest cent.
$13,000,000.00
g. Value of collateral, to the nearest cent.
$7,219,035.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRET LLC 2022-NPL4 M 20520925 FLT
d. Maturity date.
2052-09-25
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$10,450,918.00
g. Value of collateral, to the nearest cent.
$7,134,956.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRET LLC 2022-NPL2 A-1 20520425 FLT
d. Maturity date.
2052-04-25
e. Coupon or yield.
5.240000
f. The principal amount, to the nearest cent.
$30,950,843.00
g. Value of collateral, to the nearest cent.
$22,063,987.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OAKTOWN RE VII LTD 2021-2 M-1C 20340425 FLT
d. Maturity date.
2034-04-25
e. Coupon or yield.
8.419010
f. The principal amount, to the nearest cent.
$20,500,000.00
g. Value of collateral, to the nearest cent.
$19,787,054.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2023-NQM4 B-1 20630325 FLT
d. Maturity date.
2063-03-25
e. Coupon or yield.
7.523610
f. The principal amount, to the nearest cent.
$9,660,000.00
g. Value of collateral, to the nearest cent.
$8,391,136.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2023-NQM4 B-3 20630325 FLT
d. Maturity date.
2063-03-25
e. Coupon or yield.
7.523610
f. The principal amount, to the nearest cent.
$19,123,923.00
g. Value of collateral, to the nearest cent.
$13,125,048.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2023-NQM4 XS 20630325 FLT
d. Maturity date.
2063-03-25
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$394,290,923.00
g. Value of collateral, to the nearest cent.
$7,942,566.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRET LLC 2022-NPL4 A-2 20520925 FLT
d. Maturity date.
2052-09-25
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$23,467,116.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2022-NQM6 B-1 20620625 FLT
d. Maturity date.
2062-06-25
e. Coupon or yield.
4.738320
f. The principal amount, to the nearest cent.
$8,728,000.00
g. Value of collateral, to the nearest cent.
$6,830,485.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OBX TR 2022-NQM6 B-3 20620625 FLT
d. Maturity date.
2062-06-25
e. Coupon or yield.
4.738320
f. The principal amount, to the nearest cent.
$12,995,263.00
g. Value of collateral, to the nearest cent.
$6,970,030.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OAKTOWN RE VII LTD 2021-2 M-1B 20340425 FLT
d. Maturity date.
2034-04-25
e. Coupon or yield.
7.969010
f. The principal amount, to the nearest cent.
$9,660,000.00
g. Value of collateral, to the nearest cent.
$9,575,669.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL COLL ST LN TR 2007-4 A-3-L 20380325 FLT
c. LEI (if available).
6354004HZIMK13WCED04
d. Maturity date.
2038-03-25
e. Coupon or yield.
6.262470
f. The principal amount, to the nearest cent.
$50,122,000.00
g. Value of collateral, to the nearest cent.
$24,873,392.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL COLL ST LN TR 2007-3 A-3-L 20380325 FLT
d. Maturity date.
2038-03-25
e. Coupon or yield.
6.218050
f. The principal amount, to the nearest cent.
$56,956,857.00
g. Value of collateral, to the nearest cent.
$6,851,904.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW CENTURY HEQ TR 2005-4 M-5 20350925 FLT
d. Maturity date.
2035-09-25
e. Coupon or yield.
6.432470
f. The principal amount, to the nearest cent.
$12,171,000.00
g. Value of collateral, to the nearest cent.
$10,823,817.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW CENTURY HEQ TR 2006-1 A-2C 20360525 FLT
d. Maturity date.
2036-05-25
e. Coupon or yield.
5.972470
f. The principal amount, to the nearest cent.
$12,080,000.00
g. Value of collateral, to the nearest cent.
$10,434,310.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST FRANKLIN MTG 2005-FF12 M-3 20361125 FLT
d. Maturity date.
2036-11-25
e. Coupon or yield.
6.162470
f. The principal amount, to the nearest cent.
$18,233,000.00
g. Value of collateral, to the nearest cent.
$6,365,900.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARBOR RLTY COMM RL NT 2021-FL3 A-S 20340815 FLT
d. Maturity date.
2034-08-15
e. Coupon or yield.
6.736120
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,698,296.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ABBOR REALTY CRE 2021-FL2 LTD A-S 20360515 FLT
d. Maturity date.
2036-05-15
e. Coupon or yield.
6.736120
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,730,196.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THUNDERBOLT III AIR LEASE 2019 B 20391115 4.7
d. Maturity date.
2039-11-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$14,653,000.00
g. Value of collateral, to the nearest cent.
$6,788,525.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOUNDVIEW HM LN 2006-OPT2 M-1 20360525 FLT
d. Maturity date.
2036-05-25
e. Coupon or yield.
5.862470
f. The principal amount, to the nearest cent.
$13,000,000.00
g. Value of collateral, to the nearest cent.
$6,973,038.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
READY CAP MTG FIN LLC 2021-FL6 A-S 20360725 FLT
d. Maturity date.
2036-07-25
e. Coupon or yield.
6.612470
f. The principal amount, to the nearest cent.
$7,442,000.00
g. Value of collateral, to the nearest cent.
$7,114,641.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAXON ASSET SEC TR 2006-3 A-4 20361125 FLT
d. Maturity date.
2036-11-25
e. Coupon or yield.
5.892470
f. The principal amount, to the nearest cent.
$15,357,000.00
g. Value of collateral, to the nearest cent.
$12,672,536.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW CENTURY HEQ TR 2005-B M-3 20351025 FLT
d. Maturity date.
2035-10-25
e. Coupon or yield.
6.177470
f. The principal amount, to the nearest cent.
$31,499,000.00
g. Value of collateral, to the nearest cent.
$6,678,789.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-11-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-11-27
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
BOFA SECURITIES INC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
95
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.85%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,135,797,463.32
b. Excluding the value of any sponsor support:
$1,135,797,463.32
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.52%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.780000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000782124
c. Other unique identifier.
ARP0XPER8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FOOT LOCKER INC SR GLBL 144A 29
c. LEI (if available).
549300X383CBNP6MTV94
d. Maturity date.
2029-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$901,000.00
g. Value of collateral, to the nearest cent.
$710,459.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CP ATLAS BUYER INC. SR GLBL 144A 28
c. LEI (if available).
2549006ZZ07G0NDDCR36
d. Maturity date.
2028-12-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$659,000.00
g. Value of collateral, to the nearest cent.
$550,289.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BINOM SEC TR 2022-INV1 A-2 20570825 FLT
d. Maturity date.
2057-08-25
e. Coupon or yield.
4.441000
f. The principal amount, to the nearest cent.
$31,423,000.00
g. Value of collateral, to the nearest cent.
$26,961,890.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX COMM MTG TR 2021-SOAR D 20380615 FLT
d. Maturity date.
2038-06-15
e. Coupon or yield.
6.736480
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$629,803.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENCHMARK MTG TR 2019-B14 A-SB 20621215 FLT
d. Maturity date.
2062-12-15
e. Coupon or yield.
2.957100
f. The principal amount, to the nearest cent.
$149,995.00
g. Value of collateral, to the nearest cent.
$137,715.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MTG TR 2016-5 A-M 20461225 FLT
d. Maturity date.
2046-12-25
e. Coupon or yield.
6.690510
f. The principal amount, to the nearest cent.
$818,991.00
g. Value of collateral, to the nearest cent.
$52,671.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JANE STR GROUP LLC / JSG FIN SR SEC 144A NT29
d. Maturity date.
2029-11-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$61,926.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2022-DNA5 M-2 20420625 FLT
c. LEI (if available).
5493000IS349P4O9HR58
d. Maturity date.
2042-06-25
e. Coupon or yield.
11.819000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,798,719.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AECOM SR GLBL NT 27
c. LEI (if available).
0EEB8GF0W0NPCIHZX097
d. Maturity date.
2027-03-15
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$88,655.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALAMO RE LTD CL A FLT NT 25
c. LEI (if available).
5493003E22VRD25G0S03
d. Maturity date.
2025-06-09
e. Coupon or yield.
12.622000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$603,845.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
B & G FOODS INC SR GLBL NT 27
c. LEI (if available).
549300TRW1LZMDJZAQ78
d. Maturity date.
2027-09-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$490,000.00
g. Value of collateral, to the nearest cent.
$434,161.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 32
c. LEI (if available).
549300ZMGDLC9JT2OR80
d. Maturity date.
2032-06-19
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$3,287,000.00
g. Value of collateral, to the nearest cent.
$2,510,938.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP SUB GLBL -W
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$41,000.00
g. Value of collateral, to the nearest cent.
$37,046.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIZENS FINL GROUP INC ALT TIER I PERP
c. LEI (if available).
2138004JDDA4ZQUPFW65
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$88,911.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVN SEC TR 2022-R06 1M-2 20420527 FLT
d. Maturity date.
2042-05-27
e. Coupon or yield.
8.919010
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$1,046,028.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BERRY GLOBAL INC SR SEC GLBL NT26
c. LEI (if available).
549300AP2Q7ERHX6RI89
d. Maturity date.
2026-01-15
e. Coupon or yield.
1.570000
f. The principal amount, to the nearest cent.
$2,283,000.00
g. Value of collateral, to the nearest cent.
$2,068,826.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC PERP GLBL NT
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$370,000.00
g. Value of collateral, to the nearest cent.
$317,697.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29
d. Maturity date.
2029-02-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$70,374.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILLENBRAND INC SR GLBL NT 31
c. LEI (if available).
U246OE781574J2BUD366
d. Maturity date.
2031-03-01
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$528,000.00
g. Value of collateral, to the nearest cent.
$457,050.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EQUITRANS MIDSTREAM CORP SR GLBL NT6.5%48
c. LEI (if available).
549300NELT611CL6XM83
d. Maturity date.
2048-07-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,250,000.00
g. Value of collateral, to the nearest cent.
$2,036,742.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIFTH THIRD BANCORP PERP SUB GLBL -J
c. LEI (if available).
THRNG6BD57P9QWTQLG42
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.666860
f. The principal amount, to the nearest cent.
$272,000.00
g. Value of collateral, to the nearest cent.
$262,630.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRSTENERGY CORP CR SEN SR GLBL27
c. LEI (if available).
549300SVYJS666PQJH88
d. Maturity date.
2027-07-15
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$2,740,000.00
g. Value of collateral, to the nearest cent.
$2,583,969.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAUSCH HEALTH COS INC SR SEC GLBL 27
c. LEI (if available).
B3BS7ACMDUWISF18KY76
d. Maturity date.
2027-02-01
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$3,169,000.00
g. Value of collateral, to the nearest cent.
$2,173,506.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEACON ROOFING SUPPLY SR GLBL 144A 29
c. LEI (if available).
549300HDXQWWCBOYXP31
d. Maturity date.
2029-05-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$44,628.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEVEL 3 FING INC SR SEC GLBL 29
c. LEI (if available).
254900AE5FEFIJOXWL19
d. Maturity date.
2029-11-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$170,230.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M/I HOMES INC SR GLBL NT 28
c. LEI (if available).
5299005M71FH9CCSFB69
d. Maturity date.
2028-02-01
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$78,000.00
g. Value of collateral, to the nearest cent.
$75,394.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29
d. Maturity date.
2029-08-01
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$452,000.00
g. Value of collateral, to the nearest cent.
$369,213.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILTON DOMESTIC OPER CO INC SR GLBL 144A 28
c. LEI (if available).
5493003EG7H0N1E4XV50
d. Maturity date.
2028-05-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$93,000.00
g. Value of collateral, to the nearest cent.
$92,957.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IRON MTN INC DEL SR GLBL 144A 32
c. LEI (if available).
SQL3F6CKNNBM3SQGHX24
d. Maturity date.
2032-07-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$224,000.00
g. Value of collateral, to the nearest cent.
$202,368.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL 30
d. Maturity date.
2030-05-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$1,125,000.00
g. Value of collateral, to the nearest cent.
$1,104,977.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GFL ENVIRONMENTAL INC SR GLBL 144A 29
c. LEI (if available).
549300FYK4MBXWIVZU26
d. Maturity date.
2029-06-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$1,221,000.00
g. Value of collateral, to the nearest cent.
$1,119,155.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASP AMC MERGER SUB INC 8%25
c. LEI (if available).
54930081QGNZXVDOZF63
d. Maturity date.
2025-05-15
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$5,275,000.00
g. Value of collateral, to the nearest cent.
$141,838.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AJAX MTG LN TR 2020-B
d. Maturity date.
2059-05-25
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$7,276,000.00
g. Value of collateral, to the nearest cent.
$5,759,504.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANTERO RESOURCES CORP SR GLBL 144A 29
c. LEI (if available).
APVBKPOULHUX7YZLKU17
d. Maturity date.
2029-02-01
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$28,000.00
g. Value of collateral, to the nearest cent.
$29,768.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARB BONDCO PLC SR GLBL REGS 31
c. LEI (if available).
254900PVA1EU6QM1JN57
d. Maturity date.
2031-01-29
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$852,000.00
g. Value of collateral, to the nearest cent.
$628,554.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NISSAN MTR ACCEP CO LLC FR 2%030926
c. LEI (if available).
7D6DIU2QXTUJRFNNJA49
d. Maturity date.
2026-03-09
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$105,000.00
g. Value of collateral, to the nearest cent.
$94,323.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHEPLAPHARM ARZNEIMITTEL GMBH SR SEC GLBL 28
c. LEI (if available).
529900ONXKBELT7EW052
d. Maturity date.
2028-01-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,304,000.00
g. Value of collateral, to the nearest cent.
$2,997,691.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL 144A 29
d. Maturity date.
2029-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,571,000.00
g. Value of collateral, to the nearest cent.
$2,503,511.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOLINA HEALTHCARE INC SR GLBL 144A 30
c. LEI (if available).
549300NQQCEQ46YHZ591
d. Maturity date.
2030-11-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$55,000.00
g. Value of collateral, to the nearest cent.
$47,474.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29
c. LEI (if available).
549300P5V78NNQTG4428
d. Maturity date.
2029-05-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$77,000.00
g. Value of collateral, to the nearest cent.
$68,065.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SABRE GLBL INC SR SEC GLBL 25
c. LEI (if available).
F2TJC7HPPHLHU1AQMP98
d. Maturity date.
2025-09-01
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$2,020,000.00
g. Value of collateral, to the nearest cent.
$1,885,122.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28
c. LEI (if available).
549300LZPNZIXQGZPZ48
d. Maturity date.
2028-04-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$149,000.00
g. Value of collateral, to the nearest cent.
$142,166.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RADIATE HOLDCO LLC/RADIATE FI SR GLBL 144A 28
d. Maturity date.
2028-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$9,554,000.00
g. Value of collateral, to the nearest cent.
$5,990,888.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REALOGY GRP LLC/REALOGY CO SR GLBL 144A 30
d. Maturity date.
2030-04-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$3,730,000.00
g. Value of collateral, to the nearest cent.
$2,752,509.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REYNOLDS GROUP ISSUER LLC / RE SR SEC GLBL 27
d. Maturity date.
2027-10-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$79,000.00
g. Value of collateral, to the nearest cent.
$71,635.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCKIES EXPRESS PIPELINE LLC SR GLBL 144A 25
c. LEI (if available).
W2ZGZGZKY5GGNY6F3V51
d. Maturity date.
2025-05-15
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$95,000.00
g. Value of collateral, to the nearest cent.
$90,494.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PERFORMANCE FOOD GROUP CO SR GLBL 144A 29
c. LEI (if available).
549300OMUOGBYK0FFO76
d. Maturity date.
2029-08-01
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$820,000.00
g. Value of collateral, to the nearest cent.
$745,535.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROBRAS GLOBAL FINANCE BV SR GLBL NT 15
c. LEI (if available).
549300FNENFFSMO3GT38
d. Maturity date.
2115-06-05
e. Coupon or yield.
6.850000
f. The principal amount, to the nearest cent.
$467,000.00
g. Value of collateral, to the nearest cent.
$418,541.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PETROLEOS MEXICANOS FR 4.625%092123
c. LEI (if available).
549300CAZKPF4HKMPX17
d. Maturity date.
2023-09-21
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$342,000.00
g. Value of collateral, to the nearest cent.
$345,554.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MURPHY OIL USA INC SR GLBL NT 29
c. LEI (if available).
N32S6DTR2ZZ5222WHV58
d. Maturity date.
2029-09-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$65,000.00
g. Value of collateral, to the nearest cent.
$60,909.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACTIV EVERGREEN GROUP ISSUER SR SEC GLBL 28
d. Maturity date.
2028-10-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$62,000.00
g. Value of collateral, to the nearest cent.
$55,653.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MSCI INC SR GLBL 144A 31
c. LEI (if available).
549300HTIN2PD78UB763
d. Maturity date.
2031-11-01
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$3,828,000.00
g. Value of collateral, to the nearest cent.
$3,324,704.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED NAT FOODS INC SR GLBL 144A 28
c. LEI (if available).
549300GKGW6WPZ282D40
d. Maturity date.
2028-10-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$1,102,000.00
g. Value of collateral, to the nearest cent.
$937,014.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PPTYS INC SR GLBL 144A 25
d. Maturity date.
2025-02-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$96,000.00
g. Value of collateral, to the nearest cent.
$93,625.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIRGIN MEDIA FINANCE PLC SR GLBL 144A 30
c. LEI (if available).
2138001LVYC87DDHT482
d. Maturity date.
2030-07-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$492,000.00
g. Value of collateral, to the nearest cent.
$402,841.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TELECOM ITALIA S P A NEW SR 144A NT 24
c. LEI (if available).
549300W384M3RI3VXU42
d. Maturity date.
2024-05-30
e. Coupon or yield.
5.303000
f. The principal amount, to the nearest cent.
$2,780,000.00
g. Value of collateral, to the nearest cent.
$2,744,244.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METHANEX CORP GLBL NT 5.125%27
c. LEI (if available).
549300TSJHRXT9QXRD13
d. Maturity date.
2027-10-15
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$23,917.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEN GARFF AUTOMOTIVE LLC SR GLBL 144A 28
d. Maturity date.
2028-09-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$460,000.00
g. Value of collateral, to the nearest cent.
$411,026.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP SR GLBL NT3.7%28
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2028-03-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$1,253,000.00
g. Value of collateral, to the nearest cent.
$1,107,799.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEG HOLDING LLC / SEG FINANCE SR SEC 144A NT28
d. Maturity date.
2028-10-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$475,000.00
g. Value of collateral, to the nearest cent.
$456,742.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEAGATE HDD CAYMAN SR NT 5.75%34
c. LEI (if available).
529900BD50TRWEG1SF63
d. Maturity date.
2034-12-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$2,382,000.00
g. Value of collateral, to the nearest cent.
$2,123,275.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NISSAN MTR ACCEP CO LLC FR 2.45%091528
c. LEI (if available).
7D6DIU2QXTUJRFNNJA49
d. Maturity date.
2028-09-15
e. Coupon or yield.
2.450000
f. The principal amount, to the nearest cent.
$6,604,000.00
g. Value of collateral, to the nearest cent.
$5,457,648.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 29
d. Maturity date.
2029-05-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$22,145,000.00
g. Value of collateral, to the nearest cent.
$19,357,424.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATTERHORN RE LTD -A VR 144A NT 27
c. LEI (if available).
549300QRZ77PO1BYWT39
d. Maturity date.
2027-01-25
e. Coupon or yield.
12.587000
f. The principal amount, to the nearest cent.
$742,000.00
g. Value of collateral, to the nearest cent.
$720,436.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSOCEAN INC SR GLBL NT6.8%38
c. LEI (if available).
DOL4HJ22ADYSIWES4H94
d. Maturity date.
2038-03-15
e. Coupon or yield.
6.800000
f. The principal amount, to the nearest cent.
$975,000.00
g. Value of collateral, to the nearest cent.
$780,856.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIVERSIFIED HEALTHCARE TR SR GLBL NT 24
d. Maturity date.
2024-05-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$733,000.00
g. Value of collateral, to the nearest cent.
$712,303.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIME WARNER CABLE INC SR GLBL DB5.5%41
c. LEI (if available).
549300U5NFR7S6E3GM41
d. Maturity date.
2041-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$97,651.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2019-4 A1 20591025 FLT
d. Maturity date.
2059-10-25
e. Coupon or yield.
2.900000
f. The principal amount, to the nearest cent.
$5,415,600.00
g. Value of collateral, to the nearest cent.
$2,087,893.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BERRY GLOBAL ESCROW CORP SR SEC GLBL 27
c. LEI (if available).
549300AP2Q7ERHX6RI89
d. Maturity date.
2027-07-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$39,200.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD CREDIT AUTO ONR TR 2022-B A-2B 20250215 FLT
d. Maturity date.
2025-02-15
e. Coupon or yield.
5.667940
f. The principal amount, to the nearest cent.
$15,500,000.00
g. Value of collateral, to the nearest cent.
$6,245,730.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FTAI AVIATION LTD SR GLBL 144A 27
c. LEI (if available).
529900E7PUVK6BC8PE80
d. Maturity date.
2027-08-01
e. Coupon or yield.
9.750000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$27,173.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BINOM SEC TR 2022-INV1 A-3 20570825 FLT
d. Maturity date.
2057-08-25
e. Coupon or yield.
4.441000
f. The principal amount, to the nearest cent.
$52,521,000.00
g. Value of collateral, to the nearest cent.
$44,804,889.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMM MTG TR 2014-CCRE19 D 20470812 FLT
d. Maturity date.
2047-08-12
e. Coupon or yield.
4.696560
f. The principal amount, to the nearest cent.
$3,583,000.00
g. Value of collateral, to the nearest cent.
$3,088,928.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APTIM CORP SR SEC GLBL 25
c. LEI (if available).
5493007OBZ8YTJ6O7E92
d. Maturity date.
2025-06-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$16,459.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAML COML MTG TR 2015-200P A 20330415 3.2
c. LEI (if available).
549300UQK6PJ8BF5JQ90
d. Maturity date.
2033-04-15
e. Coupon or yield.
3.218000
f. The principal amount, to the nearest cent.
$8,000,000.00
g. Value of collateral, to the nearest cent.
$7,472,165.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BX TRUST 2019-OC11 C 20411211 3.8
d. Maturity date.
2041-12-11
e. Coupon or yield.
3.856000
f. The principal amount, to the nearest cent.
$205,000.00
g. Value of collateral, to the nearest cent.
$175,519.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IRON MOUNTAIN INFORMATION MANA SR GLBL 144A 32
d. Maturity date.
2032-07-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$8,863,000.00
g. Value of collateral, to the nearest cent.
$7,759,517.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MRGAN CHASE COM TR 2019-MFP B 20360715 FLT
d. Maturity date.
2036-07-15
e. Coupon or yield.
6.429000
f. The principal amount, to the nearest cent.
$3,312,000.00
g. Value of collateral, to the nearest cent.
$3,271,796.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERCURY CHILE HOLDCO LLC SR SEC 144A NT27
d. Maturity date.
2027-01-24
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,400,000.00
g. Value of collateral, to the nearest cent.
$1,286,016.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAS VEGAS SANDS CORP SR GLBL NT3.5%26
c. LEI (if available).
549300DUOO1KXOHPM605
d. Maturity date.
2026-08-18
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$97,000.00
g. Value of collateral, to the nearest cent.
$91,689.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER BANK NA 2022-A D 20320517 9.9
d. Maturity date.
2032-05-17
e. Coupon or yield.
9.965000
f. The principal amount, to the nearest cent.
$3,270,000.00
g. Value of collateral, to the nearest cent.
$3,169,653.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RAYONIER A.M. PRODS INC SR SEC GLBL 26
c. LEI (if available).
549300ZGRDDK1QM6MM16
d. Maturity date.
2026-01-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$1,050,000.00
g. Value of collateral, to the nearest cent.
$940,735.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROLLER BEARING CO AMER INC SR SEC GLBL 29
c. LEI (if available).
254900U9XW6S76H2P167
d. Maturity date.
2029-10-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$44,961.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAYSAFE FIN PLC / PAYSAFE HLDG SR SEC 144A NT29
d. Maturity date.
2029-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$40,209.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PILGRIMS PRIDE CORP SR GLBL NT 31
c. LEI (if available).
549300ZSLGV64ZL3HD75
d. Maturity date.
2031-04-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$92,000.00
g. Value of collateral, to the nearest cent.
$80,603.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
QVC INC SR SEC NT4.85%24
c. LEI (if available).
549300WBLU5NKPX5X472
d. Maturity date.
2024-04-01
e. Coupon or yield.
4.850000
f. The principal amount, to the nearest cent.
$83,000.00
g. Value of collateral, to the nearest cent.
$80,151.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NORTHERN OIL & GAS INC SR GLBL 144A 28
c. LEI (if available).
OKFF0PIZDDMNH4UCYE51
d. Maturity date.
2028-03-01
e. Coupon or yield.
8.125000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$82,307.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCTAGON INVT PARTNERS 45 LTD
d. Maturity date.
2035-04-15
e. Coupon or yield.
12.128000
f. The principal amount, to the nearest cent.
$365,000.00
g. Value of collateral, to the nearest cent.
$317,661.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MACYS RETAIL HLDGS LLC SR 144A NT 30
d. Maturity date.
2030-03-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$468,000.00
g. Value of collateral, to the nearest cent.
$430,417.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNIFRAX ESCROW ISSUER CORPORA 144A NT 7.5%29
c. LEI (if available).
549300RRU6BWJLD0YT71
d. Maturity date.
2029-09-30
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$483,624.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PROPERTIES LP GLBL NT 4.375%25
c. LEI (if available).
254900X4QE7SGKQLLN38
d. Maturity date.
2025-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$54,000.00
g. Value of collateral, to the nearest cent.
$53,047.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TCW CLO LTD 2017-1RR D-RR 20341030 FLT
d. Maturity date.
2034-10-30
e. Coupon or yield.
8.969140
f. The principal amount, to the nearest cent.
$2,312,690.00
g. Value of collateral, to the nearest cent.
$2,205,219.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSALTA CORP SR NT 6.5%40
c. LEI (if available).
GJZNVO2UY6DNFNIYH321
d. Maturity date.
2040-03-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$221,000.00
g. Value of collateral, to the nearest cent.
$216,700.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-10-30
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2024-01-22
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
JP MORGAN SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
91
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.78%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$171,746,446.20
b. Excluding the value of any sponsor support:
$171,746,446.20
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.08%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button not checked Yes   Radio button checked No
Item C.23 Is the security an Illiquid Security?Radio button checked Yes   Radio button not checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
WELLS FARGO SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
WELLS FARGO SECURITIES LLC 5.360000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
VYVVCKR63DVZZN70PB21
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001224385
c. Other unique identifier.
ARP0XPGR6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FEPC 05.000 CLQA5502
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,351,039.00
g. Value of collateral, to the nearest cent.
$673,101.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8242
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,990,517.00
g. Value of collateral, to the nearest cent.
$1,676,883.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD8296
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$21,489,790.00
g. Value of collateral, to the nearest cent.
$19,114,089.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD8298
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$69,919.00
g. Value of collateral, to the nearest cent.
$65,881.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8227
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$275,930.00
g. Value of collateral, to the nearest cent.
$243,530.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8210
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$195,006.00
g. Value of collateral, to the nearest cent.
$141,678.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD8238
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$34,280,771.00
g. Value of collateral, to the nearest cent.
$30,846,780.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD8129
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,171,000.00
g. Value of collateral, to the nearest cent.
$1,210,670.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLSD8193
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$6,849,782.00
g. Value of collateral, to the nearest cent.
$5,140,602.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8225
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$40,668,354.00
g. Value of collateral, to the nearest cent.
$33,996,611.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD2174
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$68,656,569.00
g. Value of collateral, to the nearest cent.
$64,444,362.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CISB8508
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,275,373.00
g. Value of collateral, to the nearest cent.
$786,178.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CISB8208
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$113,955,942.00
g. Value of collateral, to the nearest cent.
$102,801,847.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CISB8041
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$175,000.00
g. Value of collateral, to the nearest cent.
$45,005.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 01.500 CISB8067
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-09-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$58,653.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZT1483
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,160,000.00
g. Value of collateral, to the nearest cent.
$894,577.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CIZS6609
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$866,000.00
g. Value of collateral, to the nearest cent.
$21,697.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CTZS9211
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$370,000.00
g. Value of collateral, to the nearest cent.
$63,372.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZS4726
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$605,000.00
g. Value of collateral, to the nearest cent.
$78,016.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.000 CLQF5156
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$239,209.00
g. Value of collateral, to the nearest cent.
$209,462.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF3201
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$93,824.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQF4602
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$71,588.00
g. Value of collateral, to the nearest cent.
$59,505.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE1130
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$840,000.00
g. Value of collateral, to the nearest cent.
$705,797.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQE3832
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,074,488.00
g. Value of collateral, to the nearest cent.
$1,750,615.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQE0454
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,227,428.00
g. Value of collateral, to the nearest cent.
$856,881.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD6948
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,989,269.00
g. Value of collateral, to the nearest cent.
$2,464,218.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQC8524
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$136,000.00
g. Value of collateral, to the nearest cent.
$84,815.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQD0661
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$959,653.00
g. Value of collateral, to the nearest cent.
$800,533.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQC6459
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,439,308.00
g. Value of collateral, to the nearest cent.
$1,792,329.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQC1333
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$172,313.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQC4231
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,128,160.00
g. Value of collateral, to the nearest cent.
$844,628.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA8518
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,006,000.00
g. Value of collateral, to the nearest cent.
$3,234,959.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQA1931
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,796,366.00
g. Value of collateral, to the nearest cent.
$432,764.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQA1977
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,311,466.00
g. Value of collateral, to the nearest cent.
$146,007.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CIZS6071
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$13,537,241.00
g. Value of collateral, to the nearest cent.
$11,962.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZS4655
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$1,273,842.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.000 CLZS0496
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-06-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$25,534,284.00
g. Value of collateral, to the nearest cent.
$16,526.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZN5967
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$243,000.00
g. Value of collateral, to the nearest cent.
$60,762.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL9061
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$950,000.00
g. Value of collateral, to the nearest cent.
$303,858.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM4445
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,706,764.00
g. Value of collateral, to the nearest cent.
$779,429.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.500 CLZI2533
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-03-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$3,287,552.00
g. Value of collateral, to the nearest cent.
$50,472.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZJ1008
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,675,000.00
g. Value of collateral, to the nearest cent.
$196,422.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIQO0488
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,704,635.00
g. Value of collateral, to the nearest cent.
$1,441,496.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CTRB5105
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,304,320.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CTRB5112
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$472,477.00
g. Value of collateral, to the nearest cent.
$316,452.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CTRB5118
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-07-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$698,564.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLRA7749
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$17,302,328.00
g. Value of collateral, to the nearest cent.
$15,384,180.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA6955
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$18,387,089.00
g. Value of collateral, to the nearest cent.
$14,736,738.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA6231
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$29,372,422.00
g. Value of collateral, to the nearest cent.
$22,996,419.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLRA6354
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,127,006.00
g. Value of collateral, to the nearest cent.
$876,003.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA6428
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,585,373.00
g. Value of collateral, to the nearest cent.
$4,512,286.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA6433
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$20,236,608.00
g. Value of collateral, to the nearest cent.
$15,882,545.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA6676
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$3,158,862.00
g. Value of collateral, to the nearest cent.
$2,432,736.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLRA2454
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$262,436.00
g. Value of collateral, to the nearest cent.
$77,002.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8305
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$27,664,311.00
g. Value of collateral, to the nearest cent.
$25,295,430.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8217
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,367,000.00
g. Value of collateral, to the nearest cent.
$1,154,706.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8259
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,100,503.00
g. Value of collateral, to the nearest cent.
$2,899,929.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLSD8134
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,981,240.00
g. Value of collateral, to the nearest cent.
$1,955,003.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLSD8166
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,181,000.00
g. Value of collateral, to the nearest cent.
$849,737.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD8178
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,096,000.00
g. Value of collateral, to the nearest cent.
$817,081.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8016
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,628,278.00
g. Value of collateral, to the nearest cent.
$288,233.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8078
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$14,073.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CTSC0317
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$8,145,000.00
g. Value of collateral, to the nearest cent.
$6,533,032.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD0093
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$559,883.00
g. Value of collateral, to the nearest cent.
$79,976.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD0202
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,800,000.00
g. Value of collateral, to the nearest cent.
$820,363.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CISB8184
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,130,849.00
g. Value of collateral, to the nearest cent.
$1,776,199.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CISB8503
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$119,000.00
g. Value of collateral, to the nearest cent.
$64,676.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CISB0015
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$286,918.00
g. Value of collateral, to the nearest cent.
$64,780.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZT1696
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$459,044.00
g. Value of collateral, to the nearest cent.
$61,236.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 3XZT0977
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$147,535.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZT1485
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$550,000.00
g. Value of collateral, to the nearest cent.
$54,457.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZT1596
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,511,694.00
g. Value of collateral, to the nearest cent.
$183,565.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS9811
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$137,000.00
g. Value of collateral, to the nearest cent.
$21,461.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZS4677
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$780,000.00
g. Value of collateral, to the nearest cent.
$145,692.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CIQN8258
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$3,799,035.00
g. Value of collateral, to the nearest cent.
$2,781,015.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQG1828
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$957,477.00
g. Value of collateral, to the nearest cent.
$916,753.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF6672
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,637,585.00
g. Value of collateral, to the nearest cent.
$3,613,498.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF2447
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$488,987.00
g. Value of collateral, to the nearest cent.
$484,113.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1237
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,186,454.00
g. Value of collateral, to the nearest cent.
$2,014,765.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF2187
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,883,328.00
g. Value of collateral, to the nearest cent.
$2,289,074.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQF0330
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,025,962.00
g. Value of collateral, to the nearest cent.
$1,862,129.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQE3166
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$612,726.00
g. Value of collateral, to the nearest cent.
$512,629.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD2732
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$461,124.00
g. Value of collateral, to the nearest cent.
$365,351.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQC9156
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,389,557.00
g. Value of collateral, to the nearest cent.
$1,028,838.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQC2352
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$994,950.00
g. Value of collateral, to the nearest cent.
$693,386.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQB9290
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$727,099.00
g. Value of collateral, to the nearest cent.
$496,054.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQA9322
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,349,250.00
g. Value of collateral, to the nearest cent.
$366,785.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQB8934
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$132,686.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZS4728
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,860,019.00
g. Value of collateral, to the nearest cent.
$402,055.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZS4792
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,440,281.00
g. Value of collateral, to the nearest cent.
$575,101.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZS4522
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$2,905,352.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZS4575
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$129,543.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZS4609
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$12,000,000.00
g. Value of collateral, to the nearest cent.
$1,933,578.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZN5108
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$52,000.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZJ1245
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$331,347.00
g. Value of collateral, to the nearest cent.
$14,972.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA5381
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,253,999.00
g. Value of collateral, to the nearest cent.
$284,601.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CIQO1157
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$955,823.00
g. Value of collateral, to the nearest cent.
$901,107.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIRC2262
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,275,018.00
g. Value of collateral, to the nearest cent.
$1,166,242.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CNRD5139
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$111,266.00
g. Value of collateral, to the nearest cent.
$100,867.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA7747
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$322,586.00
g. Value of collateral, to the nearest cent.
$263,456.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLRA7922
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,032,101.00
g. Value of collateral, to the nearest cent.
$1,821,563.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA8135
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$22,871.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA8676
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$28,474.00
g. Value of collateral, to the nearest cent.
$23,873.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA6913
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$715,000.00
g. Value of collateral, to the nearest cent.
$540,086.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA3606
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$135,000.00
g. Value of collateral, to the nearest cent.
$78,283.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA4598
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,588,963.00
g. Value of collateral, to the nearest cent.
$955,626.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA4662
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$129,306.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQA7974
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,347,259.00
g. Value of collateral, to the nearest cent.
$1,000,153.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.000 CLSD8355
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,817,990.00
g. Value of collateral, to the nearest cent.
$3,888,350.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD8328
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$50,048,092.00
g. Value of collateral, to the nearest cent.
$47,586,052.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8357
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$15,053,367.00
g. Value of collateral, to the nearest cent.
$14,091,732.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0787
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,672,099.00
g. Value of collateral, to the nearest cent.
$1,958,909.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD2963
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,008,650.00
g. Value of collateral, to the nearest cent.
$845,317.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD3256
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$40,155,161.00
g. Value of collateral, to the nearest cent.
$37,352,190.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD3432
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$65,731,377.00
g. Value of collateral, to the nearest cent.
$67,006,762.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD3434
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$35,848,153.00
g. Value of collateral, to the nearest cent.
$36,403,010.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD1505
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$22,323.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD1588
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$464,000.00
g. Value of collateral, to the nearest cent.
$440,910.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD2773
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$82,781,997.00
g. Value of collateral, to the nearest cent.
$80,628,761.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD2784
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,814,983.00
g. Value of collateral, to the nearest cent.
$10,646,090.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD0250
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,470,640.00
g. Value of collateral, to the nearest cent.
$759,089.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLSD0933
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$714,046.00
g. Value of collateral, to the nearest cent.
$545,236.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CISB8123
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$38,989.00
g. Value of collateral, to the nearest cent.
$27,869.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CISB8224
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$74,947,212.00
g. Value of collateral, to the nearest cent.
$68,019,608.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CISB8231
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$129,052,637.00
g. Value of collateral, to the nearest cent.
$118,864,078.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CISB0840
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$62,399,869.00
g. Value of collateral, to the nearest cent.
$57,266,000.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CISB0845
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$151,942.00
g. Value of collateral, to the nearest cent.
$139,102.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CIZS6607
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$28,918,125.00
g. Value of collateral, to the nearest cent.
$10,219.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS9929
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$890,000.00
g. Value of collateral, to the nearest cent.
$69,812.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZT0003
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,019,101.00
g. Value of collateral, to the nearest cent.
$378,626.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA1339
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,950,000.00
g. Value of collateral, to the nearest cent.
$1,009,717.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQG2979
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$23,359,517.00
g. Value of collateral, to the nearest cent.
$20,396,382.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG5436
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$65,238.00
g. Value of collateral, to the nearest cent.
$63,893.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG5519
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,805,355.00
g. Value of collateral, to the nearest cent.
$2,796,914.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.000 CLQG5551
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,424,890.00
g. Value of collateral, to the nearest cent.
$2,514,387.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG5745
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,166,113.00
g. Value of collateral, to the nearest cent.
$2,184,208.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG7140
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,506,596.00
g. Value of collateral, to the nearest cent.
$4,545,322.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF8786
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,161,138.00
g. Value of collateral, to the nearest cent.
$1,012,420.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF9526
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$886,398.00
g. Value of collateral, to the nearest cent.
$847,444.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG1642
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$21,014,212.00
g. Value of collateral, to the nearest cent.
$20,544,745.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQG2629
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$505,459.00
g. Value of collateral, to the nearest cent.
$484,313.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQG2977
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,361,189.00
g. Value of collateral, to the nearest cent.
$1,209,950.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF4661
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$444,079.00
g. Value of collateral, to the nearest cent.
$436,799.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF6444
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$32,423.00
g. Value of collateral, to the nearest cent.
$31,694.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF7483
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$472,532.00
g. Value of collateral, to the nearest cent.
$451,429.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF7566
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$6,937,932.00
g. Value of collateral, to the nearest cent.
$6,883,510.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF3137
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,212,759.00
g. Value of collateral, to the nearest cent.
$1,235,070.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF3186
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,073,403.00
g. Value of collateral, to the nearest cent.
$3,089,247.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF3643
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,346,796.00
g. Value of collateral, to the nearest cent.
$1,385,337.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1934
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$8,408,935.00
g. Value of collateral, to the nearest cent.
$7,668,486.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF2275
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,030,030.00
g. Value of collateral, to the nearest cent.
$2,006,035.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF2368
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,735,333.00
g. Value of collateral, to the nearest cent.
$3,541,996.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0375
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$440,490.00
g. Value of collateral, to the nearest cent.
$427,231.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF0436
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,175,425.00
g. Value of collateral, to the nearest cent.
$1,172,009.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF0532
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$926,335.00
g. Value of collateral, to the nearest cent.
$866,954.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF1686
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,746,386.00
g. Value of collateral, to the nearest cent.
$6,174,289.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0904
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,158,183.00
g. Value of collateral, to the nearest cent.
$1,082,254.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1225
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,029,467.00
g. Value of collateral, to the nearest cent.
$2,836,229.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7855
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,380,654.00
g. Value of collateral, to the nearest cent.
$1,347,895.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8662
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,557,011.00
g. Value of collateral, to the nearest cent.
$3,162,633.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE9639
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$14,269,565.00
g. Value of collateral, to the nearest cent.
$12,914,863.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0787
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,520,126.00
g. Value of collateral, to the nearest cent.
$2,468,577.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0311
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,033,966.00
g. Value of collateral, to the nearest cent.
$976,568.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQE4043
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$101,330.00
g. Value of collateral, to the nearest cent.
$85,245.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQE4144
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,090,012.00
g. Value of collateral, to the nearest cent.
$2,653,877.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE4714
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,299,550.00
g. Value of collateral, to the nearest cent.
$1,111,532.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE4873
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,161,688.00
g. Value of collateral, to the nearest cent.
$1,132,461.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQE7987
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$86,084.00
g. Value of collateral, to the nearest cent.
$76,677.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQE3580
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,663,710.00
g. Value of collateral, to the nearest cent.
$1,423,951.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQE3999
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$298,861.00
g. Value of collateral, to the nearest cent.
$256,792.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQE4001
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$943,282.00
g. Value of collateral, to the nearest cent.
$809,104.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD8673
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$52,601.00
g. Value of collateral, to the nearest cent.
$43,679.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQD9868
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$130,000.00
g. Value of collateral, to the nearest cent.
$115,640.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQE0307
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$42,318.00
g. Value of collateral, to the nearest cent.
$37,368.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQE0660
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$467,117.00
g. Value of collateral, to the nearest cent.
$396,890.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE0692
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,705,197.00
g. Value of collateral, to the nearest cent.
$2,468,083.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQD7325
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$66,334.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD7819
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$481,032.00
g. Value of collateral, to the nearest cent.
$410,954.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD7918
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,322,672.00
g. Value of collateral, to the nearest cent.
$1,128,879.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQD8172
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$165,000.00
g. Value of collateral, to the nearest cent.
$122,359.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQD8452
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$165,000.00
g. Value of collateral, to the nearest cent.
$128,500.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQD8601
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$225,000.00
g. Value of collateral, to the nearest cent.
$198,971.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD3298
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,878,397.00
g. Value of collateral, to the nearest cent.
$2,323,226.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD4748
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,600,000.00
g. Value of collateral, to the nearest cent.
$4,534,099.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD4944
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$77,392.00
g. Value of collateral, to the nearest cent.
$65,886.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQD7266
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$540,282.00
g. Value of collateral, to the nearest cent.
$422,410.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD0714
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,454,421.00
g. Value of collateral, to the nearest cent.
$1,252,144.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQD1337
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$577,578.00
g. Value of collateral, to the nearest cent.
$470,403.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQD1925
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,926,169.00
g. Value of collateral, to the nearest cent.
$1,477,653.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD1954
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$158,059.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQD2371
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,082,800.00
g. Value of collateral, to the nearest cent.
$1,039,530.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQD2377
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$9,477,342.00
g. Value of collateral, to the nearest cent.
$7,314,957.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQC8368
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,083,596.00
g. Value of collateral, to the nearest cent.
$7,860,510.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQD0384
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$15,932,061.00
g. Value of collateral, to the nearest cent.
$12,229,960.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD0682
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,602,530.00
g. Value of collateral, to the nearest cent.
$3,902,794.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQC5798
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$660,863.00
g. Value of collateral, to the nearest cent.
$498,367.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQC7167
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$555,254.00
g. Value of collateral, to the nearest cent.
$428,398.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQC7473
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$415,549.00
g. Value of collateral, to the nearest cent.
$300,438.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQC7728
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,990,897.00
g. Value of collateral, to the nearest cent.
$3,547,629.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQC0619
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$691,846.00
g. Value of collateral, to the nearest cent.
$483,953.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQC1291
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$358,362.00
g. Value of collateral, to the nearest cent.
$257,762.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQC4390
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,694,799.00
g. Value of collateral, to the nearest cent.
$3,599,413.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQB8972
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$656,589.00
g. Value of collateral, to the nearest cent.
$463,550.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQB8161
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$438,526.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQC0887
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$142,450.00
g. Value of collateral, to the nearest cent.
$103,183.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQC0478
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$651,456.00
g. Value of collateral, to the nearest cent.
$493,428.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQC0574
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,926,211.00
g. Value of collateral, to the nearest cent.
$1,362,755.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA9887
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$376,563.00
g. Value of collateral, to the nearest cent.
$316,701.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQA9457
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$547,018.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA9931
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,193,272.00
g. Value of collateral, to the nearest cent.
$2,706,411.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA1686
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$94,535.00
g. Value of collateral, to the nearest cent.
$16,195.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CIZS6335
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$571,000.00
g. Value of collateral, to the nearest cent.
$11,011.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZS4591
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$11,000,000.00
g. Value of collateral, to the nearest cent.
$1,021,268.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS4623
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$320,000.00
g. Value of collateral, to the nearest cent.
$36,011.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZA6713
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,850,000.00
g. Value of collateral, to the nearest cent.
$606,515.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.000 CLZS0454
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-07-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$75,664,600.00
g. Value of collateral, to the nearest cent.
$72,664.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZS1370
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,350,000.00
g. Value of collateral, to the nearest cent.
$16,099.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLZS1444
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-03-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,901,938.00
g. Value of collateral, to the nearest cent.
$47,667.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZS3925
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,028,825.00
g. Value of collateral, to the nearest cent.
$1,252,889.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZN2728
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,101,473.00
g. Value of collateral, to the nearest cent.
$381,623.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZN3275
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,650,434.00
g. Value of collateral, to the nearest cent.
$983,241.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZA6054
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,083,379.00
g. Value of collateral, to the nearest cent.
$1,875,142.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM0187
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$880,000.00
g. Value of collateral, to the nearest cent.
$129,119.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM3072
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,280,902.00
g. Value of collateral, to the nearest cent.
$1,506,992.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM4557
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$85,000.00
g. Value of collateral, to the nearest cent.
$16,136.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM4777
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,375,000.00
g. Value of collateral, to the nearest cent.
$1,471,263.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CIZK2248
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,532,000.00
g. Value of collateral, to the nearest cent.
$15,020.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZL1757
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$940,090.00
g. Value of collateral, to the nearest cent.
$25,941.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 4UZL1056
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,105,217.00
g. Value of collateral, to the nearest cent.
$173,553.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZL2256
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$810,000.00
g. Value of collateral, to the nearest cent.
$116,076.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL3490
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$262,814.00
g. Value of collateral, to the nearest cent.
$41,091.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL9772
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,055,000.00
g. Value of collateral, to the nearest cent.
$356,229.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CTQK1198
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$22,914,941.00
g. Value of collateral, to the nearest cent.
$17,190,046.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 01.500 CIQN6364
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-06-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$450,000.00
g. Value of collateral, to the nearest cent.
$296,268.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLZI5466
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,497,530.00
g. Value of collateral, to the nearest cent.
$110,667.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZJ0950
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,461,230.00
g. Value of collateral, to the nearest cent.
$656,712.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CIZK2123
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,564,596.00
g. Value of collateral, to the nearest cent.
$33,555.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CIQO1348
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,035,200.00
g. Value of collateral, to the nearest cent.
$986,398.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CIQO1373
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$830,641.00
g. Value of collateral, to the nearest cent.
$837,583.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CIQO1370
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,445,924.00
g. Value of collateral, to the nearest cent.
$1,443,810.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CIQO1425
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,127,763.00
g. Value of collateral, to the nearest cent.
$2,112,380.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CIQO1473
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,340,153.00
g. Value of collateral, to the nearest cent.
$1,351,012.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CIQO1495
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,982,898.00
g. Value of collateral, to the nearest cent.
$2,002,338.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CNRD5156
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,952,541.00
g. Value of collateral, to the nearest cent.
$5,013,559.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 3PRE6104
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$850,000.00
g. Value of collateral, to the nearest cent.
$573,287.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 3PSE9055
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$870,000.00
g. Value of collateral, to the nearest cent.
$647,738.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CIQO1314
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$994,572.00
g. Value of collateral, to the nearest cent.
$947,190.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIRC1280
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,400,000.00
g. Value of collateral, to the nearest cent.
$3,166,260.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CIRC2970
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,019,526.00
g. Value of collateral, to the nearest cent.
$2,060,861.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CIRC2972
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,897,942.00
g. Value of collateral, to the nearest cent.
$2,957,494.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CNRD5043
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$26,000.00
g. Value of collateral, to the nearest cent.
$13,077.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA9020
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$369,471.00
g. Value of collateral, to the nearest cent.
$322,314.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA9338
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$124,490.00
g. Value of collateral, to the nearest cent.
$104,928.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CTRB5230
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,505,604.00
g. Value of collateral, to the nearest cent.
$4,346,895.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA7881
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$100,000,000.00
g. Value of collateral, to the nearest cent.
$91,620,065.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA7021
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,632,912.00
g. Value of collateral, to the nearest cent.
$1,313,873.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA7026
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$32,717,399.00
g. Value of collateral, to the nearest cent.
$27,361,449.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA8011
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,445,568.00
g. Value of collateral, to the nearest cent.
$8,847,935.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLRA7549
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$425,000.00
g. Value of collateral, to the nearest cent.
$376,954.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLRA7192
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$210,739.00
g. Value of collateral, to the nearest cent.
$182,029.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA4030
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$175,000.00
g. Value of collateral, to the nearest cent.
$117,002.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA6188
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$76,000.00
g. Value of collateral, to the nearest cent.
$55,383.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQG7153
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$439,829.00
g. Value of collateral, to the nearest cent.
$411,732.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG7593
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$18,988,382.00
g. Value of collateral, to the nearest cent.
$18,613,526.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA7144
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$86,000.00
g. Value of collateral, to the nearest cent.
$22,025.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8342
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$252,179,336.00
g. Value of collateral, to the nearest cent.
$249,999,999.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD8347
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,172,547.00
g. Value of collateral, to the nearest cent.
$1,125,991.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8244
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$24,705,747.00
g. Value of collateral, to the nearest cent.
$22,128,759.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD8350
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$9,415,108.00
g. Value of collateral, to the nearest cent.
$9,517,902.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD8212
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,216,366.00
g. Value of collateral, to the nearest cent.
$1,764,302.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD1492
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,100,000.00
g. Value of collateral, to the nearest cent.
$1,010,392.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CISB0762
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$43,000.00
g. Value of collateral, to the nearest cent.
$36,009.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZT0033
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$161,000.00
g. Value of collateral, to the nearest cent.
$45,895.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF2008
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$560,595.00
g. Value of collateral, to the nearest cent.
$483,609.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE6074
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,451,285.00
g. Value of collateral, to the nearest cent.
$2,173,755.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQC7913
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,382,406.00
g. Value of collateral, to the nearest cent.
$993,348.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CTZA1898
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,399,023.00
g. Value of collateral, to the nearest cent.
$27,672.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-28
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
WELLS FARGO SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.36%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,595,000,000.00
b. Excluding the value of any sponsor support:
$1,595,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.73%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 5.390000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001675365
c. Other unique identifier.
ARP0XQJS9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2022-6 A 20300515 11.
d. Maturity date.
2030-05-15
e. Coupon or yield.
11.000000
f. The principal amount, to the nearest cent.
$190,000,000.00
g. Value of collateral, to the nearest cent.
$152,041,189.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2023-1 AB 20300715 FLT
d. Maturity date.
2030-07-15
e. Coupon or yield.
7.996890
f. The principal amount, to the nearest cent.
$48,000,000.00
g. Value of collateral, to the nearest cent.
$42,744,748.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TH MSR ISSUER TRUST 2019-FT1 NT 20240625 FLT
d. Maturity date.
2024-06-25
e. Coupon or yield.
8.212440
f. The principal amount, to the nearest cent.
$54,224,000.00
g. Value of collateral, to the nearest cent.
$52,543,367.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRAVO RES FDD TR 2022-R1 B 20700129 0.0
d. Maturity date.
2070-01-29
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$56,132,671.00
g. Value of collateral, to the nearest cent.
$46,335,050.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERTZ VECL FIN III LLC 2022-2 D 20280625 5.1
c. LEI (if available).
5493004IHDYOZ9K9WF47
d. Maturity date.
2028-06-25
e. Coupon or yield.
5.160000
f. The principal amount, to the nearest cent.
$97,500,000.00
g. Value of collateral, to the nearest cent.
$85,444,222.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERTZ VCL FIN III LLC 2022-5 D 20280925 6.5
c. LEI (if available).
5493004IHDYOZ9K9WF47
d. Maturity date.
2028-09-25
e. Coupon or yield.
6.780000
f. The principal amount, to the nearest cent.
$47,377,000.00
g. Value of collateral, to the nearest cent.
$43,653,073.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HERTZ VEH FING III LLC 2023-1 D 20270625 9.1
c. LEI (if available).
549300MNOMKDMDFI8J66
d. Maturity date.
2027-06-25
e. Coupon or yield.
9.130000
f. The principal amount, to the nearest cent.
$40,000,000.00
g. Value of collateral, to the nearest cent.
$64,221,467.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRET LLC 2022-NPL2 M 20520425 FLT
d. Maturity date.
2052-04-25
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$76,856,507.00
g. Value of collateral, to the nearest cent.
$55,371,424.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PRET LLC 2022-NPL2 A-1 20520425 FLT
d. Maturity date.
2052-04-25
e. Coupon or yield.
5.240000
f. The principal amount, to the nearest cent.
$28,049,157.00
g. Value of collateral, to the nearest cent.
$19,995,457.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.39%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$488,998,356.96
b. Excluding the value of any sponsor support:
$488,998,356.96
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 5.360000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001675365
c. Other unique identifier.
ARP0XQJW0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
GNRA 2018-7O FE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2068-02-20
e. Coupon or yield.
5.513000
f. The principal amount, to the nearest cent.
$392,617.00
g. Value of collateral, to the nearest cent.
$72,904.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2019-1O FJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2068-09-20
e. Coupon or yield.
4.532050
f. The principal amount, to the nearest cent.
$435,000.00
g. Value of collateral, to the nearest cent.
$32,821.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-15O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-07-20
e. Coupon or yield.
5.663000
f. The principal amount, to the nearest cent.
$145,000.00
g. Value of collateral, to the nearest cent.
$53,826.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-4O FL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-02-20
e. Coupon or yield.
5.563860
f. The principal amount, to the nearest cent.
$450,000.00
g. Value of collateral, to the nearest cent.
$136,259.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2016-7O FM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2066-02-20
e. Coupon or yield.
4.643630
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$1,953.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-12O FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-05-20
e. Coupon or yield.
5.763000
f. The principal amount, to the nearest cent.
$1,900,000.00
g. Value of collateral, to the nearest cent.
$776,119.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-2O FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2067-11-20
e. Coupon or yield.
4.657070
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$14,816.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-5O FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2067-12-20
e. Coupon or yield.
4.906050
f. The principal amount, to the nearest cent.
$3,125,000.00
g. Value of collateral, to the nearest cent.
$27,605.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-3O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-01-20
e. Coupon or yield.
5.763000
f. The principal amount, to the nearest cent.
$350,000.00
g. Value of collateral, to the nearest cent.
$36,501.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-14O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-07-20
e. Coupon or yield.
5.593860
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$36,138.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-16O FL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-07-20
e. Coupon or yield.
5.563860
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$166,132.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-H21 CF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-05-20
e. Coupon or yield.
4.871280
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$1,932.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-H24 FE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-10-20
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$530,000.00
g. Value of collateral, to the nearest cent.
$3,548.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-H11 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
5.613000
f. The principal amount, to the nearest cent.
$205,000.00
g. Value of collateral, to the nearest cent.
$21,949.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-H29 SA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-10-20
e. Coupon or yield.
5.678000
f. The principal amount, to the nearest cent.
$325,000.00
g. Value of collateral, to the nearest cent.
$92,243.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-H05 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-02-20
e. Coupon or yield.
4.962360
f. The principal amount, to the nearest cent.
$1,115,000.00
g. Value of collateral, to the nearest cent.
$2,054.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-H15 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-06-20
e. Coupon or yield.
5.613000
f. The principal amount, to the nearest cent.
$170,000.00
g. Value of collateral, to the nearest cent.
$28,982.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-H08 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
5.513000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$30,530.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-H20 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-09-20
e. Coupon or yield.
5.713000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$17,040.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-H20 BA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-09-20
e. Coupon or yield.
5.723000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$62,926.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-038 GA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$24,076,200.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-226 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$98,526,689.00
g. Value of collateral, to the nearest cent.
$70,925,145.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-17O FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2073-07-20
e. Coupon or yield.
5.967940
f. The principal amount, to the nearest cent.
$51,711,395.00
g. Value of collateral, to the nearest cent.
$50,724,872.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-08O AF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2068-01-20
e. Coupon or yield.
4.546880
f. The principal amount, to the nearest cent.
$34,631,141.00
g. Value of collateral, to the nearest cent.
$20,646,706.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREDDIE MAC REMIC SERIES K-750 A-2 20290925 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-09-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$134,840,000.00
g. Value of collateral, to the nearest cent.
$123,424,175.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-155 A-2 20330425 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-04-25
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$10,999,000.00
g. Value of collateral, to the nearest cent.
$10,683,094.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-F105 AS 20310225 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-02-25
e. Coupon or yield.
5.315280
f. The principal amount, to the nearest cent.
$5,584,000.00
g. Value of collateral, to the nearest cent.
$3,489,867.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-F136 AS 20320426 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-04-26
e. Coupon or yield.
5.475280
f. The principal amount, to the nearest cent.
$1,990,000.00
g. Value of collateral, to the nearest cent.
$1,650,600.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD0502
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$241,749,903.00
g. Value of collateral, to the nearest cent.
$135,924,316.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD1087
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$154,598,707.00
g. Value of collateral, to the nearest cent.
$134,327,797.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-060 YB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$367,551.00
g. Value of collateral, to the nearest cent.
$353,699.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-161 B
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$22,625,698.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-048 YJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,568,024.00
g. Value of collateral, to the nearest cent.
$1,521,412.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-048 A
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$70,000,000.00
g. Value of collateral, to the nearest cent.
$69,291,664.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-053 KF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.968320
f. The principal amount, to the nearest cent.
$9,969,000.00
g. Value of collateral, to the nearest cent.
$9,792,635.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-090 PW
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$17,564,000.00
g. Value of collateral, to the nearest cent.
$15,711,987.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD2969
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$35,398,955.00
g. Value of collateral, to the nearest cent.
$29,835,977.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLSD3302
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$141,399,402.00
g. Value of collateral, to the nearest cent.
$114,230,580.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD3290
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$113,746,232.00
g. Value of collateral, to the nearest cent.
$107,265,704.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-170 FM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-16
e. Coupon or yield.
5.636120
f. The principal amount, to the nearest cent.
$18,989,256.00
g. Value of collateral, to the nearest cent.
$10,138,279.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-170 FN
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-16
e. Coupon or yield.
5.636120
f. The principal amount, to the nearest cent.
$18,356,090.00
g. Value of collateral, to the nearest cent.
$9,415,064.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-5O FG
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2068-08-20
e. Coupon or yield.
3.857710
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$45,619.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2015-182 AB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,566,918.00
g. Value of collateral, to the nearest cent.
$577,260.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2016-10 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-01-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$10,432,125.00
g. Value of collateral, to the nearest cent.
$2,119,953.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2016-101 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-07-20
e. Coupon or yield.
5.769050
f. The principal amount, to the nearest cent.
$12,467,532.00
g. Value of collateral, to the nearest cent.
$3,609,129.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-27 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-02-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$12,122,720.00
g. Value of collateral, to the nearest cent.
$3,235,465.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-11 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-20
e. Coupon or yield.
5.769050
f. The principal amount, to the nearest cent.
$12,406,862.00
g. Value of collateral, to the nearest cent.
$3,644,563.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2017-65 JY
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$289,000.00
g. Value of collateral, to the nearest cent.
$229,501.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-102 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-07-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$66,036,717.00
g. Value of collateral, to the nearest cent.
$8,263,275.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-106 FC
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-07-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$19,360,000.00
g. Value of collateral, to the nearest cent.
$1,976,708.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-106 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-07-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$22,400,000.00
g. Value of collateral, to the nearest cent.
$3,616,705.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2015-063 BQ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-08-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$2,089,309.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-72 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$34,844,356.00
g. Value of collateral, to the nearest cent.
$5,482,502.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-124 AF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-09-20
e. Coupon or yield.
5.619050
f. The principal amount, to the nearest cent.
$7,825,000.00
g. Value of collateral, to the nearest cent.
$1,973,391.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-159 GF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-11-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$40,707,077.00
g. Value of collateral, to the nearest cent.
$4,515,266.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-158 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-11-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$15,193,428.00
g. Value of collateral, to the nearest cent.
$1,833,446.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-183 WF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-12-20
e. Coupon or yield.
5.505000
f. The principal amount, to the nearest cent.
$7,098,394.00
g. Value of collateral, to the nearest cent.
$720,362.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-020 WF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-02-20
e. Coupon or yield.
5.505000
f. The principal amount, to the nearest cent.
$12,312,042.00
g. Value of collateral, to the nearest cent.
$1,215,958.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-086 AE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-16
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$6,500,000.00
g. Value of collateral, to the nearest cent.
$604,351.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-117 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-08-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$32,230,011.00
g. Value of collateral, to the nearest cent.
$3,816,164.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-41 FC
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-03-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$25,593,175.00
g. Value of collateral, to the nearest cent.
$5,009,515.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-60 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-04-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$81,818,181.00
g. Value of collateral, to the nearest cent.
$10,806,577.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-058 FM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-04-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$48,547,482.00
g. Value of collateral, to the nearest cent.
$7,085,212.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-091 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-06-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$2,993,124.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-178 HF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-12-20
e. Coupon or yield.
5.719050
f. The principal amount, to the nearest cent.
$28,571,428.00
g. Value of collateral, to the nearest cent.
$6,299,335.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-143 WF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-10-20
e. Coupon or yield.
5.505000
f. The principal amount, to the nearest cent.
$16,006,067.00
g. Value of collateral, to the nearest cent.
$1,378,031.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-129 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-09-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$35,600,000.00
g. Value of collateral, to the nearest cent.
$3,199,517.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-135 B
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2054-07-16
e. Coupon or yield.
3.050000
f. The principal amount, to the nearest cent.
$17,405,000.00
g. Value of collateral, to the nearest cent.
$4,607,839.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-169 FE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-11-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$117,178,047.00
g. Value of collateral, to the nearest cent.
$8,879,534.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-032 AF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-02-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$102,631,709.00
g. Value of collateral, to the nearest cent.
$11,272,247.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-025 HF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-02-20
e. Coupon or yield.
5.769050
f. The principal amount, to the nearest cent.
$38,571,428.00
g. Value of collateral, to the nearest cent.
$7,519,390.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-19 FC
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-02-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$38,181,818.00
g. Value of collateral, to the nearest cent.
$3,254,824.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-117 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$40,000,000.00
g. Value of collateral, to the nearest cent.
$3,164,839.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-117 FN
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-07-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$101,572,254.00
g. Value of collateral, to the nearest cent.
$9,781,401.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-117 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$39,000,000.00
g. Value of collateral, to the nearest cent.
$3,661,170.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-116 F
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$65,000,000.00
g. Value of collateral, to the nearest cent.
$5,702,005.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-122 MF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-20
e. Coupon or yield.
5.719050
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$1,695,735.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-31 PF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-09-16
e. Coupon or yield.
5.686120
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$513,272.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-148 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$4,388,949.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-144 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$37,666,667.00
g. Value of collateral, to the nearest cent.
$5,239,742.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-117 AF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$87,600,000.00
g. Value of collateral, to the nearest cent.
$8,477,934.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-116 FJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$23,200,000.00
g. Value of collateral, to the nearest cent.
$2,626,832.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-116 FL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-20
e. Coupon or yield.
5.719050
f. The principal amount, to the nearest cent.
$78,900,091.00
g. Value of collateral, to the nearest cent.
$7,603,452.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-099 AF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-06-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$24,887,388.00
g. Value of collateral, to the nearest cent.
$4,790,990.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-010 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-01-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$29,437,575.00
g. Value of collateral, to the nearest cent.
$3,085,270.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-110 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-07-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$56,921,592.00
g. Value of collateral, to the nearest cent.
$6,998,348.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-170 FT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-02-20
e. Coupon or yield.
5.809050
f. The principal amount, to the nearest cent.
$61,000,000.00
g. Value of collateral, to the nearest cent.
$1,970,515.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-144 FP
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$103,766,260.00
g. Value of collateral, to the nearest cent.
$9,626,977.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-064 NF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-04-20
e. Coupon or yield.
5.619050
f. The principal amount, to the nearest cent.
$30,000,000.00
g. Value of collateral, to the nearest cent.
$1,386,258.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-017 AM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-06-16
e. Coupon or yield.
3.536830
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$3,662.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-182 FY
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-12-20
e. Coupon or yield.
5.769050
f. The principal amount, to the nearest cent.
$27,800,000.00
g. Value of collateral, to the nearest cent.
$3,798,209.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-189 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-12-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$24,000,000.00
g. Value of collateral, to the nearest cent.
$1,971,226.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-189 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-12-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$40,000,000.00
g. Value of collateral, to the nearest cent.
$4,111,174.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-004 FM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-01-16
e. Coupon or yield.
5.736120
f. The principal amount, to the nearest cent.
$56,332,049.00
g. Value of collateral, to the nearest cent.
$4,111,574.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-053 AE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-03-16
e. Coupon or yield.
2.694300
f. The principal amount, to the nearest cent.
$535,000.00
g. Value of collateral, to the nearest cent.
$34,496.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-075 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-06-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$5,800,000.00
g. Value of collateral, to the nearest cent.
$855,347.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-149 GF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-12-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$56,433,950.00
g. Value of collateral, to the nearest cent.
$4,047,793.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-026 MF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-02-20
e. Coupon or yield.
5.619050
f. The principal amount, to the nearest cent.
$80,283,084.00
g. Value of collateral, to the nearest cent.
$6,006,048.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-037 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-03-16
e. Coupon or yield.
5.606120
f. The principal amount, to the nearest cent.
$42,187,500.00
g. Value of collateral, to the nearest cent.
$3,933,451.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-037 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-03-20
e. Coupon or yield.
5.639050
f. The principal amount, to the nearest cent.
$37,714,285.00
g. Value of collateral, to the nearest cent.
$2,782,636.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-066 FJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$25,800,000.00
g. Value of collateral, to the nearest cent.
$1,355,515.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-066 FK
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$28,200,000.00
g. Value of collateral, to the nearest cent.
$2,865,100.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-066 FM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$31,200,000.00
g. Value of collateral, to the nearest cent.
$2,048,775.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-070 QF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-16
e. Coupon or yield.
5.946120
f. The principal amount, to the nearest cent.
$100,000,000.00
g. Value of collateral, to the nearest cent.
$7,900,782.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-070 TF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-04-16
e. Coupon or yield.
5.946120
f. The principal amount, to the nearest cent.
$110,949,530.00
g. Value of collateral, to the nearest cent.
$11,121,880.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-091 FL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-06-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$40,000,000.00
g. Value of collateral, to the nearest cent.
$2,058,247.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-05 FL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-01-20
e. Coupon or yield.
5.869050
f. The principal amount, to the nearest cent.
$20,125,851.00
g. Value of collateral, to the nearest cent.
$1,444,902.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-021 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-02-16
e. Coupon or yield.
5.836120
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$329,572.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-054 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-04-20
e. Coupon or yield.
5.869050
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$3,149,984.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-032 FM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-03-20
e. Coupon or yield.
5.869050
f. The principal amount, to the nearest cent.
$15,552,453.00
g. Value of collateral, to the nearest cent.
$885,461.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-032 F
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-03-16
e. Coupon or yield.
5.836120
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$632,514.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-066 FC
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$49,500,000.00
g. Value of collateral, to the nearest cent.
$6,827,596.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2010-168 FL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-12-20
e. Coupon or yield.
5.869050
f. The principal amount, to the nearest cent.
$30,000,000.00
g. Value of collateral, to the nearest cent.
$1,711,693.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2010-166 PF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-16
e. Coupon or yield.
5.786120
f. The principal amount, to the nearest cent.
$15,579,884.00
g. Value of collateral, to the nearest cent.
$1,219,698.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2010-166 DF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-02-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$22,850,924.00
g. Value of collateral, to the nearest cent.
$72,004.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2010-166 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-12-20
e. Coupon or yield.
5.849050
f. The principal amount, to the nearest cent.
$8,760,310.00
g. Value of collateral, to the nearest cent.
$1,103,200.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-013 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-01-20
e. Coupon or yield.
5.919050
f. The principal amount, to the nearest cent.
$30,000,000.00
g. Value of collateral, to the nearest cent.
$1,392,490.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-024 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-02-20
e. Coupon or yield.
5.869050
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$3,319,688.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-75 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-05-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$24,180,000.00
g. Value of collateral, to the nearest cent.
$4,529,742.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-52 FH
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-04-20
e. Coupon or yield.
5.719050
f. The principal amount, to the nearest cent.
$25,476,857.00
g. Value of collateral, to the nearest cent.
$5,741,670.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-52 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-04-20
e. Coupon or yield.
5.719050
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$5,813,074.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2010-34 HF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-10-20
e. Coupon or yield.
5.869050
f. The principal amount, to the nearest cent.
$6,525,424.00
g. Value of collateral, to the nearest cent.
$357,454.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2010-151 FM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-11-16
e. Coupon or yield.
5.756120
f. The principal amount, to the nearest cent.
$1,952,687.00
g. Value of collateral, to the nearest cent.
$133,064.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-018 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-02-20
e. Coupon or yield.
5.869050
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$933,353.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-29O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-10-20
e. Coupon or yield.
4.644060
f. The principal amount, to the nearest cent.
$13,300,000.00
g. Value of collateral, to the nearest cent.
$9,343.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2016-4O FK
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2066-02-20
e. Coupon or yield.
6.213000
f. The principal amount, to the nearest cent.
$8,778,000.00
g. Value of collateral, to the nearest cent.
$3,682,682.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2016-20O PT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2066-09-20
e. Coupon or yield.
5.242810
f. The principal amount, to the nearest cent.
$1,900,000.00
g. Value of collateral, to the nearest cent.
$964,592.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2016-3O PT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2066-09-20
e. Coupon or yield.
5.673710
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$397,975.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-14O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-06-20
e. Coupon or yield.
5.733000
f. The principal amount, to the nearest cent.
$1,700,000.00
g. Value of collateral, to the nearest cent.
$775,524.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-18O FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-07-20
e. Coupon or yield.
5.479350
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$288,939.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-20O FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-08-20
e. Coupon or yield.
4.564290
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$539,828.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2016-4O KF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2066-11-20
e. Coupon or yield.
4.460310
f. The principal amount, to the nearest cent.
$1,237,000.00
g. Value of collateral, to the nearest cent.
$576,335.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-27O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-09-20
e. Coupon or yield.
4.539470
f. The principal amount, to the nearest cent.
$16,095,000.00
g. Value of collateral, to the nearest cent.
$7,771,469.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-018 GF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-02-20
e. Coupon or yield.
5.505000
f. The principal amount, to the nearest cent.
$14,312,547.00
g. Value of collateral, to the nearest cent.
$1,959,695.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-37 NF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-03-20
e. Coupon or yield.
5.769050
f. The principal amount, to the nearest cent.
$18,584,817.00
g. Value of collateral, to the nearest cent.
$4,904,724.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-0O FH
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-04-20
e. Coupon or yield.
4.988040
f. The principal amount, to the nearest cent.
$7,600,000.00
g. Value of collateral, to the nearest cent.
$2,857,884.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-11O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-04-20
e. Coupon or yield.
4.743660
f. The principal amount, to the nearest cent.
$1,885,000.00
g. Value of collateral, to the nearest cent.
$975.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-11O FC
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-05-20
e. Coupon or yield.
5.713000
f. The principal amount, to the nearest cent.
$1,800,000.00
g. Value of collateral, to the nearest cent.
$670,566.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-3O MA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2067-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,161,672.00
g. Value of collateral, to the nearest cent.
$587,603.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-2O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-01-20
e. Coupon or yield.
4.377850
f. The principal amount, to the nearest cent.
$30,619,193.00
g. Value of collateral, to the nearest cent.
$11,921,135.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-8O FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-03-20
e. Coupon or yield.
4.694130
f. The principal amount, to the nearest cent.
$18,216,940.00
g. Value of collateral, to the nearest cent.
$7,030,955.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-9O HA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-03-20
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$645,000.00
g. Value of collateral, to the nearest cent.
$177.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-081 FT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-16
e. Coupon or yield.
5.836120
f. The principal amount, to the nearest cent.
$9,365,589.00
g. Value of collateral, to the nearest cent.
$642,848.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2007-017 CF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-04-16
e. Coupon or yield.
5.586120
f. The principal amount, to the nearest cent.
$60,827,772.00
g. Value of collateral, to the nearest cent.
$3,663,729.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-1O FE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2068-01-20
e. Coupon or yield.
4.435060
f. The principal amount, to the nearest cent.
$2,729,000.00
g. Value of collateral, to the nearest cent.
$1,507,491.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-H20 PT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-07-20
e. Coupon or yield.
5.535810
f. The principal amount, to the nearest cent.
$840,000.00
g. Value of collateral, to the nearest cent.
$133,040.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2012-084 TB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-07-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$390,245.00
g. Value of collateral, to the nearest cent.
$314,100.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2011-H23 HA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,230,000.00
g. Value of collateral, to the nearest cent.
$5,228.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2023-HQA1 M-2 20430526 FLT
c. LEI (if available).
5493000IRHY5YZIPQD14
d. Maturity date.
2043-05-26
e. Coupon or yield.
10.569000
f. The principal amount, to the nearest cent.
$11,710,000.00
g. Value of collateral, to the nearest cent.
$12,552,329.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2006-033 PC
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,548,225.00
g. Value of collateral, to the nearest cent.
$252,751.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2004-080 PE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$34,883,000.00
g. Value of collateral, to the nearest cent.
$14,461,351.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2004-080 WH
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$26,331,000.00
g. Value of collateral, to the nearest cent.
$2,434,226.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2012-H31 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-12-20
e. Coupon or yield.
5.503000
f. The principal amount, to the nearest cent.
$15,808,000.00
g. Value of collateral, to the nearest cent.
$3,450,133.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-021 DT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$49,929,660.00
g. Value of collateral, to the nearest cent.
$48,386,272.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-032 GA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,223,716.00
g. Value of collateral, to the nearest cent.
$9,754,192.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-215 YJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,349,598.00
g. Value of collateral, to the nearest cent.
$1,327,837.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-068 PW
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,539,000.00
g. Value of collateral, to the nearest cent.
$8,045,485.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-068 QW
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$15,203,000.00
g. Value of collateral, to the nearest cent.
$12,798,579.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-069 KA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$52,939,317.00
g. Value of collateral, to the nearest cent.
$38,089,736.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-046 LY
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$16,174,000.00
g. Value of collateral, to the nearest cent.
$13,057,076.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-07O FG
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2072-03-20
e. Coupon or yield.
4.493990
f. The principal amount, to the nearest cent.
$1,042,000.00
g. Value of collateral, to the nearest cent.
$813,763.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-013 AT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$23,993,369.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-190 FJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
6.118320
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$23,243,938.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-215 HY
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,508,297.00
g. Value of collateral, to the nearest cent.
$2,406,544.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2019-01 PE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,402,000.00
g. Value of collateral, to the nearest cent.
$4,617,687.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-014 AE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2056-02-16
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$98,000.00
g. Value of collateral, to the nearest cent.
$75,286.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2019-125 DF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
5.819050
f. The principal amount, to the nearest cent.
$1,508,000.00
g. Value of collateral, to the nearest cent.
$740,289.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2021-042 KB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,036,660.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-24O BF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2072-11-20
e. Coupon or yield.
6.238320
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$1,017,383.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-02O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2073-01-20
e. Coupon or yield.
5.968320
f. The principal amount, to the nearest cent.
$503,896.00
g. Value of collateral, to the nearest cent.
$507,002.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-12 FM
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$24,520,731.00
g. Value of collateral, to the nearest cent.
$6,643,044.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-014 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
5.619050
f. The principal amount, to the nearest cent.
$13,626,081.00
g. Value of collateral, to the nearest cent.
$3,599,633.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-072 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
5.619050
f. The principal amount, to the nearest cent.
$77,205,000.00
g. Value of collateral, to the nearest cent.
$8,159,627.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-48 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$22,435,412.00
g. Value of collateral, to the nearest cent.
$5,679,283.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-76 FN
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
5.669050
f. The principal amount, to the nearest cent.
$16,114,759.00
g. Value of collateral, to the nearest cent.
$4,638,327.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-127 FG
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-09-20
e. Coupon or yield.
5.619050
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$3,090,845.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2020-14O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2070-06-20
e. Coupon or yield.
5.487050
f. The principal amount, to the nearest cent.
$455,000.00
g. Value of collateral, to the nearest cent.
$252,670.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2020-14O FH
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2070-08-20
e. Coupon or yield.
4.577080
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$542,416.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2020-21O FL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2070-12-20
e. Coupon or yield.
4.380900
f. The principal amount, to the nearest cent.
$24,366,771.00
g. Value of collateral, to the nearest cent.
$17,369,805.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-03O FJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2071-02-20
e. Coupon or yield.
4.365170
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$1,619,548.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2016-168 GK
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$9,105,000.00
g. Value of collateral, to the nearest cent.
$1,769,621.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREDDIE SCRTT SERIES 2020-1 MT 20590825 2.5
d. Maturity date.
2059-08-25
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$10,435,000.00
g. Value of collateral, to the nearest cent.
$5,179,309.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC SCRTT SERIES 2020-2 MT 20591125 2.0
d. Maturity date.
2059-11-25
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$850,000.00
g. Value of collateral, to the nearest cent.
$430,066.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREDDIE SCRTT SERIES 2020-3 MT 20600525 2.0
d. Maturity date.
2060-05-25
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$775,000.00
g. Value of collateral, to the nearest cent.
$410,063.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2023-DNA2 M-1A 20430425 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-25
e. Coupon or yield.
7.168990
f. The principal amount, to the nearest cent.
$3,050,000.00
g. Value of collateral, to the nearest cent.
$2,914,593.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC MULTI SCR 2021-MN1 B-1 20510125 FLT
d. Maturity date.
2051-01-25
e. Coupon or yield.
12.819000
f. The principal amount, to the nearest cent.
$6,279,000.00
g. Value of collateral, to the nearest cent.
$6,019,228.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREDDIE SCRT SERIES 2021-2 TT 20601125 2.0
d. Maturity date.
2060-11-25
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$6,126,000.00
g. Value of collateral, to the nearest cent.
$3,316,960.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREDDIE MAC SCRT SERIES 2021-3 TT 20610325 2.0
d. Maturity date.
2061-03-25
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,912,000.00
g. Value of collateral, to the nearest cent.
$1,140,096.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC SCRTT SERIES 2017-3 HB 20560725 FLT
d. Maturity date.
2056-07-25
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$201,815.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREDDIE MAC SCRT SERIES 2022-2 MA 20620425 3.0
d. Maturity date.
2062-04-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,842,000.00
g. Value of collateral, to the nearest cent.
$7,375,151.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC SCRTT SERIES 2018-3 HT 20570827 3.0
d. Maturity date.
2057-08-27
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$233,040.00
g. Value of collateral, to the nearest cent.
$115,993.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC MULTI SCR 2021-MN1 M-2 20510125 FLT
d. Maturity date.
2051-01-25
e. Coupon or yield.
8.819010
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,611,191.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-734 A-2 20260225 3.2
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-02-25
e. Coupon or yield.
3.208000
f. The principal amount, to the nearest cent.
$33,227,000.00
g. Value of collateral, to the nearest cent.
$31,888,262.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-F77 AL 20270225 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-02-25
e. Coupon or yield.
5.917710
f. The principal amount, to the nearest cent.
$18,250,000.00
g. Value of collateral, to the nearest cent.
$5,724,854.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-F78 AL 20300325 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-03-25
e. Coupon or yield.
6.017710
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$11,179,615.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC WLST 2017-SC01 1-A 20461225 3.0
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-12-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$637,414.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2020-02O FC
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2070-01-20
e. Coupon or yield.
4.194850
f. The principal amount, to the nearest cent.
$15,523,909.00
g. Value of collateral, to the nearest cent.
$8,490,150.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2018-108 A
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2059-05-16
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$40,645.00
g. Value of collateral, to the nearest cent.
$5,391.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2018-114 B
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2059-01-16
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$5,241,000.00
g. Value of collateral, to the nearest cent.
$506,339.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-07O FL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2071-04-20
e. Coupon or yield.
4.546980
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$4,174,131.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-09O QF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2071-06-20
e. Coupon or yield.
6.568320
f. The principal amount, to the nearest cent.
$36,066,096.00
g. Value of collateral, to the nearest cent.
$29,191,751.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-11O FN
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2071-07-20
e. Coupon or yield.
6.568320
f. The principal amount, to the nearest cent.
$5,980,570.00
g. Value of collateral, to the nearest cent.
$4,723,911.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2017-76 DG
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$377,055.00
g. Value of collateral, to the nearest cent.
$318,681.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREMF MTG TR 2016-KF26 B 20261025 FLT
c. LEI (if available).
549300AP3MSHI22J3043
d. Maturity date.
2026-10-25
e. Coupon or yield.
10.467700
f. The principal amount, to the nearest cent.
$13,801,000.00
g. Value of collateral, to the nearest cent.
$2,536,967.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREMF MTG TR 2016-KF25 B 20231025 FLT
d. Maturity date.
2023-10-25
e. Coupon or yield.
10.217700
f. The principal amount, to the nearest cent.
$4,741,000.00
g. Value of collateral, to the nearest cent.
$823,744.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRESB MTG TR 2019-SB59 A-7H 20381125 FLT
d. Maturity date.
2038-11-25
e. Coupon or yield.
3.330000
f. The principal amount, to the nearest cent.
$4,668,000.00
g. Value of collateral, to the nearest cent.
$3,460,026.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD0688
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$215,575,351.00
g. Value of collateral, to the nearest cent.
$159,765,507.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-070 N
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$14,135,178.00
g. Value of collateral, to the nearest cent.
$13,028,401.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-079 PA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$8,404,000.00
g. Value of collateral, to the nearest cent.
$8,256,988.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-079 PY
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$8,225,658.00
g. Value of collateral, to the nearest cent.
$7,850,003.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-079 L
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,505,961.00
g. Value of collateral, to the nearest cent.
$5,033,512.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-060 FT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-03-20
e. Coupon or yield.
5.769050
f. The principal amount, to the nearest cent.
$60,712,119.00
g. Value of collateral, to the nearest cent.
$57,570,269.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-060 TF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-04-20
e. Coupon or yield.
5.769050
f. The principal amount, to the nearest cent.
$59,200,668.00
g. Value of collateral, to the nearest cent.
$56,093,271.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-060 YD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,618,160.00
g. Value of collateral, to the nearest cent.
$3,515,247.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-079 JY
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,093,195.00
g. Value of collateral, to the nearest cent.
$9,695,025.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-048 PV
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,127,016.00
g. Value of collateral, to the nearest cent.
$9,739,443.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-048 CY
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$440,718.00
g. Value of collateral, to the nearest cent.
$430,338.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-060 PT
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$40,552,528.00
g. Value of collateral, to the nearest cent.
$36,881,756.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-177 DN
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$34,802,000.00
g. Value of collateral, to the nearest cent.
$32,507,629.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-146 H
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$28,512,631.00
g. Value of collateral, to the nearest cent.
$25,528,008.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA9060
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$132,524,096.00
g. Value of collateral, to the nearest cent.
$130,778,278.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES T-021 A 20291025 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-10-25
e. Coupon or yield.
5.543490
f. The principal amount, to the nearest cent.
$130,000.00
g. Value of collateral, to the nearest cent.
$197.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-121 A-2 20301025 1.5
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-10-25
e. Coupon or yield.
1.547000
f. The principal amount, to the nearest cent.
$650,000.00
g. Value of collateral, to the nearest cent.
$525,662.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC SERIES K-W08 A-2 20290125 3.6
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-01-25
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$1,100,000.00
g. Value of collateral, to the nearest cent.
$1,037,425.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD2526
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$148,469,605.00
g. Value of collateral, to the nearest cent.
$137,286,058.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8315
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$127,981,542.00
g. Value of collateral, to the nearest cent.
$122,782,950.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Fannie Mae
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-25
e. Coupon or yield.
5.628020
f. The principal amount, to the nearest cent.
$5,893,334.00
g. Value of collateral, to the nearest cent.
$478,254.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Fannie Mae
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-08-25
e. Coupon or yield.
5.403320
f. The principal amount, to the nearest cent.
$6,359,666.00
g. Value of collateral, to the nearest cent.
$1,056,474.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2023-DNA2 B-1 20430425 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-25
e. Coupon or yield.
12.669000
f. The principal amount, to the nearest cent.
$5,800,000.00
g. Value of collateral, to the nearest cent.
$6,258,150.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2015-26O FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-10-20
e. Coupon or yield.
5.683000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$96,923.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2016-6O FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2065-07-20
e. Coupon or yield.
5.760460
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$334,923.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-068 GW
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,606,000.00
g. Value of collateral, to the nearest cent.
$6,402,857.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2023-HQA2 M-2 20430625 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-06-25
e. Coupon or yield.
8.919010
f. The principal amount, to the nearest cent.
$7,800,000.00
g. Value of collateral, to the nearest cent.
$8,089,758.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2023-DNA2 M-2 20430425 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-25
e. Coupon or yield.
10.769000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$3,266,351.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-151 A-2 20321025 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-10-25
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$48,884,000.00
g. Value of collateral, to the nearest cent.
$45,818,712.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD8332
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$142,902,597.00
g. Value of collateral, to the nearest cent.
$141,346,622.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD7550
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$146,004,566.00
g. Value of collateral, to the nearest cent.
$113,395,833.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC REMIC SERIES K-F30 A 20270325 FLT
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-03-25
e. Coupon or yield.
5.587710
f. The principal amount, to the nearest cent.
$8,000,000.00
g. Value of collateral, to the nearest cent.
$67,227.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-25
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
BOFA SECURITIES INC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.36%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,793,000,000.00
b. Excluding the value of any sponsor support:
$2,793,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.28%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK PLC
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK PLC 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
G5GSEF7VJP5I7OUK5573
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001484212
c. Other unique identifier.
ARP0XQK24
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-02-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$5,400,000.00
g. Value of collateral, to the nearest cent.
$5,016,302.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-05-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$103,608,200.00
g. Value of collateral, to the nearest cent.
$91,601,959.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$12,184,400.00
g. Value of collateral, to the nearest cent.
$10,121,957.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$8,977,700.00
g. Value of collateral, to the nearest cent.
$6,397,542.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-02-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$154,473,700.00
g. Value of collateral, to the nearest cent.
$103,745,042.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$121,440,800.00
g. Value of collateral, to the nearest cent.
$99,647,352.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-08-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$98,676,000.00
g. Value of collateral, to the nearest cent.
$91,863,697.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-05-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$101,628,100.00
g. Value of collateral, to the nearest cent.
$64,376,618.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2051-02-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$6,615,000.00
g. Value of collateral, to the nearest cent.
$4,284,410.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-05-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$58,385,500.00
g. Value of collateral, to the nearest cent.
$44,130,614.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2051-11-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$167,121,900.00
g. Value of collateral, to the nearest cent.
$107,077,714.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-02-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$49,670,000.00
g. Value of collateral, to the nearest cent.
$37,654,483.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2052-08-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,359,800.00
g. Value of collateral, to the nearest cent.
$4,482,914.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-08-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$4,568,000.00
g. Value of collateral, to the nearest cent.
$4,119,333.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2053-02-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$202,800.00
g. Value of collateral, to the nearest cent.
$191,721.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2053-05-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$29,269,000.00
g. Value of collateral, to the nearest cent.
$27,446,856.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-05-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$47,643,700.00
g. Value of collateral, to the nearest cent.
$25,953,690.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-08-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$85,400,000.00
g. Value of collateral, to the nearest cent.
$53,866,377.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-05-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$16,800.00
g. Value of collateral, to the nearest cent.
$16,140.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-30
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$26,799,700.00
g. Value of collateral, to the nearest cent.
$26,393,577.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-11-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$13,595,000.00
g. Value of collateral, to the nearest cent.
$9,767,583.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-02-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$34,720,100.00
g. Value of collateral, to the nearest cent.
$26,760,721.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$60,714,200.00
g. Value of collateral, to the nearest cent.
$65,608,917.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$27,936,000.00
g. Value of collateral, to the nearest cent.
$29,538,717.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$35,000,000.00
g. Value of collateral, to the nearest cent.
$39,286,658.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$119,747,400.00
g. Value of collateral, to the nearest cent.
$128,518,341.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-08-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$511,200.00
g. Value of collateral, to the nearest cent.
$504,885.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-11-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$78,831,000.00
g. Value of collateral, to the nearest cent.
$80,848,101.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-08-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$117,422,000.00
g. Value of collateral, to the nearest cent.
$112,859,348.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-08-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,130.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-05-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$118,193,100.00
g. Value of collateral, to the nearest cent.
$99,880,045.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$28,448,900.00
g. Value of collateral, to the nearest cent.
$23,232,040.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-11-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$50,406,800.00
g. Value of collateral, to the nearest cent.
$40,716,903.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$49,426,200.00
g. Value of collateral, to the nearest cent.
$42,695,197.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2038-02-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$40,688,300.00
g. Value of collateral, to the nearest cent.
$43,255,371.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-02-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$22,381,000.00
g. Value of collateral, to the nearest cent.
$21,371,252.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-08-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$18,343,300.00
g. Value of collateral, to the nearest cent.
$15,702,362.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-02-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$75,839,200.00
g. Value of collateral, to the nearest cent.
$66,182,451.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$26,962,800.00
g. Value of collateral, to the nearest cent.
$27,743,109.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2036-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$901,200.00
g. Value of collateral, to the nearest cent.
$974,444.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$469,900.00
g. Value of collateral, to the nearest cent.
$517,637.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-11-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$611,900.00
g. Value of collateral, to the nearest cent.
$574,209.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-11-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$116,248,400.00
g. Value of collateral, to the nearest cent.
$93,626,650.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$27,637,400.00
g. Value of collateral, to the nearest cent.
$22,923,265.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-02-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$30,260,300.00
g. Value of collateral, to the nearest cent.
$32,014,907.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-08-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$6,061,700.00
g. Value of collateral, to the nearest cent.
$6,623,638.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$421,700.00
g. Value of collateral, to the nearest cent.
$440,327.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-02-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$4,568,200.00
g. Value of collateral, to the nearest cent.
$4,893,526.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$24,911,900.00
g. Value of collateral, to the nearest cent.
$26,643,183.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-15
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$283,400.00
g. Value of collateral, to the nearest cent.
$312,555.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-11-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$359,800.00
g. Value of collateral, to the nearest cent.
$389,828.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-05-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$30,133,200.00
g. Value of collateral, to the nearest cent.
$34,284,272.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-02-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$604,100.00
g. Value of collateral, to the nearest cent.
$669,083.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$16,485,100.00
g. Value of collateral, to the nearest cent.
$17,709,951.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-02-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$516,500.00
g. Value of collateral, to the nearest cent.
$554,369.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-11-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$50,067,800.00
g. Value of collateral, to the nearest cent.
$43,451,376.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Barclays Bank PLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,915,000,000.00
b. Excluding the value of any sponsor support:
$1,915,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.88%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS SA 5.470000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000872786
c. Other unique identifier.
ARP0XQKN8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
SAXON ASSET SEC TR 2007-1 M-1 20470125 FLT
d. Maturity date.
2047-01-25
e. Coupon or yield.
5.702470
f. The principal amount, to the nearest cent.
$2,295,000.00
g. Value of collateral, to the nearest cent.
$1,437,414.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAXON ASSET SEC TR 2007-3 1-M1 20470925 FLT
d. Maturity date.
2047-09-25
e. Coupon or yield.
6.212470
f. The principal amount, to the nearest cent.
$4,773,000.00
g. Value of collateral, to the nearest cent.
$3,422,066.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARK PLACE SECS 2005-WHQ4 M-4 20350925 FLT
d. Maturity date.
2035-09-25
e. Coupon or yield.
6.327470
f. The principal amount, to the nearest cent.
$27,625,000.00
g. Value of collateral, to the nearest cent.
$12,644,565.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PEOPLES CHOICE HM LN 2005-1 M5 20350225 FLT
d. Maturity date.
2035-02-25
e. Coupon or yield.
6.912470
f. The principal amount, to the nearest cent.
$4,100,000.00
g. Value of collateral, to the nearest cent.
$2,951,172.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
POPULAR ABS 2006-A M-3 20360225 FLT
d. Maturity date.
2036-02-25
e. Coupon or yield.
6.447470
f. The principal amount, to the nearest cent.
$2,960,292.00
g. Value of collateral, to the nearest cent.
$2,130,979.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OPTION ONE MTG LN TR 2005-1 M-2 20350225 FLT
d. Maturity date.
2035-02-25
e. Coupon or yield.
6.222470
f. The principal amount, to the nearest cent.
$8,800,000.00
g. Value of collateral, to the nearest cent.
$1,729,222.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2022-1 C 20291015 4.8
d. Maturity date.
2029-10-15
e. Coupon or yield.
4.888000
f. The principal amount, to the nearest cent.
$2,800,000.00
g. Value of collateral, to the nearest cent.
$2,325,440.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARK PLACE SECS 2005-WCH1 M-6 20350125 FLT
d. Maturity date.
2035-01-25
e. Coupon or yield.
6.882470
f. The principal amount, to the nearest cent.
$7,235,000.00
g. Value of collateral, to the nearest cent.
$5,425,867.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL COLL ST LN TR 2007-1 B 20331125 FLT
c. LEI (if available).
635400RGALHFSPGKCR23
d. Maturity date.
2033-11-25
e. Coupon or yield.
5.742470
f. The principal amount, to the nearest cent.
$5,360,000.00
g. Value of collateral, to the nearest cent.
$2,726,937.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONSTAR HEQ LN TR 2007-C M-1 20370625 FLT
d. Maturity date.
2037-06-25
e. Coupon or yield.
5.662470
f. The principal amount, to the nearest cent.
$6,484,000.00
g. Value of collateral, to the nearest cent.
$5,261,342.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW CENTURY HEQ TR 2005-4 M-6 20350925 FLT
d. Maturity date.
2035-09-25
e. Coupon or yield.
6.537470
f. The principal amount, to the nearest cent.
$19,494,538.00
g. Value of collateral, to the nearest cent.
$7,763,078.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NOVASTAR HEQ LN TR 2005-3 M-4 20360125 FLT
d. Maturity date.
2036-01-25
e. Coupon or yield.
6.297470
f. The principal amount, to the nearest cent.
$6,300,000.00
g. Value of collateral, to the nearest cent.
$4,999,206.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OAKTOWN RE VII LTD 2021-2 M-2 20340425 FLT
d. Maturity date.
2034-04-25
e. Coupon or yield.
8.769010
f. The principal amount, to the nearest cent.
$11,286,340.00
g. Value of collateral, to the nearest cent.
$10,835,727.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY CAP 2005-WMC3 M-6 20350325 FLT
d. Maturity date.
2035-03-25
e. Coupon or yield.
6.477470
f. The principal amount, to the nearest cent.
$5,293,000.00
g. Value of collateral, to the nearest cent.
$3,355,408.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL COLL ST LN TR 2007-2 B 20330125 FLT
c. LEI (if available).
635400VQIBXGEB9ZUC59
d. Maturity date.
2033-01-25
e. Coupon or yield.
5.802470
f. The principal amount, to the nearest cent.
$3,270,000.00
g. Value of collateral, to the nearest cent.
$1,322,133.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL COLL ST LN TR 2006-1 B 20370525 FLT
c. LEI (if available).
635400ZLDAQQL4PJBJ98
d. Maturity date.
2037-05-25
e. Coupon or yield.
5.832470
f. The principal amount, to the nearest cent.
$2,085,000.00
g. Value of collateral, to the nearest cent.
$656,848.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL COLL ST LN TR 2006-4 B 20320525 FLT
c. LEI (if available).
635400VHKJCABQGBTP36
d. Maturity date.
2032-05-25
e. Coupon or yield.
5.752470
f. The principal amount, to the nearest cent.
$9,848,000.00
g. Value of collateral, to the nearest cent.
$4,547,419.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LENDING PT SEC LLC 2022-B C 20291015 8.4
d. Maturity date.
2029-10-15
e. Coupon or yield.
8.450000
f. The principal amount, to the nearest cent.
$526,000.00
g. Value of collateral, to the nearest cent.
$454,919.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LONG BEACH MTG LN TR 2005-WL1 I/IIM5 20350625 FLT
d. Maturity date.
2035-06-25
e. Coupon or yield.
6.537470
f. The principal amount, to the nearest cent.
$40,490,557.00
g. Value of collateral, to the nearest cent.
$28,956,679.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ML MTG INVESTORS 2005-FM1 M-2 20360525 FLT
d. Maturity date.
2036-05-25
e. Coupon or yield.
6.282470
f. The principal amount, to the nearest cent.
$14,049,900.00
g. Value of collateral, to the nearest cent.
$11,592,166.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSAMP TRUST 2005-AHL2 M-1 20351225 FLT
d. Maturity date.
2035-12-25
e. Coupon or yield.
6.072470
f. The principal amount, to the nearest cent.
$12,600,000.00
g. Value of collateral, to the nearest cent.
$4,570,200.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSAMP TRUST 2006-SD2 M-1 20360525 FLT
d. Maturity date.
2036-05-25
e. Coupon or yield.
6.117470
f. The principal amount, to the nearest cent.
$11,992,000.00
g. Value of collateral, to the nearest cent.
$3,704,995.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSAMP TRUST 2006-HE4 M-1 20360625 FLT
d. Maturity date.
2036-06-25
e. Coupon or yield.
5.862470
f. The principal amount, to the nearest cent.
$6,931,532.00
g. Value of collateral, to the nearest cent.
$5,578,025.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GREEN TREE FINANCIAL 1996-7 B-1 20260915 7.7
d. Maturity date.
2026-09-15
e. Coupon or yield.
7.700000
f. The principal amount, to the nearest cent.
$15,929,000.00
g. Value of collateral, to the nearest cent.
$3,945,057.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST FRANKLIN MTG 2004-FF6 M-3 20340725 FLT
d. Maturity date.
2034-07-25
e. Coupon or yield.
7.587470
f. The principal amount, to the nearest cent.
$10,643,486.00
g. Value of collateral, to the nearest cent.
$2,161,336.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSAMP TRUST 2006-NC1 M-2 20360225 FLT
d. Maturity date.
2036-02-25
e. Coupon or yield.
5.982470
f. The principal amount, to the nearest cent.
$4,808,000.00
g. Value of collateral, to the nearest cent.
$3,393,205.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP MTG LN TR 2007-WFHE1 M-4 20370125 FLT
d. Maturity date.
2037-01-25
e. Coupon or yield.
5.952470
f. The principal amount, to the nearest cent.
$5,815,000.00
g. Value of collateral, to the nearest cent.
$4,166,559.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSFB HEQ PTC 2005-FIX1 M-1 20350525 5.3
d. Maturity date.
2035-05-25
e. Coupon or yield.
5.850000
f. The principal amount, to the nearest cent.
$4,665,000.00
g. Value of collateral, to the nearest cent.
$2,438,595.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENCORE CREDIT REC TR 2005-3 M-7 20351025 FLT
d. Maturity date.
2035-10-25
e. Coupon or yield.
7.167470
f. The principal amount, to the nearest cent.
$7,772,000.00
g. Value of collateral, to the nearest cent.
$4,940,088.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2004-8 M-5 20341025 FLT
d. Maturity date.
2034-10-25
e. Coupon or yield.
7.437470
f. The principal amount, to the nearest cent.
$4,312,000.00
g. Value of collateral, to the nearest cent.
$401,640.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2005-1 MF-4 20350425 FLT
d. Maturity date.
2035-04-25
e. Coupon or yield.
5.654000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$2,477,754.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
C-BASS ABS 2006-MH1 B2 144 20361025 FLT
d. Maturity date.
2036-10-25
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$11,644,555.00
g. Value of collateral, to the nearest cent.
$7,525,602.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2006-23 M-1 20351225 FLT
d. Maturity date.
2035-12-25
e. Coupon or yield.
5.787470
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,419,085.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2005-14 M-5 20360225 FLT
d. Maturity date.
2036-02-25
e. Coupon or yield.
6.582470
f. The principal amount, to the nearest cent.
$9,639,000.00
g. Value of collateral, to the nearest cent.
$7,405,694.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2006-2 M-3 20360425 FLT
d. Maturity date.
2036-04-25
e. Coupon or yield.
6.072470
f. The principal amount, to the nearest cent.
$3,100,000.00
g. Value of collateral, to the nearest cent.
$2,111,974.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2005-3 MV-8 20350425 FLT
d. Maturity date.
2035-04-25
e. Coupon or yield.
7.512470
f. The principal amount, to the nearest cent.
$6,691,000.00
g. Value of collateral, to the nearest cent.
$4,919,829.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AAMES MTG TR 2004-1 M7 20350125 FLT
d. Maturity date.
2035-01-25
e. Coupon or yield.
8.112470
f. The principal amount, to the nearest cent.
$1,999,999.00
g. Value of collateral, to the nearest cent.
$1,353,141.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AAMES MTG TR 2004-1 M7 20350125 FLT
d. Maturity date.
2035-01-25
e. Coupon or yield.
8.112470
f. The principal amount, to the nearest cent.
$5,499,900.00
g. Value of collateral, to the nearest cent.
$3,721,073.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACCREDITED MTG LN TR 2007-1 M-3 20370225 FLT
d. Maturity date.
2037-02-25
e. Coupon or yield.
5.702470
f. The principal amount, to the nearest cent.
$12,152,000.00
g. Value of collateral, to the nearest cent.
$8,717,728.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACE SECS HEQ 2005-HE2 M-6 20350425 FLT
d. Maturity date.
2035-04-25
e. Coupon or yield.
6.537470
f. The principal amount, to the nearest cent.
$3,795,540.00
g. Value of collateral, to the nearest cent.
$3,183,613.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACE SECS HEQ 2005-HE5 M-5 20350825 FLT
d. Maturity date.
2035-08-25
e. Coupon or yield.
6.372470
f. The principal amount, to the nearest cent.
$5,227,767.00
g. Value of collateral, to the nearest cent.
$3,023,258.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACE SECS HEQ 2005-SD3 M-2 20450825 FLT
d. Maturity date.
2045-08-25
e. Coupon or yield.
7.662470
f. The principal amount, to the nearest cent.
$2,182,000.00
g. Value of collateral, to the nearest cent.
$1,725,512.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLUEMOUNTAIN CLO 2019-24 SUB 20310421 FLT
d. Maturity date.
2031-04-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$81,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
C-BASS ABS LLC 2004-CB4 M-2 20340625 FLT
d. Maturity date.
2034-06-25
e. Coupon or yield.
6.767000
f. The principal amount, to the nearest cent.
$4,300,000.00
g. Value of collateral, to the nearest cent.
$603,813.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERIQUEST MTG SECS 2005-R6 M-6 20350825 FLT
d. Maturity date.
2035-08-25
e. Coupon or yield.
7.137470
f. The principal amount, to the nearest cent.
$7,560,000.00
g. Value of collateral, to the nearest cent.
$5,111,860.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERIQUEST MTG SECS 2005-R7 M-5 20350925 FLT
d. Maturity date.
2035-09-25
e. Coupon or yield.
6.387470
f. The principal amount, to the nearest cent.
$2,645,000.00
g. Value of collateral, to the nearest cent.
$2,083,700.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASSET BACKED FDG 2005-HE1 M-4 20350325 FLT
d. Maturity date.
2035-03-25
e. Coupon or yield.
6.417470
f. The principal amount, to the nearest cent.
$16,231,640.00
g. Value of collateral, to the nearest cent.
$2,850,618.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASSET BACKED FDG 2005-HE1 M-5 20350325 FLT
d. Maturity date.
2035-03-25
e. Coupon or yield.
6.462470
f. The principal amount, to the nearest cent.
$24,649,389.00
g. Value of collateral, to the nearest cent.
$4,347,608.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BARCLAYS MTG LN TR 2023-NQM1 B-3 20630125 FLT
d. Maturity date.
2063-01-25
e. Coupon or yield.
6.317050
f. The principal amount, to the nearest cent.
$10,034,120.00
g. Value of collateral, to the nearest cent.
$7,072,340.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEAR STEARNS ABS TR 2007-HE3 I-A-4 20370427 FLT
d. Maturity date.
2037-04-27
e. Coupon or yield.
5.762470
f. The principal amount, to the nearest cent.
$3,402,973.00
g. Value of collateral, to the nearest cent.
$2,874,296.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEAR STEARNS ABS TR 2007-2 M-1 20370525 FLT
d. Maturity date.
2037-05-25
e. Coupon or yield.
6.062470
f. The principal amount, to the nearest cent.
$3,650,000.00
g. Value of collateral, to the nearest cent.
$1,964,006.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MONROE CAP MML CLO LTD 2022-14 A 20341024 FLT
d. Maturity date.
2034-10-24
e. Coupon or yield.
7.795570
f. The principal amount, to the nearest cent.
$14,025,554.00
g. Value of collateral, to the nearest cent.
$13,524,404.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO HEQ 2005-2 M-11 20340925 FLT
d. Maturity date.
2034-09-25
e. Coupon or yield.
9.162470
f. The principal amount, to the nearest cent.
$6,116,000.00
g. Value of collateral, to the nearest cent.
$5,557,823.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANCHORAGE CAP CLO 9 2016-9 SUB 20290116 FLT
d. Maturity date.
2029-01-16
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$9,386,205.00
g. Value of collateral, to the nearest cent.
$4,909,285.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRUCTURED ASSET SECS 2007-BC1 M1 20370225 FLT
d. Maturity date.
2037-02-25
e. Coupon or yield.
5.642470
f. The principal amount, to the nearest cent.
$80,786,640.00
g. Value of collateral, to the nearest cent.
$39,554,733.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRINITAS CLO XIV LTD SUB 20340125 FLT
c. LEI (if available).
549300095MXHZZMH2053
d. Maturity date.
2034-01-25
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,159,364.00
g. Value of collateral, to the nearest cent.
$1,294,659.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RASC SERIES TRUST 2006-KS2 M-4 20360325 FLT
d. Maturity date.
2036-03-25
e. Coupon or yield.
6.162470
f. The principal amount, to the nearest cent.
$4,991,770.00
g. Value of collateral, to the nearest cent.
$3,926,767.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RASC SERIES TRUST 2006-EMX4 M-1 20360625 FLT
d. Maturity date.
2036-06-25
e. Coupon or yield.
5.832470
f. The principal amount, to the nearest cent.
$26,229,275.00
g. Value of collateral, to the nearest cent.
$7,228,913.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RENAISSANCE HEQ 2005-3 M-1 20351125 FLT
d. Maturity date.
2035-11-25
e. Coupon or yield.
5.256000
f. The principal amount, to the nearest cent.
$4,050,000.00
g. Value of collateral, to the nearest cent.
$1,470,002.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PEOPLES CHOICE HM LN 2005-3 M4 20350825 FLT
d. Maturity date.
2035-08-25
e. Coupon or yield.
6.462470
f. The principal amount, to the nearest cent.
$7,964,702.00
g. Value of collateral, to the nearest cent.
$5,372,670.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RADNOR RE LTD 2020-1 M-2B 20300125 FLT
c. LEI (if available).
254900YVLP8CB4GC2O97
d. Maturity date.
2030-01-25
e. Coupon or yield.
7.662470
f. The principal amount, to the nearest cent.
$8,822,559.00
g. Value of collateral, to the nearest cent.
$8,701,708.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RADNOR RE LTD 2021-2 M-2 20311125 FLT
d. Maturity date.
2031-11-25
e. Coupon or yield.
10.069000
f. The principal amount, to the nearest cent.
$57,213,435.00
g. Value of collateral, to the nearest cent.
$57,444,300.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAGAYA AI DEBT TR 2022-6 A 20300515 11.
d. Maturity date.
2030-05-15
e. Coupon or yield.
11.000000
f. The principal amount, to the nearest cent.
$5,594,478.00
g. Value of collateral, to the nearest cent.
$4,476,795.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY CAP 2005-HE3 M-6 20350725 FLT
d. Maturity date.
2035-07-25
e. Coupon or yield.
6.522470
f. The principal amount, to the nearest cent.
$6,327,091.00
g. Value of collateral, to the nearest cent.
$3,989,440.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
510 LOAN ACQUISITION TR 2020-1 A 20600929 5.1
d. Maturity date.
2060-09-29
e. Coupon or yield.
5.107000
f. The principal amount, to the nearest cent.
$20,622,017.00
g. Value of collateral, to the nearest cent.
$11,737,724.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERIQUEST MTG SECS 2006-R2 M-4 20360425 FLT
d. Maturity date.
2036-04-25
e. Coupon or yield.
6.147470
f. The principal amount, to the nearest cent.
$351,885.00
g. Value of collateral, to the nearest cent.
$240,454.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VEROS AUTO REC TR 2023-1 D 20300815 0.0
d. Maturity date.
2030-08-15
e. Coupon or yield.
11.460000
f. The principal amount, to the nearest cent.
$3,562,578.00
g. Value of collateral, to the nearest cent.
$3,577,021.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RAMP SERIES TRUST 2006-RZ4 M-2 20361025 FLT
d. Maturity date.
2036-10-25
e. Coupon or yield.
5.792470
f. The principal amount, to the nearest cent.
$13,513,867.00
g. Value of collateral, to the nearest cent.
$5,957,672.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MASTR ABS TR 2006-HE1 M-2 20360125 FLT
d. Maturity date.
2036-01-25
e. Coupon or yield.
5.982470
f. The principal amount, to the nearest cent.
$15,235,000.00
g. Value of collateral, to the nearest cent.
$9,820,694.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP MTG LN TR 2006-WFHE2 M-3 20360825 FLT
c. LEI (if available).
549300R1KUK063S4I339
d. Maturity date.
2036-08-25
e. Coupon or yield.
5.877470
f. The principal amount, to the nearest cent.
$11,859,500.00
g. Value of collateral, to the nearest cent.
$10,008,231.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2004-12 MV-6 20350225 FLT
d. Maturity date.
2035-02-25
e. Coupon or yield.
7.212470
f. The principal amount, to the nearest cent.
$13,500,000.00
g. Value of collateral, to the nearest cent.
$10,013,877.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARLYLE US CLO 2017-1 SUB NT 20310421 FLT
c. LEI (if available).
549300VZ0HS3D307K776
d. Maturity date.
2031-04-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$23,584,000.00
g. Value of collateral, to the nearest cent.
$3,773,440.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2006-11 MV-1 20350625 FLT
d. Maturity date.
2035-06-25
e. Coupon or yield.
5.817470
f. The principal amount, to the nearest cent.
$16,790,000.00
g. Value of collateral, to the nearest cent.
$10,475,343.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BELLEMEADE RE LTD 2019-2 B-1 20290425 FLT
c. LEI (if available).
254900I4ZKD8IMM1O953
d. Maturity date.
2029-04-25
e. Coupon or yield.
9.512470
f. The principal amount, to the nearest cent.
$5,500,000.00
g. Value of collateral, to the nearest cent.
$5,542,357.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OPORTUN ISSUANCE TR LLC 2022-2 B 20291009 7.4
d. Maturity date.
2029-10-09
e. Coupon or yield.
7.400000
f. The principal amount, to the nearest cent.
$306,000.00
g. Value of collateral, to the nearest cent.
$303,380.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARK PLACE SECS 2004-WHQ2 M-6 20350225 FLT
d. Maturity date.
2035-02-25
e. Coupon or yield.
7.362470
f. The principal amount, to the nearest cent.
$9,000,000.00
g. Value of collateral, to the nearest cent.
$4,647,894.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCTAGON INV PTNRS 33 2017-33 SUB NT 20310121 FLT
c. LEI (if available).
549300IDWDG12HO3TO90
d. Maturity date.
2031-01-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$680,000.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY ABS 2006-NC1 M-3 20351225 FLT
d. Maturity date.
2035-12-25
e. Coupon or yield.
6.042470
f. The principal amount, to the nearest cent.
$3,961,346.00
g. Value of collateral, to the nearest cent.
$2,539,731.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KVK CLO LTD 2013-1R SUB B 20280114 FLT
c. LEI (if available).
5493007VGL59COTLZY21
d. Maturity date.
2028-01-14
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$6,120,000.00
g. Value of collateral, to the nearest cent.
$1,563,776.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MIDOCEAN CR CLO II 2014-2 INC 20250129 FLT
c. LEI (if available).
549300EKSLXKVD2RWW61
d. Maturity date.
2025-01-29
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$12,000,000.00
g. Value of collateral, to the nearest cent.
$1,613,400.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GS MTG BACKED SEC 2021-RPL1 TR B 20601225 FLT
d. Maturity date.
2060-12-25
e. Coupon or yield.
3.852930
f. The principal amount, to the nearest cent.
$49,766,779.00
g. Value of collateral, to the nearest cent.
$31,835,796.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ICG US CLO 2014-1 LTD
c. LEI (if available).
25490053S2JSJU63Y978
d. Maturity date.
2034-10-20
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$9,562,500.00
g. Value of collateral, to the nearest cent.
$2,263,615.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
522 FUNDING CLO 2021-7 LTD SUB 20340424 FLT
c. LEI (if available).
5493001LTHURD55KD110
d. Maturity date.
2034-04-24
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$4,505,000.00
g. Value of collateral, to the nearest cent.
$2,748,050.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREED ABS TRUST 2022-3FP D 20290820 7.3
d. Maturity date.
2029-08-20
e. Coupon or yield.
7.360000
f. The principal amount, to the nearest cent.
$1,350,000.00
g. Value of collateral, to the nearest cent.
$1,334,439.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSAMP TRUST 2006-HE8 M-1 20370126 FLT
d. Maturity date.
2037-01-26
e. Coupon or yield.
5.662470
f. The principal amount, to the nearest cent.
$6,275,591.00
g. Value of collateral, to the nearest cent.
$1,984,545.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2007-BC3 2-A-4 20371125 FLT
d. Maturity date.
2037-11-25
e. Coupon or yield.
5.662470
f. The principal amount, to the nearest cent.
$3,824,487.00
g. Value of collateral, to the nearest cent.
$2,925,850.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENCINA EQUIPMNT FIN LLC 2021-1 E 20290315 4.3
d. Maturity date.
2029-03-15
e. Coupon or yield.
4.360000
f. The principal amount, to the nearest cent.
$478,000.00
g. Value of collateral, to the nearest cent.
$466,043.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWABS INC 2004-7 MV-6 20341025 FLT
d. Maturity date.
2034-10-25
e. Coupon or yield.
4.213000
f. The principal amount, to the nearest cent.
$1,077,000.00
g. Value of collateral, to the nearest cent.
$158,912.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARLYLE US CLO 2017-5 SUB 20300122 FLT
d. Maturity date.
2030-01-22
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,100,000.00
g. Value of collateral, to the nearest cent.
$666,500.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLUEMOUNTAIN CLO 2016-2 SUB NT 20280821 FLT
c. LEI (if available).
549300O2Y407FNHQWX93
d. Maturity date.
2028-08-21
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$12,286,750.00
g. Value of collateral, to the nearest cent.
$4,484,663.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JAMESTOWN CLO II LTD 2013-2 SUB 20250122 FLT
d. Maturity date.
2025-01-22
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$16,271,605.00
g. Value of collateral, to the nearest cent.
$331,696.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERDE CLO LTD 2019 SUB 20320415 FLT
d. Maturity date.
2032-04-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,292,328.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZAIS CLO 14 LTD SUB 20320415 FLT
c. LEI (if available).
5493009PVOUOQ1A0UG08
d. Maturity date.
2032-04-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$8,250,000.00
g. Value of collateral, to the nearest cent.
$2,516,250.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANCHORAGE CAP CLO 13 2013-1R SUB 2 20301015 FLT
d. Maturity date.
2030-10-15
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$6,150,000.00
g. Value of collateral, to the nearest cent.
$2,029,500.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROMARK CLO LTD 2021-4 SUB 20340710 FLT
d. Maturity date.
2034-07-10
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$1,029,800.00
g. Value of collateral, to the nearest cent.
$702,489.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SECURITIZED ASSET REC 2005-FR5 M-1 20350825 FLT
d. Maturity date.
2035-08-25
e. Coupon or yield.
6.072470
f. The principal amount, to the nearest cent.
$3,495,342.00
g. Value of collateral, to the nearest cent.
$731,197.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRUCTURED ASSET INV 2005-2 M4 20350325 FLT
d. Maturity date.
2035-03-25
e. Coupon or yield.
6.432470
f. The principal amount, to the nearest cent.
$2,546,794.00
g. Value of collateral, to the nearest cent.
$1,314,989.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRUCTURED ASSET INV 2005-8 M2 20351025 FLT
d. Maturity date.
2035-10-25
e. Coupon or yield.
6.162470
f. The principal amount, to the nearest cent.
$1,301,735.00
g. Value of collateral, to the nearest cent.
$623,227.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UPSTART SEC TR 2023-2 C 20330620 11.
d. Maturity date.
2033-06-20
e. Coupon or yield.
11.870000
f. The principal amount, to the nearest cent.
$9,381,000.00
g. Value of collateral, to the nearest cent.
$9,399,124.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$463,999,471.04
b. Excluding the value of any sponsor support:
$463,999,471.04
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.21%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS SA 5.420000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000872786
c. Other unique identifier.
ARP0XQKO6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
WOODMONT LP 2019-6R C-R 20310715 FLT
d. Maturity date.
2031-07-15
e. Coupon or yield.
8.319570
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$6,743,837.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YORK CLO-4 LTD 2016-4R C-R 20320420 FLT
d. Maturity date.
2032-04-20
e. Coupon or yield.
7.737750
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,912,537.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALPEK SA DE CV SR GLBL REGS 29
c. LEI (if available).
549300PWKJTP62D4IQ66
d. Maturity date.
2029-09-18
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$273,550.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL BK CDA VR 011921-011924
c. LEI (if available).
ES7IP3U3RHIGC71XBU11
d. Maturity date.
2024-01-19
e. Coupon or yield.
5.391590
f. The principal amount, to the nearest cent.
$4,102,000.00
g. Value of collateral, to the nearest cent.
$4,103,178.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL BK CDA VR 041422-041425
c. LEI (if available).
ES7IP3U3RHIGC71XBU11
d. Maturity date.
2025-04-14
e. Coupon or yield.
5.931150
f. The principal amount, to the nearest cent.
$4,827,000.00
g. Value of collateral, to the nearest cent.
$4,844,622.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARLIAMENT CLO 2021-2 LTD C 20320820 FLT
c. LEI (if available).
5493009BTB3REE8RVW84
d. Maturity date.
2032-08-20
e. Coupon or yield.
7.929140
f. The principal amount, to the nearest cent.
$4,945,505.00
g. Value of collateral, to the nearest cent.
$4,941,685.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROCTER & GAMBLE CO SR NT 3.1%23
c. LEI (if available).
2572IBTT8CCZW6AU4141
d. Maturity date.
2023-08-15
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$4,709,000.00
g. Value of collateral, to the nearest cent.
$4,771,980.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RACE POINT IX CLO LTD 2015-9R B-R 20301015 FLT
c. LEI (if available).
549300C3570PBQ31OI09
d. Maturity date.
2030-10-15
e. Coupon or yield.
7.719570
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$962,662.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP PERP SUB GLBL -U
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.631000
f. The principal amount, to the nearest cent.
$39,000.00
g. Value of collateral, to the nearest cent.
$39,639.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP PERP GLBL -RR NT
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$202,000.00
g. Value of collateral, to the nearest cent.
$176,585.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO FR 3.9%050145
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2045-05-01
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,621.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WESTERN DIGITAL CORP. SR GLBL NT3.1%32
c. LEI (if available).
549300QQXOOYEF89IC56
d. Maturity date.
2032-02-01
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$128,000.00
g. Value of collateral, to the nearest cent.
$96,390.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WABTEC 4.7%28
c. LEI (if available).
06BTX5UWZD0GQ5N5Y745
d. Maturity date.
2028-09-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$649,000.00
g. Value of collateral, to the nearest cent.
$641,004.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WAMU MTG CERT 2005-AR13 B-1 20451025 FLT
d. Maturity date.
2045-10-25
e. Coupon or yield.
6.312470
f. The principal amount, to the nearest cent.
$5,578,410.00
g. Value of collateral, to the nearest cent.
$2,740,799.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WAMU MTG CERT 2005-AR19 B-1 20451225 FLT
d. Maturity date.
2045-12-25
e. Coupon or yield.
6.462470
f. The principal amount, to the nearest cent.
$11,874,000.00
g. Value of collateral, to the nearest cent.
$6,056,584.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARAMOUNT GLOBAL SR GLBL NT4.2%32
c. LEI (if available).
5KYC8KF17ROCY24M3H09
d. Maturity date.
2032-05-19
e. Coupon or yield.
4.200000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$16,758.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP PERP SUB GLBL -U
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.631000
f. The principal amount, to the nearest cent.
$17,000.00
g. Value of collateral, to the nearest cent.
$17,278.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP PERP SUB GLBL -U
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.631000
f. The principal amount, to the nearest cent.
$169,000.00
g. Value of collateral, to the nearest cent.
$171,769.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP PERP SUB GLBL -U
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.631000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$75,212.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AUDAX SR DBT CLO 2019-2 B 20291022 FLT
d. Maturity date.
2029-10-22
e. Coupon or yield.
9.557180
f. The principal amount, to the nearest cent.
$7,750,000.00
g. Value of collateral, to the nearest cent.
$7,598,862.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AUTONATION INC FLA SR GLBL NT 32
d. Maturity date.
2032-03-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$194,000.00
g. Value of collateral, to the nearest cent.
$167,214.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AVNET INC SR GLBL NT 28
c. LEI (if available).
XJI53DCPL7QABOWK4Z75
d. Maturity date.
2028-03-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$551,000.00
g. Value of collateral, to the nearest cent.
$568,253.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BPCE S A SR FL 144A NT 25
c. LEI (if available).
9695005MSX1OYEMGDF46
d. Maturity date.
2025-01-14
e. Coupon or yield.
5.873110
f. The principal amount, to the nearest cent.
$3,793,000.00
g. Value of collateral, to the nearest cent.
$3,782,620.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BALLYROCK CLO LTD 2022-20 B 20340715 FLT
d. Maturity date.
2034-07-15
e. Coupon or yield.
9.107960
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$3,521,811.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANTARES CLO LTD 2021-1 C 20330725 FLT
d. Maturity date.
2033-07-25
e. Coupon or yield.
8.362820
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,389,699.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT 33
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2033-03-15
e. Coupon or yield.
5.650000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$41,226.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT 28
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2028-07-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$9,028,000.00
g. Value of collateral, to the nearest cent.
$9,002,857.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT 33
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2033-07-15
e. Coupon or yield.
5.550000
f. The principal amount, to the nearest cent.
$42,000.00
g. Value of collateral, to the nearest cent.
$42,290.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANCHORAGE CAP CLO LTD 2016-8R2 C-R2 20341027 FLT
c. LEI (if available).
549300PKM3N9LK4JM015
d. Maturity date.
2034-10-27
e. Coupon or yield.
8.018970
f. The principal amount, to the nearest cent.
$4,007,740.00
g. Value of collateral, to the nearest cent.
$3,907,630.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANGEL OAK MTG TR 2021-4 M-1 20650725 FLT
d. Maturity date.
2065-07-25
e. Coupon or yield.
2.290000
f. The principal amount, to the nearest cent.
$10,406,000.00
g. Value of collateral, to the nearest cent.
$6,107,513.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANTARES CLO LTD 2019-2 C 20320123 FLT
d. Maturity date.
2032-01-23
e. Coupon or yield.
9.307180
f. The principal amount, to the nearest cent.
$5,500,000.00
g. Value of collateral, to the nearest cent.
$5,464,501.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLUB CAPIT PARTNERS 56(M) LTD C 20331025 FLT
d. Maturity date.
2033-10-25
e. Coupon or yield.
8.312820
f. The principal amount, to the nearest cent.
$24,331,019.00
g. Value of collateral, to the nearest cent.
$23,072,265.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLUB CAP PARTNERS 17 M-R LTD B-R 20301025 FLT
d. Maturity date.
2030-10-25
e. Coupon or yield.
8.512820
f. The principal amount, to the nearest cent.
$10,153,550.00
g. Value of collateral, to the nearest cent.
$9,834,614.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLUB CAP PARTNERS CLO 30 M-R C-R2 20340420 FLT
d. Maturity date.
2034-04-20
e. Coupon or yield.
8.126140
f. The principal amount, to the nearest cent.
$4,572,493.00
g. Value of collateral, to the nearest cent.
$4,294,499.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NXP B V / NXP FDG LLC / NXP US SR GLBL NT 41
d. Maturity date.
2041-05-11
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$14,681.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICRON TECHNOLOGY INC SR GLBL NT 33
c. LEI (if available).
B3DXGBC8GAIYWI2Z0172
d. Maturity date.
2033-09-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$70,330.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICRON TECHNOLOGY INC SR GLBL NT 33
c. LEI (if available).
B3DXGBC8GAIYWI2Z0172
d. Maturity date.
2033-09-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$20,094.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOLSON COORS BEVERAGE CO SR GLBL NT 3%26
c. LEI (if available).
54930073LBBH6ZCBE225
d. Maturity date.
2026-07-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$188,576.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIATRIS INC SR GLBL NT2.7%30
c. LEI (if available).
254900ZZTSW7NL773X71
d. Maturity date.
2030-06-22
e. Coupon or yield.
2.700000
f. The principal amount, to the nearest cent.
$39,000.00
g. Value of collateral, to the nearest cent.
$31,985.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRITON CONTAINER INTL LTD / TA SR GLBL NT 32
d. Maturity date.
2032-03-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$82,000.00
g. Value of collateral, to the nearest cent.
$64,515.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERUS SEC TR 2023-2 A-3 20680325 FLT
d. Maturity date.
2068-03-25
e. Coupon or yield.
6.852000
f. The principal amount, to the nearest cent.
$6,581,966.00
g. Value of collateral, to the nearest cent.
$6,165,497.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOWD POINT MTG TR 2015-5 B1 20550525 FLT
d. Maturity date.
2055-05-25
e. Coupon or yield.
4.008230
f. The principal amount, to the nearest cent.
$41,683,657.00
g. Value of collateral, to the nearest cent.
$39,001,696.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRIMARAN CAVU LTD 2021-2 C 20341025 FLT
d. Maturity date.
2034-10-25
e. Coupon or yield.
8.062820
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$3,389,535.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRINITAS CLO XX LTD / TRINITASCLO XX LLC
c. LEI (if available).
5493007IXHTJ7TQMIW41
d. Maturity date.
2035-07-20
e. Coupon or yield.
8.826140
f. The principal amount, to the nearest cent.
$2,750,000.00
g. Value of collateral, to the nearest cent.
$2,756,940.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRINITAS CLO IV 2016-4R C-R 20311020 FLT
c. LEI (if available).
635400UFTIJ9NEWTCB16
d. Maturity date.
2031-10-20
e. Coupon or yield.
8.021500
f. The principal amount, to the nearest cent.
$6,450,000.00
g. Value of collateral, to the nearest cent.
$6,373,455.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRINITAS CLO XIV LTD C 20340125 FLT
c. LEI (if available).
549300095MXHZZMH2053
d. Maturity date.
2034-01-25
e. Coupon or yield.
8.612820
f. The principal amount, to the nearest cent.
$1,338,706.00
g. Value of collateral, to the nearest cent.
$1,346,290.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRITON CONTAINER INTERNATIONAL SR SEC 144A NT31
c. LEI (if available).
549300O4LZFLCX53XZ54
d. Maturity date.
2031-06-15
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$116,000.00
g. Value of collateral, to the nearest cent.
$89,302.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIKEHAU US CLO LTD 2023-3 C2B 20320120 FLT
c. LEI (if available).
549300W9XQOIYX4MC726
d. Maturity date.
2032-01-20
e. Coupon or yield.
10.336100
f. The principal amount, to the nearest cent.
$3,819,552.00
g. Value of collateral, to the nearest cent.
$3,862,553.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES CORP SR GLBL NT 33
c. LEI (if available).
5493003QENHHS261UR94
d. Maturity date.
2033-03-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$79,388.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICRON TECHNOLOGY INC SR GLBL NT 29
c. LEI (if available).
B3DXGBC8GAIYWI2Z0172
d. Maturity date.
2029-11-01
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$6,372.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICRON TECHNOLOGY INC SR GLBL NT 29
c. LEI (if available).
B3DXGBC8GAIYWI2Z0172
d. Maturity date.
2029-11-01
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$9,683,000.00
g. Value of collateral, to the nearest cent.
$10,284,653.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICRON TECHNOLOGY INC SR GLBL NT 33
c. LEI (if available).
B3DXGBC8GAIYWI2Z0172
d. Maturity date.
2033-02-09
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$40,917.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WARNERMEDIA HLDGS INC SR GLBL NT 32
c. LEI (if available).
549300DXR29GD4N0A520
d. Maturity date.
2032-03-15
e. Coupon or yield.
4.279000
f. The principal amount, to the nearest cent.
$911,000.00
g. Value of collateral, to the nearest cent.
$819,786.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WARNERMEDIA HLDGS INC SR GLBL NT 62
c. LEI (if available).
549300DXR29GD4N0A520
d. Maturity date.
2062-03-15
e. Coupon or yield.
5.391000
f. The principal amount, to the nearest cent.
$56,000.00
g. Value of collateral, to the nearest cent.
$46,023.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WARNERMEDIA HLDGS INC SR GLBL NT 62
c. LEI (if available).
549300DXR29GD4N0A520
d. Maturity date.
2062-03-15
e. Coupon or yield.
5.391000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$16,436.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAGNETITE 2021-30 LTD C 20341025 FLT
c. LEI (if available).
549300RI4HRUG7CFWM27
d. Maturity date.
2034-10-25
e. Coupon or yield.
7.562820
f. The principal amount, to the nearest cent.
$4,750,000.00
g. Value of collateral, to the nearest cent.
$4,588,882.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAGNETITE XXII 2019-22R LTD C-R 20310415 FLT
c. LEI (if available).
5493000081NBXWGGSW23
d. Maturity date.
2031-04-15
e. Coupon or yield.
7.519570
f. The principal amount, to the nearest cent.
$6,750,000.00
g. Value of collateral, to the nearest cent.
$6,557,599.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MADISON PK FDG XXVIII 2018-28 C 20300715 FLT
d. Maturity date.
2030-07-15
e. Coupon or yield.
7.419570
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,427,938.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MADISON PARK FDG XXX 2018-30 C 20290416 FLT
c. LEI (if available).
549300FFTJ3WPTJK8589
d. Maturity date.
2029-04-16
e. Coupon or yield.
7.269570
f. The principal amount, to the nearest cent.
$1,250,000.00
g. Value of collateral, to the nearest cent.
$1,249,143.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WARNERMEDIA HLDGS INC SR GLBL NT 25
c. LEI (if available).
549300DXR29GD4N0A520
d. Maturity date.
2025-03-15
e. Coupon or yield.
3.638000
f. The principal amount, to the nearest cent.
$127,000.00
g. Value of collateral, to the nearest cent.
$124,353.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WARNERMEDIA HLDGS INC SR GLBL NT 27
c. LEI (if available).
549300DXR29GD4N0A520
d. Maturity date.
2027-03-15
e. Coupon or yield.
3.755000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$189,705.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WARNERMEDIA HLDGS INC SR GLBL NT 27
c. LEI (if available).
549300DXR29GD4N0A520
d. Maturity date.
2027-03-15
e. Coupon or yield.
3.755000
f. The principal amount, to the nearest cent.
$1,400,000.00
g. Value of collateral, to the nearest cent.
$1,327,935.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WARNERMEDIA HLDGS INC SR GLBL NT 29
c. LEI (if available).
549300DXR29GD4N0A520
d. Maturity date.
2029-03-15
e. Coupon or yield.
4.054000
f. The principal amount, to the nearest cent.
$240,000.00
g. Value of collateral, to the nearest cent.
$223,086.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KYNDRYL HLDGS INC SR GLBL NT4.1%41
c. LEI (if available).
549300LQ4LWX2R8ZV130
d. Maturity date.
2041-10-15
e. Coupon or yield.
4.100000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$33,333.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LKQ CORP SR GLBL 144A 33
c. LEI (if available).
DS830JTTZQN6GK0I2E41
d. Maturity date.
2033-06-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$2,027.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GULF STREAM MERIDIAN 20-1 C 20330415 FLT
d. Maturity date.
2033-04-15
e. Coupon or yield.
8.069570
f. The principal amount, to the nearest cent.
$5,500,000.00
g. Value of collateral, to the nearest cent.
$5,404,696.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT3.1%32
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2032-01-12
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$42,000.00
g. Value of collateral, to the nearest cent.
$34,263.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERATE CLO LTD 2021-9 C 20341020 FLT
c. LEI (if available).
549300OYEZ11WGJ2SS19
d. Maturity date.
2034-10-20
e. Coupon or yield.
7.837750
f. The principal amount, to the nearest cent.
$678,842.00
g. Value of collateral, to the nearest cent.
$663,109.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL PMTS INC GLBL NT 2.15%27
c. LEI (if available).
549300NOMHGVQBX6S778
d. Maturity date.
2027-01-15
e. Coupon or yield.
2.150000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,842.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT3.6%30
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2030-06-21
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,378.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FHLMC STACR REMIC TR 2023-DNA1 M-1B 20430325 FLT
c. LEI (if available).
5493000IRILHAKSCHN59
d. Maturity date.
2043-03-25
e. Coupon or yield.
8.168990
f. The principal amount, to the nearest cent.
$6,850,012.00
g. Value of collateral, to the nearest cent.
$6,959,142.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRTRESS CR OPPOR LTD 2017-9R C-R 20331017 FLT
c. LEI (if available).
2549008RD44HDM6DNP14
d. Maturity date.
2033-10-17
e. Coupon or yield.
8.369570
f. The principal amount, to the nearest cent.
$4,100,000.00
g. Value of collateral, to the nearest cent.
$3,888,664.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTRESS CR BSL IX LTD 2020 C 20331020 FLT
d. Maturity date.
2033-10-20
e. Coupon or yield.
8.737750
f. The principal amount, to the nearest cent.
$3,260,040.00
g. Value of collateral, to the nearest cent.
$3,281,370.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTRESS CRE OPRTNTS LTD 22-17 C 20300115 FLT
d. Maturity date.
2030-01-15
e. Coupon or yield.
7.957960
f. The principal amount, to the nearest cent.
$3,221,070.00
g. Value of collateral, to the nearest cent.
$3,115,627.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTRESS CR OPPORTUNITIES XIX CLO LLC
d. Maturity date.
2033-10-15
e. Coupon or yield.
10.208000
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$6,038,488.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIKEHAU US CLO LTD 2023-3 C2A 20320120 FLT
c. LEI (if available).
549300W9XQOIYX4MC726
d. Maturity date.
2032-01-20
e. Coupon or yield.
9.726140
f. The principal amount, to the nearest cent.
$9,000,000.00
g. Value of collateral, to the nearest cent.
$9,093,436.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES PARTNERS / TARGA RES SR GLBL NT6.5%27
d. Maturity date.
2027-07-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,379,000.00
g. Value of collateral, to the nearest cent.
$3,396,904.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES CORP SR GLBL NT4.2%33
c. LEI (if available).
5493003QENHHS261UR94
d. Maturity date.
2033-02-01
e. Coupon or yield.
4.200000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$36,469.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TCW CLO LTD 2022-1 D1 20330422 FLT
d. Maturity date.
2033-04-22
e. Coupon or yield.
8.825570
f. The principal amount, to the nearest cent.
$7,517,963.00
g. Value of collateral, to the nearest cent.
$6,990,488.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TICP CLO VI 2016-2R2 LTD C-R2 20340117 FLT
c. LEI (if available).
254900JG2DPAYUCW8T83
d. Maturity date.
2034-01-17
e. Coupon or yield.
7.469570
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$5,745,191.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TICP CLO VIII LTD 2017-8R B-R 20341020 FLT
d. Maturity date.
2034-10-20
e. Coupon or yield.
7.787750
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$1,462,934.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TICP CLO XV LTD 2020-15 C 20330420 FLT
d. Maturity date.
2033-04-20
e. Coupon or yield.
7.737750
f. The principal amount, to the nearest cent.
$2,749,992.00
g. Value of collateral, to the nearest cent.
$2,665,546.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES PARTNERS / TARGA RES SR GLBL NT6.5%27
d. Maturity date.
2027-07-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$258,000.00
g. Value of collateral, to the nearest cent.
$259,367.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES PARTNERS / TARGA RES SR GLBL NT6.5%27
d. Maturity date.
2027-07-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$125,662.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIXTH STREET CLO LTD 2021-20 C 20341020 FLT
d. Maturity date.
2034-10-20
e. Coupon or yield.
7.587750
f. The principal amount, to the nearest cent.
$6,250,000.00
g. Value of collateral, to the nearest cent.
$6,118,990.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL BD 31
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2031-06-01
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$32,910.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL BD 24
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2024-02-16
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$13,892,000.00
g. Value of collateral, to the nearest cent.
$13,880,967.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL BD 53
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2053-01-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,948.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL BD 33
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2033-01-15
e. Coupon or yield.
6.150000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,727.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PALMER SQUARE CLO LTD 2019-2R2 B-R2 20300722 FLT
c. LEI (if available).
549300PACXK2KP6J2T91
d. Maturity date.
2030-07-22
e. Coupon or yield.
7.537750
f. The principal amount, to the nearest cent.
$2,250,610.00
g. Value of collateral, to the nearest cent.
$2,200,563.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARALLEL LTD 2019-1R C-R 20320720 FLT
d. Maturity date.
2032-07-20
e. Coupon or yield.
7.887750
f. The principal amount, to the nearest cent.
$1,750,000.00
g. Value of collateral, to the nearest cent.
$1,710,501.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OHA CREDIT PRTNS LTD 2018-10RR C-R 20340420 FLT
d. Maturity date.
2034-04-20
e. Coupon or yield.
7.587750
f. The principal amount, to the nearest cent.
$8,750,000.00
g. Value of collateral, to the nearest cent.
$8,572,799.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLUE OWL CAPITAL CORPORATION SR GLBL NT 28
c. LEI (if available).
2549000BD79OOCPF2L94
d. Maturity date.
2028-06-11
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$46,000.00
g. Value of collateral, to the nearest cent.
$38,116.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL 29 BD 30
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2030-07-01
e. Coupon or yield.
4.550000
f. The principal amount, to the nearest cent.
$42,000.00
g. Value of collateral, to the nearest cent.
$38,232.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OZLM FDG II LTD 2012-2R2 B-R2 20310730 FLT
d. Maturity date.
2031-07-30
e. Coupon or yield.
7.927200
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,937,128.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCP CLO 2016-11R B-R 20301026 FLT
c. LEI (if available).
254900QIJ8IQOK988683
d. Maturity date.
2030-10-26
e. Coupon or yield.
8.062250
f. The principal amount, to the nearest cent.
$1,750,000.00
g. Value of collateral, to the nearest cent.
$1,736,349.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCI N V FR 6.7%031633
c. LEI (if available).
549300NCMRGIBJYUOE57
d. Maturity date.
2033-03-16
e. Coupon or yield.
6.700000
f. The principal amount, to the nearest cent.
$1,535,000.00
g. Value of collateral, to the nearest cent.
$1,550,977.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OAKTREE CLO LTD 2018-1 B 20301021 FLT
d. Maturity date.
2030-10-21
e. Coupon or yield.
7.837750
f. The principal amount, to the nearest cent.
$2,750,000.00
g. Value of collateral, to the nearest cent.
$2,705,859.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OAKTREE CLO 2019-4 LTD C-R 20321020 FLT
d. Maturity date.
2032-10-20
e. Coupon or yield.
7.837750
f. The principal amount, to the nearest cent.
$374,644.00
g. Value of collateral, to the nearest cent.
$369,258.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OHA CR FDG LTD 2021-9 C 20350719 FLT
d. Maturity date.
2035-07-19
e. Coupon or yield.
7.481730
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,640,539.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33
d. Maturity date.
2033-01-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$38,462.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEW MOUNTAIN CLO 2020-1R C-R 20341016 FLT
c. LEI (if available).
5493000BYT2KQ1EMLL07
d. Maturity date.
2034-10-16
e. Coupon or yield.
7.769570
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$733,111.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NORDEA BK ABP MED TERM NTS SR FL 144A NT 25
c. LEI (if available).
529900ODI3047E2LIV03
d. Maturity date.
2025-06-06
e. Coupon or yield.
6.149960
f. The principal amount, to the nearest cent.
$769,000.00
g. Value of collateral, to the nearest cent.
$777,970.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IVY HILL MID MKT CR FD 2018-14 B 20300418 FLT
c. LEI (if available).
549300IWFO7P0795SI73
d. Maturity date.
2030-04-18
e. Coupon or yield.
7.921500
f. The principal amount, to the nearest cent.
$2,558,452.00
g. Value of collateral, to the nearest cent.
$2,515,146.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IVY HILL MIDDLE MARKET CR FD X C 20350420 FLT
d. Maturity date.
2035-04-20
e. Coupon or yield.
9.432490
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$1,033,417.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO PERP SUB GLBL -R
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2079-12-31
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$9,310.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JP MORGAN MRTG TR 2020-INV1 B-3-A 20500825 FLT
d. Maturity date.
2050-08-25
e. Coupon or yield.
3.457680
f. The principal amount, to the nearest cent.
$8,742,851.00
g. Value of collateral, to the nearest cent.
$6,601,849.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
J.P. MORGAN MTG TR 2023-1 B-1 20530625 FLT
d. Maturity date.
2053-06-25
e. Coupon or yield.
5.430850
f. The principal amount, to the nearest cent.
$7,472,780.00
g. Value of collateral, to the nearest cent.
$5,964,831.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLUEMOUNTAIN CLO 2018-2 C 20310815 FLT
d. Maturity date.
2031-08-15
e. Coupon or yield.
7.520710
f. The principal amount, to the nearest cent.
$597,990.00
g. Value of collateral, to the nearest cent.
$596,488.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANNER HEALTH SR GLBL 2020C 31
c. LEI (if available).
PLD0E0WJKFN8IZJ2WD85
d. Maturity date.
2031-01-01
e. Coupon or yield.
1.897000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$804.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENEFT ST PRT CLO VIII 2015-8R B-R 20310120 FLT
c. LEI (if available).
549300D98ZLKNSI8CN63
d. Maturity date.
2031-01-20
e. Coupon or yield.
7.437750
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,903,968.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSMC 2019-NQM1 B-1 20591025 FLT
d. Maturity date.
2059-10-25
e. Coupon or yield.
3.890000
f. The principal amount, to the nearest cent.
$10,294,850.00
g. Value of collateral, to the nearest cent.
$8,284,838.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSL FIN PLC SR 144A NT 42
c. LEI (if available).
2549007CCNBNAF4HBC02
d. Maturity date.
2042-04-27
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,852.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR NT 8.25%29
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2029-11-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$79,000.00
g. Value of collateral, to the nearest cent.
$88,926.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR GLBL NT4.2%27
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2027-04-15
e. Coupon or yield.
4.200000
f. The principal amount, to the nearest cent.
$210,000.00
g. Value of collateral, to the nearest cent.
$203,300.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENBRIDGE INC SUB GLBL COCO 80
c. LEI (if available).
98TPTUM4IVMFCZBCUR27
d. Maturity date.
2080-07-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$224,000.00
g. Value of collateral, to the nearest cent.
$204,499.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENBRIDGE INC SUB GLBL COCO 83
c. LEI (if available).
98TPTUM4IVMFCZBCUR27
d. Maturity date.
2083-01-15
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$496,000.00
g. Value of collateral, to the nearest cent.
$494,996.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DRYDEN XXVIII SR LN 2013-28R A-3R 20300815 FLT
c. LEI (if available).
549300K4FV16ICO2FF98
d. Maturity date.
2030-08-15
e. Coupon or yield.
7.470710
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,992,478.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOST HOTELS & RESORTS LP SR -E NT 4%25
c. LEI (if available).
FXB7X4WXVA8QPMNOGS12
d. Maturity date.
2025-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,333,000.00
g. Value of collateral, to the nearest cent.
$2,260,282.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HPS LN MGMT LTD 2015-6R B-R 20310205 FLT
c. LEI (if available).
549300OYG05TXUTUVD98
d. Maturity date.
2031-02-05
e. Coupon or yield.
7.076290
f. The principal amount, to the nearest cent.
$1,750,000.00
g. Value of collateral, to the nearest cent.
$1,730,664.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HABOR PARK CLO 2018 C 20310121 FLT
d. Maturity date.
2031-01-21
e. Coupon or yield.
7.687750
f. The principal amount, to the nearest cent.
$696,540.00
g. Value of collateral, to the nearest cent.
$688,689.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONAGRA BRANDS INC SR GLBL NT5.3%38
c. LEI (if available).
54930035UDEIH090K650
d. Maturity date.
2038-11-01
e. Coupon or yield.
5.300000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,867.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CATAMARAN CLO 2018-1 C 20311027 FLT
d. Maturity date.
2031-10-27
e. Coupon or yield.
8.112820
f. The principal amount, to the nearest cent.
$4,250,000.00
g. Value of collateral, to the nearest cent.
$4,192,247.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CERBERUS LN FDING 2023-39 C 20330121 FLT
c. LEI (if available).
635400YPAUXKTFEV3V98
d. Maturity date.
2033-01-21
e. Coupon or yield.
10.558000
f. The principal amount, to the nearest cent.
$14,000,000.00
g. Value of collateral, to the nearest cent.
$13,937,950.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CERBERUS LN 2020-29 LP C 20321015 FLT
d. Maturity date.
2032-10-15
e. Coupon or yield.
9.369570
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$14,602,855.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANADIAN NATL RY CO SR DEB 6.25%34
c. LEI (if available).
3SU7BEP7TH9YEQOZCS77
d. Maturity date.
2034-08-01
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,374.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANADIAN NAT RES LTD MED TERM FR 4.95%060147
c. LEI (if available).
549300T15RIMIKZC5Q38
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$19,661.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANYON CLO LTD 2022-1 C 20350416 FLT
d. Maturity date.
2035-04-16
e. Coupon or yield.
7.509890
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,877,902.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 32
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2032-04-15
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$12,196,000.00
g. Value of collateral, to the nearest cent.
$11,147,503.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARAMOUNT GLOBAL SR GLBL NT2.9%27
c. LEI (if available).
5KYC8KF17ROCY24M3H09
d. Maturity date.
2027-01-15
e. Coupon or yield.
2.900000
f. The principal amount, to the nearest cent.
$753,000.00
g. Value of collateral, to the nearest cent.
$674,559.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AES CORP GLBL NT 2.45%31
c. LEI (if available).
2NUNNB7D43COUIRE5295
d. Maturity date.
2031-01-15
e. Coupon or yield.
2.450000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$39,934.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WILLIS NORTH AMER INC SR GLBL NT 33
c. LEI (if available).
5493004KVU1HWZCP0C66
d. Maturity date.
2033-05-15
e. Coupon or yield.
5.350000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,678.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WOODMONT 2022-10 TR
d. Maturity date.
2034-10-20
e. Coupon or yield.
10.526100
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$10,031,273.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WOODMONT TRUST 2017-1RR C-RR 20331018 FLT
c. LEI (if available).
2549007D5SGOER780O38
d. Maturity date.
2033-10-18
e. Coupon or yield.
8.221500
f. The principal amount, to the nearest cent.
$9,819,630.00
g. Value of collateral, to the nearest cent.
$9,306,513.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CPS AUTO RECEIVAB 6.27 15OCT29 144A
d. Maturity date.
2029-10-15
e. Coupon or yield.
6.270000
f. The principal amount, to the nearest cent.
$203,000.00
g. Value of collateral, to the nearest cent.
$202,236.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CREDIT AGRICOLE SA LONDON BRH VR 070523-070526
c. LEI (if available).
969500TJ5KRTCJQWXH05
d. Maturity date.
2026-07-05
e. Coupon or yield.
6.564570
f. The principal amount, to the nearest cent.
$1,250,000.00
g. Value of collateral, to the nearest cent.
$1,260,801.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CERBERUS LN FDG XL LLC 2023-40 C 20350322 FLT
c. LEI (if available).
635400FRD1HEGKSHCI69
d. Maturity date.
2035-03-22
e. Coupon or yield.
9.707960
f. The principal amount, to the nearest cent.
$1,862,395.00
g. Value of collateral, to the nearest cent.
$1,865,105.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHEVRON USA INC GLBL NT 0.426%23
c. LEI (if available).
VA8TZDWPEZYU430RZ444
d. Maturity date.
2023-08-11
e. Coupon or yield.
0.426000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$2,001.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHURCHILL MMSLF CLO 2021-1 LP C 20321001 FLT
d. Maturity date.
2032-10-01
e. Coupon or yield.
8.130350
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$13,924,033.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SONOCO PRODS CO SR NT 5.75%40
c. LEI (if available).
GKOMIK4RDJGHEF0VNP11
d. Maturity date.
2040-11-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$143,000.00
g. Value of collateral, to the nearest cent.
$142,892.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOUTHERN CALIF GAS CO 1M GLBL PP BD 24
c. LEI (if available).
XY0N0J73VHV5F4CUJV89
d. Maturity date.
2024-09-15
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,963.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RR 6 LTD 2019-6R B-R 20360415 FLT
c. LEI (if available).
549300KSO6EE9C4GF767
d. Maturity date.
2036-04-15
e. Coupon or yield.
7.469570
f. The principal amount, to the nearest cent.
$4,750,000.00
g. Value of collateral, to the nearest cent.
$4,515,729.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EFMT 2023-1 2023-1 B-2 20680225 FLT
d. Maturity date.
2068-02-25
e. Coupon or yield.
6.892170
f. The principal amount, to the nearest cent.
$7,970,202.00
g. Value of collateral, to the nearest cent.
$5,977,838.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMONDBACK ENERGY INC SR GLBL NT 33
c. LEI (if available).
549300R22LSX6OHWEN64
d. Maturity date.
2033-03-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$42,603.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWN CASTLE INC SR GLBL NT3.7%26
c. LEI (if available).
54930012H97VSM0I2R19
d. Maturity date.
2026-06-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$2,902,000.00
g. Value of collateral, to the nearest cent.
$2,777,178.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWN CASTLE INC SR GLBL NT4.3%29
c. LEI (if available).
54930012H97VSM0I2R19
d. Maturity date.
2029-02-15
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$554,000.00
g. Value of collateral, to the nearest cent.
$533,833.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWN CASTLE INC SR GLBL NT3.3%30
c. LEI (if available).
54930012H97VSM0I2R19
d. Maturity date.
2030-07-01
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$35,244.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWN CASTLE INC SR GLBL NT 51
c. LEI (if available).
54930012H97VSM0I2R19
d. Maturity date.
2051-01-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$13,317.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMETER CAP CLO 4 LTD 2023-4 B 20360115 FLT
c. LEI (if available).
25490087B17FBD0ODC27
d. Maturity date.
2036-01-15
e. Coupon or yield.
9.407960
f. The principal amount, to the nearest cent.
$273,100.00
g. Value of collateral, to the nearest cent.
$275,732.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONSTELLATION BRANDS INC SR GLBL NT4.9%33
c. LEI (if available).
5493005GKEG8QCVY7037
d. Maturity date.
2033-05-01
e. Coupon or yield.
4.900000
f. The principal amount, to the nearest cent.
$512,000.00
g. Value of collateral, to the nearest cent.
$505,267.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRIXMOR OPERATING PRTSHP LP SR GLBL NT 29
c. LEI (if available).
549300CJHBL7JBUA6503
d. Maturity date.
2029-05-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$18,138.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO CR SEN SR GLBL27
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2027-05-01
e. Coupon or yield.
5.040000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$5,016.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO CR SEN SR GLBL28
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2028-02-01
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$18,668.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27
c. LEI (if available).
549300ORP3TTCNXSYO43
d. Maturity date.
2027-03-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$52,775.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTRESS CR BSL LTD 2022-16 C 20351022 FLT
c. LEI (if available).
254900KG4E8W7Q68M916
d. Maturity date.
2035-10-22
e. Coupon or yield.
9.996140
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$4,035,737.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTRESS CR BSL LTD 2022-16 D-1 20351022 FLT
c. LEI (if available).
254900KG4E8W7Q68M916
d. Maturity date.
2035-10-22
e. Coupon or yield.
11.706100
f. The principal amount, to the nearest cent.
$13,382,121.00
g. Value of collateral, to the nearest cent.
$13,536,294.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLEXTRONICS INTL LTD SR GLBL NT 6%28
c. LEI (if available).
549300EAQH74YHD07T53
d. Maturity date.
2028-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$226,000.00
g. Value of collateral, to the nearest cent.
$229,671.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLEXTRONICS INTL LTD SR GLBL NT 6%28
c. LEI (if available).
549300EAQH74YHD07T53
d. Maturity date.
2028-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$203,249.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AGL CLO 2021-11 LTD C 20340417 FLT
c. LEI (if available).
549300G9RL3BICT9HA62
d. Maturity date.
2034-04-17
e. Coupon or yield.
7.619570
f. The principal amount, to the nearest cent.
$5,750,000.00
g. Value of collateral, to the nearest cent.
$5,535,330.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLY FINL INC GLBL NT 4.75%27
c. LEI (if available).
549300JBN1OSM8YNAI90
d. Maturity date.
2027-06-09
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$37,906.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVERSIONES CMPC S A SR GLBL REGS 30
c. LEI (if available).
549300G475ACIABB4385
d. Maturity date.
2030-01-13
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$180,475.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PT PERTAMINA GEOTHERMAL GLBL REGS NT 28
c. LEI (if available).
2549009CVV6Y7H26NV14
d. Maturity date.
2028-04-27
e. Coupon or yield.
5.150000
f. The principal amount, to the nearest cent.
$3,095,000.00
g. Value of collateral, to the nearest cent.
$3,122,248.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AGL CLO LTD 2022-20 C 20350720 FLT
d. Maturity date.
2035-07-20
e. Coupon or yield.
8.848450
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$3,524,218.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AES CORP GLBL NT 1.375%26
c. LEI (if available).
2NUNNB7D43COUIRE5295
d. Maturity date.
2026-01-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$21,684.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HCA INC. SR GLBL NT5.9%53
c. LEI (if available).
L3CJ6J7LJ2DX62FTXD46
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.900000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,817.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER HOLDINGS USA INC GLBL NT 2.49%28
c. LEI (if available).
549300SMVCQN2P0O6I58
d. Maturity date.
2028-01-06
e. Coupon or yield.
2.490000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$34,754.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROGERS COMMUNICATIONS INC SR GLBL NT 49
c. LEI (if available).
54930030NVF3Y2OL0A78
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.350000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$15,791.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROGERS COMMUNICATIONS INC SR GLBL NT3.7%49
c. LEI (if available).
54930030NVF3Y2OL0A78
d. Maturity date.
2049-11-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$14,065.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYALTY PHARMA PLC SR GLBL NT 50
c. LEI (if available).
549300FGFN7VOK8BZR03
d. Maturity date.
2050-09-02
e. Coupon or yield.
3.550000
f. The principal amount, to the nearest cent.
$62,000.00
g. Value of collateral, to the nearest cent.
$42,452.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROGERS COMMUNICATIONS INC SR GLBL NT7.5%38
c. LEI (if available).
54930030NVF3Y2OL0A78
d. Maturity date.
2038-08-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$10,339,000.00
g. Value of collateral, to the nearest cent.
$11,673,179.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WESTERN MIDSTREAM OPER LP CR SEN SR GLBL50
c. LEI (if available).
L6D8A6MLSY454J2JXJ60
d. Maturity date.
2050-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$27,000.00
g. Value of collateral, to the nearest cent.
$23,529.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WAMU MTG CERT 2005-AR2 B-1 20450125 FLT
d. Maturity date.
2045-01-25
e. Coupon or yield.
6.207470
f. The principal amount, to the nearest cent.
$30,440,000.00
g. Value of collateral, to the nearest cent.
$9,303,748.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VISTRA OPERATIONS CO LLC SR SEC GLBL 29
c. LEI (if available).
549300ZH5GKBTJZ7NM23
d. Maturity date.
2029-07-15
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$198,000.00
g. Value of collateral, to the nearest cent.
$176,649.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VMWARE INC CR SEN SR GLBL30
c. LEI (if available).
549300BUDHS3LRWBE814
d. Maturity date.
2030-05-15
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,150.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIACOM INC SR DEB 5.85%43
c. LEI (if available).
5KYC8KF17ROCY24M3H09
d. Maturity date.
2043-09-01
e. Coupon or yield.
5.850000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,157.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARAMOUNT GLOBAL SR GLBL NT 31
c. LEI (if available).
5KYC8KF17ROCY24M3H09
d. Maturity date.
2031-01-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$8,946.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO SANTANDER S.A. SNR NPF GLBL
c. LEI (if available).
5493006QMFDDMYWIAM13
d. Maturity date.
2027-08-18
e. Coupon or yield.
5.294000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$603,006.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AVIATION CAP GROUP LLC SR GLBL 144A 27
c. LEI (if available).
549300ODEK8HY3445C77
d. Maturity date.
2027-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,772,000.00
g. Value of collateral, to the nearest cent.
$5,221,928.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCELORMITTAL SA LUXEMBOURG CR SEN SR NT7%39
c. LEI (if available).
2EULGUTUI56JI9SAL165
d. Maturity date.
2039-10-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$198,000.00
g. Value of collateral, to the nearest cent.
$207,464.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCELORMITTAL SA LUXEMBOURG SR GLBL -2032 32
c. LEI (if available).
2EULGUTUI56JI9SAL165
d. Maturity date.
2032-11-29
e. Coupon or yield.
6.800000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$15,652.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCELORMITTAL SA LUXEMBOURG SR GLBL -2032 32
c. LEI (if available).
2EULGUTUI56JI9SAL165
d. Maturity date.
2032-11-29
e. Coupon or yield.
6.800000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$51,132.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCELORMITTAL SA LUXEMBOURG SR GLBL -2032 32
c. LEI (if available).
2EULGUTUI56JI9SAL165
d. Maturity date.
2032-11-29
e. Coupon or yield.
6.800000
f. The principal amount, to the nearest cent.
$531,000.00
g. Value of collateral, to the nearest cent.
$554,109.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARES CAPITAL CORP SR GLBL NT 28
c. LEI (if available).
WEQ82666OJYSI5GUAB47
d. Maturity date.
2028-06-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$19,342.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MYLAN INC SR GLBL NT 28
c. LEI (if available).
30ZMPDNA1RHIBH89C294
d. Maturity date.
2028-04-15
e. Coupon or yield.
4.550000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$14,354.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HCA INC. SR GLBL NT 28
c. LEI (if available).
L3CJ6J7LJ2DX62FTXD46
d. Maturity date.
2028-09-01
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$20,518.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL PMTS INC GLBL NT 5.4%32
c. LEI (if available).
549300NOMHGVQBX6S778
d. Maturity date.
2032-08-15
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$41,000.00
g. Value of collateral, to the nearest cent.
$41,202.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL ATLANTIC FINANCE CO SR GLBL 144A 29
d. Maturity date.
2029-10-15
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$209,000.00
g. Value of collateral, to the nearest cent.
$178,470.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIATRIS INC SR GLBL NT 4%50
c. LEI (if available).
254900ZZTSW7NL773X71
d. Maturity date.
2050-06-22
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,728,000.00
g. Value of collateral, to the nearest cent.
$1,170,518.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VALE OVERSEAS LTD SR GLBL NT 30
c. LEI (if available).
254900BA3U6G5DNV5V04
d. Maturity date.
2030-07-08
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$20,599.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOLL BROS FIN CORP SR GLBL NT 25
d. Maturity date.
2025-11-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$48,000.00
g. Value of collateral, to the nearest cent.
$47,510.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TOLL BROS FIN CORP SR GLBL NT 28
d. Maturity date.
2028-02-15
e. Coupon or yield.
4.350000
f. The principal amount, to the nearest cent.
$98,000.00
g. Value of collateral, to the nearest cent.
$94,342.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK VR 011222-011025
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2025-01-10
e. Coupon or yield.
5.500800
f. The principal amount, to the nearest cent.
$2,112,000.00
g. Value of collateral, to the nearest cent.
$2,107,520.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK FR 4.285%091324
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2024-09-13
e. Coupon or yield.
4.285000
f. The principal amount, to the nearest cent.
$4,282,000.00
g. Value of collateral, to the nearest cent.
$4,280,269.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARVELL TECHNOLOGY INC SR GLBL NT 26
d. Maturity date.
2026-04-15
e. Coupon or yield.
1.650000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$22,718.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KINROSS GOLD CORP SR NT 5.95%24
c. LEI (if available).
549300UEBMAQDN0K0R06
d. Maturity date.
2024-03-15
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$116,000.00
g. Value of collateral, to the nearest cent.
$118,260.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENPACT LUXEMBOURG S A / GENPA CR SEN SR GLBL26
d. Maturity date.
2026-04-10
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$27,089.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL PMTS INC SR GLBL NT2.9%30
c. LEI (if available).
549300NOMHGVQBX6S778
d. Maturity date.
2030-05-15
e. Coupon or yield.
2.900000
f. The principal amount, to the nearest cent.
$22,000.00
g. Value of collateral, to the nearest cent.
$18,769.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT 31
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2031-01-08
e. Coupon or yield.
2.350000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$39,521.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT1.5%26
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2026-06-10
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$183,000.00
g. Value of collateral, to the nearest cent.
$163,341.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS CO SR GLBL NT5.2%45
c. LEI (if available).
54930070NSV60J38I987
d. Maturity date.
2045-04-01
e. Coupon or yield.
5.200000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$61,186.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS CO SR GLBL NT6.6%36
c. LEI (if available).
54930070NSV60J38I987
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.600000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$24,262.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS CO SR GLBL NT5.4%48
c. LEI (if available).
54930070NSV60J38I987
d. Maturity date.
2048-04-01
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,683.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS CO SR GLBL NT 49
c. LEI (if available).
54930070NSV60J38I987
d. Maturity date.
2049-04-01
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$19,981.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TELEFONICA EMISONES SA SR GLBL NT 36
c. LEI (if available).
549300Y5MFC4SW5Z3K71
d. Maturity date.
2036-06-20
e. Coupon or yield.
7.045000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$32,930.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES PARTNERS / TARGA RES SR NT 4%32
d. Maturity date.
2032-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$34,886.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES PARTNERS / TARGA RES SR NT 4%32
d. Maturity date.
2032-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$18,000.00
g. Value of collateral, to the nearest cent.
$15,699.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES PARTNERS / TARGA RES SR NT 4%32
d. Maturity date.
2032-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$409,000.00
g. Value of collateral, to the nearest cent.
$356,716.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STANFORD UNIV CALIF GLBL -2017 BD 48
c. LEI (if available).
JIUV0DC2REIJXQ26CR37
d. Maturity date.
2048-05-01
e. Coupon or yield.
3.647000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,690.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRUCTURED ASSET MTG 2006-AR6 II-A-1 20360725 FLT
d. Maturity date.
2036-07-25
e. Coupon or yield.
5.792470
f. The principal amount, to the nearest cent.
$58,972,000.00
g. Value of collateral, to the nearest cent.
$5,880,112.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYNCHRONY FINANCIAL SR GLBL NT 29
c. LEI (if available).
549300RS7EWPM9MA6C78
d. Maturity date.
2029-03-19
e. Coupon or yield.
5.150000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$190,394.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PNC FINL SVCS GROUP INC PERP GLBL -T NT
c. LEI (if available).
CFGNEKW0P8842LEUIA51
d. Maturity date.
2079-12-31
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$53,854.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NETFLIX INC. 5.875%28
c. LEI (if available).
549300Y7VHGU0I7CE873
d. Maturity date.
2028-11-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$56,000.00
g. Value of collateral, to the nearest cent.
$58,040.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEIDOS INC CR SEN SR GLBL25
c. LEI (if available).
5493006I78VIN6J1BQ95
d. Maturity date.
2025-05-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$41,000.00
g. Value of collateral, to the nearest cent.
$39,577.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEIDOS INC CR SEN SR GLBL30
c. LEI (if available).
5493006I78VIN6J1BQ95
d. Maturity date.
2030-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$35,522.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO PERP JR SB GLBL
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$15,128.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JBS USA LUX S A / JBS USA FOOD SR 144A NT 3%32
d. Maturity date.
2032-05-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$220,000.00
g. Value of collateral, to the nearest cent.
$173,428.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HESS CORP SR NT 5.6%41
c. LEI (if available).
UASVRYNXNK17ULIGK870
d. Maturity date.
2041-02-15
e. Coupon or yield.
5.600000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$39,032.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLOCK FINL LLC CR SEN SR GLBL28
d. Maturity date.
2028-07-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$44,000.00
g. Value of collateral, to the nearest cent.
$37,372.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CF INDS INC SR NT 4.95%43
c. LEI (if available).
5FVKT86LAD2F40NPC183
d. Maturity date.
2043-06-01
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$16,502.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CF INDS INC SR NT 5.375%44
c. LEI (if available).
5FVKT86LAD2F40NPC183
d. Maturity date.
2044-03-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$834,000.00
g. Value of collateral, to the nearest cent.
$769,528.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 31
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2031-02-15
e. Coupon or yield.
2.450000
f. The principal amount, to the nearest cent.
$33,000.00
g. Value of collateral, to the nearest cent.
$27,080.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 41
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2041-02-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$15,152.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR GLBL NT5.3%47
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2047-04-15
e. Coupon or yield.
5.300000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,766.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYNCHRONY FINANCIAL 3.95%27
c. LEI (if available).
549300RS7EWPM9MA6C78
d. Maturity date.
2027-12-01
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$330,000.00
g. Value of collateral, to the nearest cent.
$296,334.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EPR PPTYS SR GLBL NT 28
c. LEI (if available).
549300YSSXFHMPOWZ492
d. Maturity date.
2028-04-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,824.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDISON INTL SR GLBL NT 28
c. LEI (if available).
549300I7ROF15MAEVP56
d. Maturity date.
2028-11-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$470,000.00
g. Value of collateral, to the nearest cent.
$467,284.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMERA US FINANCE LP SR GLBL NT 26
d. Maturity date.
2026-06-15
e. Coupon or yield.
3.550000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$36,278.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 50
c. LEI (if available).
L2Z2MO2EQURH3BREWI15
d. Maturity date.
2050-05-15
e. Coupon or yield.
4.650000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$15,299.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 4%55
c. LEI (if available).
L2Z2MO2EQURH3BREWI15
d. Maturity date.
2055-09-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$13,433.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYNCHRONY FINANCIAL 3.95%27
c. LEI (if available).
549300RS7EWPM9MA6C78
d. Maturity date.
2027-12-01
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$62,858.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HSBC HLDGS PLC ALT TIER I PERP
c. LEI (if available).
MLU0ZO3ML4LN2LL2TL39
d. Maturity date.
2079-12-31
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$14,436,000.00
g. Value of collateral, to the nearest cent.
$13,727,641.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS CO SR GLBL NT4.2%27
c. LEI (if available).
54930070NSV60J38I987
d. Maturity date.
2027-10-01
e. Coupon or yield.
4.200000
f. The principal amount, to the nearest cent.
$47,000.00
g. Value of collateral, to the nearest cent.
$45,250.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT3.5%24
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2024-11-07
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$289,000.00
g. Value of collateral, to the nearest cent.
$282,875.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICRON TECHNOLOGY INC SR GLBL NT 30
c. LEI (if available).
B3DXGBC8GAIYWI2Z0172
d. Maturity date.
2030-02-15
e. Coupon or yield.
4.663000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$23,178.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARRIER GLOBAL CORPORATION GLBL NT 3.377%40
c. LEI (if available).
549300JE3W6CWY2NAN77
d. Maturity date.
2040-04-05
e. Coupon or yield.
3.377000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$15,596.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARRIER GLOBAL CORPORATION GLBL NT 3.377%40
c. LEI (if available).
549300JE3W6CWY2NAN77
d. Maturity date.
2040-04-05
e. Coupon or yield.
3.377000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$31,192.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARRIER GLOBAL CORPORATION GLBL NT 3.577%50
c. LEI (if available).
549300JE3W6CWY2NAN77
d. Maturity date.
2050-04-05
e. Coupon or yield.
3.577000
f. The principal amount, to the nearest cent.
$2,765,000.00
g. Value of collateral, to the nearest cent.
$2,070,061.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONTINENTAL RES INC SR GLBL 144A 32
c. LEI (if available).
XXRTID9RYWOZ0UPIVR53
d. Maturity date.
2032-04-01
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$78,299.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONAGRA BRANDS INC SR GLBL NT 27
c. LEI (if available).
54930035UDEIH090K650
d. Maturity date.
2027-11-01
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$34,095.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARATHON OIL CORP SR GLBL NT4.4%27
c. LEI (if available).
1FRVQX2CRLGC1XLP5727
d. Maturity date.
2027-07-15
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,126.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOLSON COORS BEVERAGE CO SR GLBL NT4.2%46
c. LEI (if available).
54930073LBBH6ZCBE225
d. Maturity date.
2046-07-15
e. Coupon or yield.
4.200000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$16,371.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES CORP SR GLBL NT 52
c. LEI (if available).
5493003QENHHS261UR94
d. Maturity date.
2052-04-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$32,014.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCHWAB CHARLES CORP PERP SUB -I NT4%
c. LEI (if available).
549300VSGCJ7E698NM85
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,771,000.00
g. Value of collateral, to the nearest cent.
$7,897,554.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCHWAB CHARLES CORP PERP GLBL K NT5%
c. LEI (if available).
549300VSGCJ7E698NM85
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$36,333.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEMPRA JR SB GLBL NT 52
c. LEI (if available).
PBBKGKLRK5S5C0Y4T545
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$13,997,000.00
g. Value of collateral, to the nearest cent.
$11,635,006.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES CORP SR GLBL NT 52
c. LEI (if available).
5493003QENHHS261UR94
d. Maturity date.
2052-04-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$79,000.00
g. Value of collateral, to the nearest cent.
$66,557.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELL INTERNATIONAL FIN BV GLBL NT 3.25%50
c. LEI (if available).
213800ITMMKU4Z7I4F78
d. Maturity date.
2050-04-06
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$2,971.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MYLAN INC 5.2%48
c. LEI (if available).
30ZMPDNA1RHIBH89C294
d. Maturity date.
2048-04-15
e. Coupon or yield.
5.200000
f. The principal amount, to the nearest cent.
$193,000.00
g. Value of collateral, to the nearest cent.
$155,930.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER HOLDINGS USA INC 4.4%27
c. LEI (if available).
549300SMVCQN2P0O6I58
d. Maturity date.
2027-07-13
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,019.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANTANDER HOLDINGS USA INC SR GLBL NT 26
c. LEI (if available).
549300SMVCQN2P0O6I58
d. Maturity date.
2026-10-05
e. Coupon or yield.
3.244000
f. The principal amount, to the nearest cent.
$187,000.00
g. Value of collateral, to the nearest cent.
$173,368.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EFMT 2023-1 2023-1 B-3 20680225 FLT
d. Maturity date.
2068-02-25
e. Coupon or yield.
6.892170
f. The principal amount, to the nearest cent.
$22,998,170.00
g. Value of collateral, to the nearest cent.
$14,746,000.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOTOROLA SOLUTIONS INC 4.6%29
c. LEI (if available).
6S552MUG6KGJVEBSEC55
d. Maturity date.
2029-05-23
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$33,207.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMONDBACK ENERGY INC SR GLBL NT3.5%29
c. LEI (if available).
549300R22LSX6OHWEN64
d. Maturity date.
2029-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$58,000.00
g. Value of collateral, to the nearest cent.
$53,105.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMONDBACK ENERGY INC SR GLBL NT 52
c. LEI (if available).
549300R22LSX6OHWEN64
d. Maturity date.
2052-03-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$15,723.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISCOVER FINL SVCS SR GLBL NT4.1%27
c. LEI (if available).
Z1YLO2USPORE63VVUL20
d. Maturity date.
2027-02-09
e. Coupon or yield.
4.100000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$18,974.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWN CASTLE INC SR GLBL NT2.1%31
c. LEI (if available).
54930012H97VSM0I2R19
d. Maturity date.
2031-04-01
e. Coupon or yield.
2.100000
f. The principal amount, to the nearest cent.
$14,000.00
g. Value of collateral, to the nearest cent.
$11,233.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY PERP JR GLBL -M
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2099-12-31
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$64,000.00
g. Value of collateral, to the nearest cent.
$62,241.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32
d. Maturity date.
2032-02-15
e. Coupon or yield.
2.650000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,461.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NSTAR ELEC CO SR DEB 5.5%40
c. LEI (if available).
54930080R72Y2Z31UR68
d. Maturity date.
2040-03-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,558,000.00
g. Value of collateral, to the nearest cent.
$1,583,329.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 29
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2029-04-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$37,348.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT3.8%29
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2029-08-15
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$18,588.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT3.5%28
d. Maturity date.
2028-01-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$370,106.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VMWARE INC SR GLBL NT3.9%27
c. LEI (if available).
549300BUDHS3LRWBE814
d. Maturity date.
2027-08-21
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$47,000.00
g. Value of collateral, to the nearest cent.
$45,332.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL NT4.3%32
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2032-11-15
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$46,000.00
g. Value of collateral, to the nearest cent.
$42,228.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL NT 29
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2029-04-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,568.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VMWARE INC SR GLBL NT3.9%27
c. LEI (if available).
549300BUDHS3LRWBE814
d. Maturity date.
2027-08-21
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,822.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VMWARE INC SR GLBL NT1.8%28
c. LEI (if available).
549300BUDHS3LRWBE814
d. Maturity date.
2028-08-15
e. Coupon or yield.
1.800000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$16,120.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WALGREENS BOOTS ALLIANCE INC GLBL NT 4.1%50
c. LEI (if available).
549300RPTUOIXG4LIH86
d. Maturity date.
2050-04-15
e. Coupon or yield.
4.100000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$14,426.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROGERS COMMUNICATIONS INC SR NT 5%44
c. LEI (if available).
54930030NVF3Y2OL0A78
d. Maturity date.
2044-03-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,784.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO CR SEN SR GLBL60
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2060-05-01
e. Coupon or yield.
5.930000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$25,233.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO CR SEN SR GLBL31
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2031-02-01
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$121,000.00
g. Value of collateral, to the nearest cent.
$111,483.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXPEDIA GROUP INC CR SEN GLBL NT27
d. Maturity date.
2027-08-01
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$39,698.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FS KKR CAP CORP GLBL NT 3.125%28
c. LEI (if available).
549300TYRSI1T21B1360
d. Maturity date.
2028-10-12
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$16,460.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR GLBL NT 28
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2028-06-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,600.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR GLBL NT 29
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2029-04-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$275,000.00
g. Value of collateral, to the nearest cent.
$275,805.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR GLBL NT5.5%27
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2027-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$40,297.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR GLBL NT 5%50
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2050-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,054.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXETER AUTO REC TR 2020-2 E 20270915 7.1
d. Maturity date.
2027-09-15
e. Coupon or yield.
7.190000
f. The principal amount, to the nearest cent.
$1,017,000.00
g. Value of collateral, to the nearest cent.
$1,026,393.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT3.1%50
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2050-06-15
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$12,938.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT 51
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2051-01-15
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$12,471.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT1.6%26
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2026-04-15
e. Coupon or yield.
1.600000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$21,709.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT2.7%31
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2031-04-15
e. Coupon or yield.
2.700000
f. The principal amount, to the nearest cent.
$8,800,000.00
g. Value of collateral, to the nearest cent.
$7,322,832.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT 26
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2026-10-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$2,686,000.00
g. Value of collateral, to the nearest cent.
$2,547,986.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XIAOMI BEST TIME INTERNATIONAL SR REGS BD 31
c. LEI (if available).
254900IGJCVEY8WNJT74
d. Maturity date.
2031-07-14
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$613,918.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HARBORVIEW MTG LN TR 2006-1 2-A1A 20360319 FLT
d. Maturity date.
2036-03-19
e. Coupon or yield.
5.840590
f. The principal amount, to the nearest cent.
$75,735,186.00
g. Value of collateral, to the nearest cent.
$6,258,396.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR GLBL NT 28
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2028-02-15
e. Coupon or yield.
5.550000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$41,505.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENERGY TRANSFER L P SR GLBL NT 28
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2028-02-15
e. Coupon or yield.
5.550000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$259,411.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HCA INC. SR SEC GLBL NT47
c. LEI (if available).
L3CJ6J7LJ2DX62FTXD46
d. Maturity date.
2047-06-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$18,739.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HCA INC. SR SEC GLBL NT29
c. LEI (if available).
L3CJ6J7LJ2DX62FTXD46
d. Maturity date.
2029-06-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$37,295.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HCA INC. SR SEC GLBL NT49
c. LEI (if available).
L3CJ6J7LJ2DX62FTXD46
d. Maturity date.
2049-06-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$27,074.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HCA INC. SR GLBL NT3.5%30
c. LEI (if available).
L3CJ6J7LJ2DX62FTXD46
d. Maturity date.
2030-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,784.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PFIZER INVT ENTERPRISES GLBL NT 5.34%63
c. LEI (if available).
5493000FQO8XF9C0RT95
d. Maturity date.
2063-05-19
e. Coupon or yield.
5.340000
f. The principal amount, to the nearest cent.
$4,958,000.00
g. Value of collateral, to the nearest cent.
$5,004,952.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOTOROLA SOLUTIONS INC SR GLBL NT5.6%32
c. LEI (if available).
6S552MUG6KGJVEBSEC55
d. Maturity date.
2032-06-01
e. Coupon or yield.
5.600000
f. The principal amount, to the nearest cent.
$714,000.00
g. Value of collateral, to the nearest cent.
$713,988.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KKR CLO 49 L 8.82614 20JUL35 144A F
d. Maturity date.
2035-07-20
e. Coupon or yield.
8.826140
f. The principal amount, to the nearest cent.
$1,999,642.00
g. Value of collateral, to the nearest cent.
$2,010,633.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CERBERUS LOAN FDG LP 2021-35 C 20330915 FLT
d. Maturity date.
2033-09-15
e. Coupon or yield.
8.169570
f. The principal amount, to the nearest cent.
$5,093,000.00
g. Value of collateral, to the nearest cent.
$4,790,919.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO SR GLBL NT2.7%27
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2027-02-01
e. Coupon or yield.
2.700000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$13,934.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO SR GLBL NT 26
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2026-06-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$27,000.00
g. Value of collateral, to the nearest cent.
$24,691.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO ALT TIER I PERP
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2099-12-31
e. Coupon or yield.
7.879140
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,052.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP PERP GLBL -Z NT
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$26,000.00
g. Value of collateral, to the nearest cent.
$26,395.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 5.288%042534
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2034-04-25
e. Coupon or yield.
5.288000
f. The principal amount, to the nearest cent.
$27,000.00
g. Value of collateral, to the nearest cent.
$27,054.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP ALT TIER I PERP
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2079-12-31
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$33,428.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP ALT TIER I PERP
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2079-12-31
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$878,000.00
g. Value of collateral, to the nearest cent.
$863,232.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WALGREENS BOOTS ALLIANCE INC GLBL NT 3.2%30
c. LEI (if available).
549300RPTUOIXG4LIH86
d. Maturity date.
2030-04-15
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$550,000.00
g. Value of collateral, to the nearest cent.
$472,654.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VORNADO RLTY L P GLBL NT 2.15%26
c. LEI (if available).
549300BMOJ05INE4YK86
d. Maturity date.
2026-06-01
e. Coupon or yield.
2.150000
f. The principal amount, to the nearest cent.
$941,000.00
g. Value of collateral, to the nearest cent.
$803,024.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WAMU MTG CERT 2007-OA6 1A 20470725 FLT
d. Maturity date.
2047-07-25
e. Coupon or yield.
5.023960
f. The principal amount, to the nearest cent.
$71,090,509.00
g. Value of collateral, to the nearest cent.
$10,953,324.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VISIO TR 2023-1 A-3 20580325 FLT
d. Maturity date.
2058-03-25
e. Coupon or yield.
7.322000
f. The principal amount, to the nearest cent.
$15,742,741.00
g. Value of collateral, to the nearest cent.
$15,235,112.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VISTRA OPERATIONS CO LLC SR SEC GLBL 24
c. LEI (if available).
549300ZH5GKBTJZ7NM23
d. Maturity date.
2024-07-15
e. Coupon or yield.
3.550000
f. The principal amount, to the nearest cent.
$13,722,000.00
g. Value of collateral, to the nearest cent.
$13,353,945.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARAMOUNT GLOBAL SR GLBL NT 50
c. LEI (if available).
5KYC8KF17ROCY24M3H09
d. Maturity date.
2050-05-19
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$14,890.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NSG HLDGS LLC / NSG HLDGS INC SR SEC 144A NT25
d. Maturity date.
2025-12-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$282.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NSG HLDGS LLC / NSG HLDGS INC SR SEC 144A NT25
d. Maturity date.
2025-12-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$477,000.00
g. Value of collateral, to the nearest cent.
$67,289.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NSG HLDGS LLC / NSG HLDGS INC SR SEC 144A NT25
d. Maturity date.
2025-12-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$141.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY PERP JR GLBL -N
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2099-12-31
e. Coupon or yield.
8.712000
f. The principal amount, to the nearest cent.
$1,552,000.00
g. Value of collateral, to the nearest cent.
$1,576,819.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOTOROLA SOLUTIONS INC SR GLBL NT2.3%30
c. LEI (if available).
6S552MUG6KGJVEBSEC55
d. Maturity date.
2030-11-15
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$80,754.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MILL CITY MTG LN TR 2017-1 B4 20581125 FLT
d. Maturity date.
2058-11-25
e. Coupon or yield.
3.928480
f. The principal amount, to the nearest cent.
$16,205,000.00
g. Value of collateral, to the nearest cent.
$9,486,467.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOLSON COORS BEVERAGE CO SR GLBL NT 5%42
c. LEI (if available).
54930073LBBH6ZCBE225
d. Maturity date.
2042-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$94,405.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP PERP SUB -G NT
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.654000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$200,627.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP ALT TIER I PERP
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2099-12-31
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$1,550.00
g. Value of collateral, to the nearest cent.
$1,476.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRUIST FINL CORP ALT TIER I PERP
c. LEI (if available).
549300DRQQI75D2JP341
d. Maturity date.
2099-12-31
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$350.00
g. Value of collateral, to the nearest cent.
$333.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TORONTO DOMINION BANK VR 091021-091024
c. LEI (if available).
PT3QB789TSUIDF371261
d. Maturity date.
2024-09-10
e. Coupon or yield.
5.439660
f. The principal amount, to the nearest cent.
$114,000.00
g. Value of collateral, to the nearest cent.
$114,424.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WARNERMEDIA HLDGS INC SR GLBL NT 42
c. LEI (if available).
549300DXR29GD4N0A520
d. Maturity date.
2042-03-15
e. Coupon or yield.
5.050000
f. The principal amount, to the nearest cent.
$55,000.00
g. Value of collateral, to the nearest cent.
$46,531.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT5.8%28
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2028-06-23
e. Coupon or yield.
5.800000
f. The principal amount, to the nearest cent.
$8,000.00
g. Value of collateral, to the nearest cent.
$8,065.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT2.7%31
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2031-06-10
e. Coupon or yield.
2.700000
f. The principal amount, to the nearest cent.
$77,000.00
g. Value of collateral, to the nearest cent.
$61,964.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT2.4%28
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2028-10-15
e. Coupon or yield.
2.400000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$34,304.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES CORP SR GLBL NT6.5%53
c. LEI (if available).
5493003QENHHS261UR94
d. Maturity date.
2053-02-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$21,165.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
T-MOBILE US INC SR GLBL NT 23
c. LEI (if available).
549300ZTTY7CXOLJ6539
d. Maturity date.
2023-09-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$2,063.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PMT CR RISL TRANS TR 2021-1R A 20260227 FLT
d. Maturity date.
2026-02-27
e. Coupon or yield.
8.330000
f. The principal amount, to the nearest cent.
$45,827,000.00
g. Value of collateral, to the nearest cent.
$19,454,155.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NETFLIX INC. SR GLBL NT 28
c. LEI (if available).
549300Y7VHGU0I7CE873
d. Maturity date.
2028-04-15
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$39,950.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP MTG LN TR 2014-C B-3 20570325 FLT
d. Maturity date.
2057-03-25
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$11,000,000.00
g. Value of collateral, to the nearest cent.
$6,960,356.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO PERP SUB GLBL -S
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2079-12-31
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$59,000.00
g. Value of collateral, to the nearest cent.
$60,973.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUMANA INC SR GLBL NT3.7%29
c. LEI (if available).
529900YLDW34GJAO4J06
d. Maturity date.
2029-03-23
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$31,869.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUMANA INC SR GLBL NT5.5%53
c. LEI (if available).
529900YLDW34GJAO4J06
d. Maturity date.
2053-03-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$864,000.00
g. Value of collateral, to the nearest cent.
$867,674.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUMANA INC SR GLBL NT5.5%53
c. LEI (if available).
529900YLDW34GJAO4J06
d. Maturity date.
2053-03-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$20,085.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIEMENS FIN NV SR 144A NT 26
c. LEI (if available).
TAFO772JB70PDRN5VS48
d. Maturity date.
2026-10-15
e. Coupon or yield.
2.350000
f. The principal amount, to the nearest cent.
$1,019,000.00
g. Value of collateral, to the nearest cent.
$945,422.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUMANA INC SR GLBL NT 27
c. LEI (if available).
529900YLDW34GJAO4J06
d. Maturity date.
2027-02-03
e. Coupon or yield.
1.350000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,619.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEAR STRNS MTG FDG 2006-AR1 I-A-2 20360725 FLT
d. Maturity date.
2036-07-25
e. Coupon or yield.
5.912470
f. The principal amount, to the nearest cent.
$76,527,000.00
g. Value of collateral, to the nearest cent.
$6,617,982.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP MTG LN TR 2019-RP1 B-3 20660125 FLT
d. Maturity date.
2066-01-25
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$11,085,116.00
g. Value of collateral, to the nearest cent.
$7,447,206.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 26
c. LEI (if available).
549300ORP3TTCNXSYO43
d. Maturity date.
2026-12-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$405,000.00
g. Value of collateral, to the nearest cent.
$348,204.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 34
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2034-04-15
e. Coupon or yield.
3.469000
f. The principal amount, to the nearest cent.
$116,000.00
g. Value of collateral, to the nearest cent.
$95,981.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDISON INTL SR GLBL NT 28
c. LEI (if available).
549300I7ROF15MAEVP56
d. Maturity date.
2028-03-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$1,021,000.00
g. Value of collateral, to the nearest cent.
$974,598.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EFMT 2023-1 2023-1 A-1 20680225 FLT
d. Maturity date.
2068-02-25
e. Coupon or yield.
5.732000
f. The principal amount, to the nearest cent.
$11,010,000.00
g. Value of collateral, to the nearest cent.
$10,460,718.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOME EQUITY ASSET TR 2005-8 M-3 20360225 FLT
d. Maturity date.
2036-02-25
e. Coupon or yield.
6.117470
f. The principal amount, to the nearest cent.
$17,139,797.00
g. Value of collateral, to the nearest cent.
$12,807,111.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUMANA INC SR GLBL NT3.7%29
c. LEI (if available).
529900YLDW34GJAO4J06
d. Maturity date.
2029-03-23
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$18,746.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONAGRA BRANDS INC SR GLBL NT5.4%48
c. LEI (if available).
54930035UDEIH090K650
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$37,000.00
g. Value of collateral, to the nearest cent.
$35,189.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONN AVE SEC TR 2023-R01 1M-2 20421226 FLT
d. Maturity date.
2042-12-26
e. Coupon or yield.
8.818990
f. The principal amount, to the nearest cent.
$51,215,000.00
g. Value of collateral, to the nearest cent.
$53,605,861.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONSTELLATION BRANDS INC SR GLBL NT 28
c. LEI (if available).
5493005GKEG8QCVY7037
d. Maturity date.
2028-11-15
e. Coupon or yield.
4.650000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,945.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPRINT CAP CORP MTN BE SR GLBL NT 32
c. LEI (if available).
549300L17W0GQBR1PO80
d. Maturity date.
2032-03-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$392,000.00
g. Value of collateral, to the nearest cent.
$483,867.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 36
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2036-11-15
e. Coupon or yield.
3.187000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$14,445.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRANDYWINE OPER PARTNERSHIP L CR SEN GLBL NT28
c. LEI (if available).
IXBXSCONLDQ1ZI73YU71
d. Maturity date.
2028-03-15
e. Coupon or yield.
7.550000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$8,565.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRANDYWINE OPER PARTNERSHIP L CR SEN GLBL NT28
c. LEI (if available).
IXBXSCONLDQ1ZI73YU71
d. Maturity date.
2028-03-15
e. Coupon or yield.
7.550000
f. The principal amount, to the nearest cent.
$197,000.00
g. Value of collateral, to the nearest cent.
$187,485.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO CR SEN SR GLBL40
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2040-05-01
e. Coupon or yield.
5.705000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$40,400.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO CR SEN SR GLBL50
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2050-05-01
e. Coupon or yield.
5.805000
f. The principal amount, to the nearest cent.
$8,040,000.00
g. Value of collateral, to the nearest cent.
$8,173,242.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLOCK FINL LLC CR SEN SR GLBL30
d. Maturity date.
2030-08-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$44,516.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TARGA RES PARTNERS / TARGA RES SR GLBL NT 31
d. Maturity date.
2031-02-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,045.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMC CORP GLBL NT 6.375%53
c. LEI (if available).
CKDHZ2X64EEBQCSP7013
d. Maturity date.
2053-05-18
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$10,915,000.00
g. Value of collateral, to the nearest cent.
$10,853,953.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXPEDIA GROUP INC SR GLBL NT 30
d. Maturity date.
2030-02-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$22,328.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENBRIDGE INC SUB GLBL COCO 83
c. LEI (if available).
98TPTUM4IVMFCZBCUR27
d. Maturity date.
2083-01-15
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$91,303.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT2.3%31
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2031-09-15
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$802,608.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIR CANADA 2015-1 A 20280915 3.6
d. Maturity date.
2028-09-15
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$126,000.00
g. Value of collateral, to the nearest cent.
$76,437.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLY FINL INC GLBL NT 7.1%27
c. LEI (if available).
549300JBN1OSM8YNAI90
d. Maturity date.
2027-11-15
e. Coupon or yield.
7.100000
f. The principal amount, to the nearest cent.
$116,000.00
g. Value of collateral, to the nearest cent.
$119,477.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN HOME MTG 2004-4 M-1 20450225 FLT
d. Maturity date.
2045-02-25
e. Coupon or yield.
6.237470
f. The principal amount, to the nearest cent.
$12,500,000.00
g. Value of collateral, to the nearest cent.
$6,877,080.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DICKS SPORTING GOODS INC GLBL NT 4.1%52
c. LEI (if available).
529900SSBV5I4LWSK313
d. Maturity date.
2052-01-15
e. Coupon or yield.
4.100000
f. The principal amount, to the nearest cent.
$263,000.00
g. Value of collateral, to the nearest cent.
$179,061.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CENOVUS ENERGY INC GLBL NT 5.4%47
c. LEI (if available).
549300F4XPHJ7NOSP309
d. Maturity date.
2047-06-15
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$18,271.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CENOVUS ENERGY INC GLBL NT 3.75%52
c. LEI (if available).
549300EIRQ0Z2B9C1W06
d. Maturity date.
2052-02-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$14,545.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONSTELLATION BRANDS INC SR GLBL NT 25
c. LEI (if available).
5493005GKEG8QCVY7037
d. Maturity date.
2025-12-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$49,000.00
g. Value of collateral, to the nearest cent.
$48,722.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONSTELLATION BRANDS INC SR GLBL NT 29
c. LEI (if available).
5493005GKEG8QCVY7037
d. Maturity date.
2029-08-01
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,744.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOCIETE GENERALE FR 3.625%030141
c. LEI (if available).
O2RNE8IBXP4R0TD8PU41
d. Maturity date.
2041-03-01
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$19,600,000.00
g. Value of collateral, to the nearest cent.
$13,166,564.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHELL INTERNATIONAL FIN BV SR NT 3.25%25
c. LEI (if available).
213800ITMMKU4Z7I4F78
d. Maturity date.
2025-05-11
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$32,000.00
g. Value of collateral, to the nearest cent.
$31,177.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMONDBACK ENERGY INC SR GLBL NT 26
c. LEI (if available).
549300R22LSX6OHWEN64
d. Maturity date.
2026-12-01
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$37,879.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONTINENTAL RES INC SR NT 4.375%28
c. LEI (if available).
XXRTID9RYWOZ0UPIVR53
d. Maturity date.
2028-01-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$56,814.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CONTINENTAL RES INC SR NT 4.375%28
c. LEI (if available).
XXRTID9RYWOZ0UPIVR53
d. Maturity date.
2028-01-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$37,876.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27
d. Maturity date.
2027-01-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$33,000.00
g. Value of collateral, to the nearest cent.
$31,438.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HASBRO INC SR GLBL NT3.5%27
c. LEI (if available).
549300NUB6D2R1ITYR45
d. Maturity date.
2027-09-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$65,000.00
g. Value of collateral, to the nearest cent.
$61,545.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCHWAB CHARLES CORP ALT TIER I PERP
c. LEI (if available).
549300VSGCJ7E698NM85
d. Maturity date.
2079-12-31
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$989.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SCHWAB CHARLES CORP ALT TIER I PERP
c. LEI (if available).
549300VSGCJ7E698NM85
d. Maturity date.
2079-12-31
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$47,000.00
g. Value of collateral, to the nearest cent.
$46,484.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYALTY PHARMA PLC SR GLBL NT3.3%40
c. LEI (if available).
549300FGFN7VOK8BZR03
d. Maturity date.
2040-09-02
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$71,274.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL 28 BD 50
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2050-07-01
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$15,953.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HESS CORP SR NT 6%40
c. LEI (if available).
UASVRYNXNK17ULIGK870
d. Maturity date.
2040-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$39,891.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEAR STEARNS ALT-A 2006-5 I-A-1 20360825 FLT
d. Maturity date.
2036-08-25
e. Coupon or yield.
5.752470
f. The principal amount, to the nearest cent.
$272,411,292.00
g. Value of collateral, to the nearest cent.
$11,151,159.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BEAR STRNS MTG FDG 2006-AR5 II-A-2 20370126 FLT
d. Maturity date.
2037-01-26
e. Coupon or yield.
5.642470
f. The principal amount, to the nearest cent.
$61,170,763.00
g. Value of collateral, to the nearest cent.
$5,377,585.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXXON MOBIL CORP SR GLBL NT 49
c. LEI (if available).
J3WHBG0MTS7O8ZVMDC91
d. Maturity date.
2049-08-16
e. Coupon or yield.
3.095000
f. The principal amount, to the nearest cent.
$2,710,000.00
g. Value of collateral, to the nearest cent.
$1,998,693.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIEMENS FIN NV SR 144A NT 25
c. LEI (if available).
TAFO772JB70PDRN5VS48
d. Maturity date.
2025-05-27
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$3,956,000.00
g. Value of collateral, to the nearest cent.
$3,844,312.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 35
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2035-11-15
e. Coupon or yield.
3.137000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$30,836.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL NT 30
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2030-11-15
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$36,990.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 28
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2028-02-15
e. Coupon or yield.
1.950000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$87,127.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRIGHTHOUSE FINL INC SR GLBL NT4.7%47
c. LEI (if available).
5493003T8SZSHOGGAW52
d. Maturity date.
2047-06-22
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$192,755.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRIGHTHOUSE FINL INC SR GLBL NT 30
c. LEI (if available).
5493003T8SZSHOGGAW52
d. Maturity date.
2030-05-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,958.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRIGHTHOUSE FINL INC SR GLBL NT 30
c. LEI (if available).
5493003T8SZSHOGGAW52
d. Maturity date.
2030-05-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$492,000.00
g. Value of collateral, to the nearest cent.
$481,670.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HARBORVIEW MTG LN TR 2006-12 2A-1A3 20361219 FLT
d. Maturity date.
2036-12-19
e. Coupon or yield.
5.840590
f. The principal amount, to the nearest cent.
$37,270,000.00
g. Value of collateral, to the nearest cent.
$7,488,174.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.42%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$776,000,302.64
b. Excluding the value of any sponsor support:
$776,000,302.64
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.36%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CITIGROUP GLOBAL MARKETS INC
Item C.2 The title of the issue (including coupon, if applicable).
CITIGROUP GLOBAL MARKETS INC 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
MBNUM2BPBDO7JBLYG310
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000315030
c. Other unique identifier.
ARP0XQKR9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$279,800.00
g. Value of collateral, to the nearest cent.
$308,465.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$3,075,900.00
g. Value of collateral, to the nearest cent.
$2,892,864.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-09-30
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$3,914,500.00
g. Value of collateral, to the nearest cent.
$3,610,573.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$72,453,900.00
g. Value of collateral, to the nearest cent.
$88,477,674.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$268,868,700.00
g. Value of collateral, to the nearest cent.
$249,999,973.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-12-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$9,213,000.00
g. Value of collateral, to the nearest cent.
$8,799,394.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-01-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$4,890,400.00
g. Value of collateral, to the nearest cent.
$7,419,957.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-08-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$3,699,300.00
g. Value of collateral, to the nearest cent.
$3,411,621.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-04-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$90,756,400.00
g. Value of collateral, to the nearest cent.
$90,736,976.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-09-30
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$278,102,900.00
g. Value of collateral, to the nearest cent.
$249,999,953.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$80,495,100.00
g. Value of collateral, to the nearest cent.
$72,433,998.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$1,819,700.00
g. Value of collateral, to the nearest cent.
$1,651,710.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$119,135,400.00
g. Value of collateral, to the nearest cent.
$108,137,177.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-04-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$229,550,400.00
g. Value of collateral, to the nearest cent.
$249,999,967.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-05-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$277,422,900.00
g. Value of collateral, to the nearest cent.
$249,999,923.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-06-30
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$52,600,600.00
g. Value of collateral, to the nearest cent.
$47,505,184.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-06-30
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$105,906,500.00
g. Value of collateral, to the nearest cent.
$91,497,941.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$90.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$362.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-01-31
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,745,500.00
g. Value of collateral, to the nearest cent.
$1,582,948.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$153,000.00
g. Value of collateral, to the nearest cent.
$155,672.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$78,785,800.00
g. Value of collateral, to the nearest cent.
$80,161,853.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,419,900.00
g. Value of collateral, to the nearest cent.
$4,426,815.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$198,685,900.00
g. Value of collateral, to the nearest cent.
$198,996,748.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-11-30
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$245,636,700.00
g. Value of collateral, to the nearest cent.
$243,766,504.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-12-31
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$253,055,300.00
g. Value of collateral, to the nearest cent.
$249,999,977.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-01-31
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$148,950,700.00
g. Value of collateral, to the nearest cent.
$143,777,791.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-04-30
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$265,456,000.00
g. Value of collateral, to the nearest cent.
$249,999,957.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-04-30
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$49,253,900.00
g. Value of collateral, to the nearest cent.
$46,871,144.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-04-30
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$213,455,100.00
g. Value of collateral, to the nearest cent.
$203,128,782.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$264,879,600.00
g. Value of collateral, to the nearest cent.
$249,999,988.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-06-30
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$210,389,700.00
g. Value of collateral, to the nearest cent.
$202,864,222.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-12-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$53,000,000.00
g. Value of collateral, to the nearest cent.
$47,816,599.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-12-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$127,586,600.00
g. Value of collateral, to the nearest cent.
$115,108,629.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-03-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$454,500.00
g. Value of collateral, to the nearest cent.
$429,880.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-04-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$620,200.00
g. Value of collateral, to the nearest cent.
$620,067.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$492,700.00
g. Value of collateral, to the nearest cent.
$427,023.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$258,980,500.00
g. Value of collateral, to the nearest cent.
$224,458,485.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$21,285,300.00
g. Value of collateral, to the nearest cent.
$19,924,965.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-07-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$1,692,900.00
g. Value of collateral, to the nearest cent.
$1,569,011.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-08-31
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$7,638,200.00
g. Value of collateral, to the nearest cent.
$7,002,363.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$198,979,800.00
g. Value of collateral, to the nearest cent.
$182,942,923.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$1,140,800.00
g. Value of collateral, to the nearest cent.
$1,084,138.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-02-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$48,372,400.00
g. Value of collateral, to the nearest cent.
$45,241,866.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-01-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$1,183,304.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-01-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$19,931,500.00
g. Value of collateral, to the nearest cent.
$23,585,041.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$4,000,100.00
g. Value of collateral, to the nearest cent.
$4,674,153.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$51,185,000.00
g. Value of collateral, to the nearest cent.
$47,815,986.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-15
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$186,639,700.00
g. Value of collateral, to the nearest cent.
$206,030,337.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$54,517,000.00
g. Value of collateral, to the nearest cent.
$82,438,183.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$1,512,155.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$31,099,200.00
g. Value of collateral, to the nearest cent.
$29,522,501.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-06-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$795,700.00
g. Value of collateral, to the nearest cent.
$740,595.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$262,095,300.00
g. Value of collateral, to the nearest cent.
$249,999,934.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-08-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$10,412,900.00
g. Value of collateral, to the nearest cent.
$9,335,698.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$231,489,900.00
g. Value of collateral, to the nearest cent.
$241,394,266.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-31
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$10,331,200.00
g. Value of collateral, to the nearest cent.
$9,332,777.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-31
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$266,413,800.00
g. Value of collateral, to the nearest cent.
$240,667,170.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-30
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$2,322,100.00
g. Value of collateral, to the nearest cent.
$2,100,669.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-07-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$283,551,400.00
g. Value of collateral, to the nearest cent.
$242,889,278.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$61,071,200.00
g. Value of collateral, to the nearest cent.
$55,291,116.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-12-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$275,213,400.00
g. Value of collateral, to the nearest cent.
$248,640,416.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-30
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$77,658,000.00
g. Value of collateral, to the nearest cent.
$71,174,204.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-12-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$146,449,300.00
g. Value of collateral, to the nearest cent.
$134,445,463.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-03-31
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$5,255,000.00
g. Value of collateral, to the nearest cent.
$4,606,534.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-02-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$44,808,300.00
g. Value of collateral, to the nearest cent.
$44,923,840.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$21,200.00
g. Value of collateral, to the nearest cent.
$21,273.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$1,044,000.00
g. Value of collateral, to the nearest cent.
$1,025,890.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$1,981,500.00
g. Value of collateral, to the nearest cent.
$1,947,128.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-31
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$257,969,000.00
g. Value of collateral, to the nearest cent.
$249,999,957.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-02-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$291,444,200.00
g. Value of collateral, to the nearest cent.
$249,999,979.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$6,377,000,000.00
b. Excluding the value of any sponsor support:
$6,377,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.93%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CANADIAN IMPERIAL BANK OF COMMERCE
Item C.2 The title of the issue (including coupon, if applicable).
CANADIAN IMPERIAL BANK OF COMMERCE 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
2IGI19DL77OX0HC3ZE78
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000800030
c. Other unique identifier.
ARP0XQKU2
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
GNII SF MA7419 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,013.00
g. Value of collateral, to the nearest cent.
$1,890.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7420 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$617.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6997 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$1,607.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7313 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-04-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$571.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6645 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$229.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6699 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$781.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6809 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$371.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6463 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-02-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$203.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5020 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,797.00
g. Value of collateral, to the nearest cent.
$228.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5137 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$101.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6275 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$181.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5596 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,684,343.00
g. Value of collateral, to the nearest cent.
$344,257.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5652 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,636.00
g. Value of collateral, to the nearest cent.
$225.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4511 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,150.00
g. Value of collateral, to the nearest cent.
$142.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4587 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$123.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4588 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$111.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2961 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$112.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3244 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,029.00
g. Value of collateral, to the nearest cent.
$127.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2754 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,121.00
g. Value of collateral, to the nearest cent.
$103.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2827 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,304.00
g. Value of collateral, to the nearest cent.
$251.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1996 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,048.00
g. Value of collateral, to the nearest cent.
$233.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2522 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$24,255.00
g. Value of collateral, to the nearest cent.
$2,392.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2685 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2031-12-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$635.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS3497
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,490.00
g. Value of collateral, to the nearest cent.
$1,312.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLFS4704
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$36,912.00
g. Value of collateral, to the nearest cent.
$38,186.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA3708
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,964,418.00
g. Value of collateral, to the nearest cent.
$340,241.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLMA4578
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$31,448.00
g. Value of collateral, to the nearest cent.
$24,798.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN2457
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$912.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN9801
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
3.870000
f. The principal amount, to the nearest cent.
$3,923.00
g. Value of collateral, to the nearest cent.
$3,605.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8491 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$983.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7537 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$642.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7934 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$733.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8878 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$1,003.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785561 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$734.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA0980
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$445.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785585 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-08-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$809.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 781847 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-12-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,009.00
g. Value of collateral, to the nearest cent.
$13.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 697924 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-03-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,013.00
g. Value of collateral, to the nearest cent.
$117.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785302 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$640.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785313 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,534,265.00
g. Value of collateral, to the nearest cent.
$2,783,386.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785512 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$186,924.00
g. Value of collateral, to the nearest cent.
$127,492.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785256 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$980,040.00
g. Value of collateral, to the nearest cent.
$784,636.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785257 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$72,035,968.00
g. Value of collateral, to the nearest cent.
$48,462,411.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785259 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$703.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785300 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,347.00
g. Value of collateral, to the nearest cent.
$4,954.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785196 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,119.00
g. Value of collateral, to the nearest cent.
$402.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785239 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,453,590.00
g. Value of collateral, to the nearest cent.
$2,737,688.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785240 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,153,453.00
g. Value of collateral, to the nearest cent.
$684,184.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785223 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,088.00
g. Value of collateral, to the nearest cent.
$633.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785244 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$1,870.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785164 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,008.00
g. Value of collateral, to the nearest cent.
$1,706.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785195 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,071.00
g. Value of collateral, to the nearest cent.
$1,644.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785015 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,003.00
g. Value of collateral, to the nearest cent.
$702.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785157 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,104.00
g. Value of collateral, to the nearest cent.
$659.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785447 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,280.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785460 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$731.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 737274 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,023.00
g. Value of collateral, to the nearest cent.
$32.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785494 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$639.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785498 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,048.00
g. Value of collateral, to the nearest cent.
$1,448.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785407 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,272.00
g. Value of collateral, to the nearest cent.
$1,448.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785429 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-04-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,229.00
g. Value of collateral, to the nearest cent.
$826.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 004487 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,301.00
g. Value of collateral, to the nearest cent.
$208.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC V83443 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$356.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
02.500 FGPC V61151 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$198.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC V81873 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$108.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC V81992 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$120.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC V82781 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$292.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q04461 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$105.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q06344 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$132.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004802 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$102.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 745793 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,017.00
g. Value of collateral, to the nearest cent.
$76.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AJ1886 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-08-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$11,672,743.00
g. Value of collateral, to the nearest cent.
$600,278.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AJ9335 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$217,838.00
g. Value of collateral, to the nearest cent.
$34,044.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT3928 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,058.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CE9940 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$668.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CI4173 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$461.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CJ9393 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,252.00
g. Value of collateral, to the nearest cent.
$910.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM1439
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
4.040000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$928.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3659
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
3.920000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$912.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7219
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
4.160000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$930.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7224
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
4.130000
f. The principal amount, to the nearest cent.
$1,136.00
g. Value of collateral, to the nearest cent.
$1,056.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY2947 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,001.00
g. Value of collateral, to the nearest cent.
$611.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC Q14696 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$257.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Z40054 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$114.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q03505 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$116.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8084
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,999.00
g. Value of collateral, to the nearest cent.
$1,756.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8086
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$838.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8148
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$3,944.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD8151
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$2,712.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8195
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$787.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD2423
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,067.00
g. Value of collateral, to the nearest cent.
$1,054.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBT8293
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,840.00
g. Value of collateral, to the nearest cent.
$4,464.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW1316
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$925.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY3003
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$982.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBM3397
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,943,248.00
g. Value of collateral, to the nearest cent.
$2,382,435.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBM4422
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$416,000.00
g. Value of collateral, to the nearest cent.
$48,545.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBM4682
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$18,823,681.00
g. Value of collateral, to the nearest cent.
$5,170,819.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CTBP3356
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$716.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6523
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,602,152.00
g. Value of collateral, to the nearest cent.
$378,678.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK8732
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,856,559.00
g. Value of collateral, to the nearest cent.
$254,292.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK8726
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,933,308.00
g. Value of collateral, to the nearest cent.
$756,663.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIBM3552
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$173,000.00
g. Value of collateral, to the nearest cent.
$37,395.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBM3289
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$87,911.00
g. Value of collateral, to the nearest cent.
$33,867.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBJ9263
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$15,609.00
g. Value of collateral, to the nearest cent.
$4,697.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK2018
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,175,823.00
g. Value of collateral, to the nearest cent.
$833,277.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK2032
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$14,639,426.00
g. Value of collateral, to the nearest cent.
$3,084,260.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIBK3760
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,289,918.00
g. Value of collateral, to the nearest cent.
$264,700.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK5337
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,195,071.00
g. Value of collateral, to the nearest cent.
$6,125,876.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBK5659
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$689,054.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAV6366
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,279,403.00
g. Value of collateral, to the nearest cent.
$153,313.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 I4BF0078
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2056-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$370,000.00
g. Value of collateral, to the nearest cent.
$111,031.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBH7059
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$53,834.00
g. Value of collateral, to the nearest cent.
$9,358.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH9284
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$628,096.00
g. Value of collateral, to the nearest cent.
$240,154.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 RIBJ9151
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$520,000.00
g. Value of collateral, to the nearest cent.
$103,706.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA9066
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$24,187,296.00
g. Value of collateral, to the nearest cent.
$23,958,841.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 08.000 CL363680
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-11-01
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$1,072.00
g. Value of collateral, to the nearest cent.
$1.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAL1472
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$63,149.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAS2535
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$11,312,665.00
g. Value of collateral, to the nearest cent.
$686,172.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLAS4362
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,332,586.00
g. Value of collateral, to the nearest cent.
$214,364.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA4216
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$53,389.00
g. Value of collateral, to the nearest cent.
$33,310.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA5053
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,386.00
g. Value of collateral, to the nearest cent.
$1,645.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC T62094 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,124.00
g. Value of collateral, to the nearest cent.
$2,079.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD1789
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,067.00
g. Value of collateral, to the nearest cent.
$1,938.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD1992
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$984.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785518 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,017,718.00
g. Value of collateral, to the nearest cent.
$1,414,207.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFM3620
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,050,669.00
g. Value of collateral, to the nearest cent.
$228,387.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM7070
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,844,246.00
g. Value of collateral, to the nearest cent.
$1,135,818.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLCB6090
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,013,036.00
g. Value of collateral, to the nearest cent.
$1,007,665.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM1911
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$498,999.00
g. Value of collateral, to the nearest cent.
$117,435.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CICA4468
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$369.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCA6635
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$630.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA8234
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$649.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCB1925
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,154,944.00
g. Value of collateral, to the nearest cent.
$6,390,291.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
6.625000
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$1,212.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7367 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$649.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6654 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,087.00
g. Value of collateral, to the nearest cent.
$568.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1837 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-04-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$325.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8347 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,875.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8572 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$999.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q59063 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$192.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC G60047 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,001.00
g. Value of collateral, to the nearest cent.
$160.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC G60081 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$191.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q55868 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,001.00
g. Value of collateral, to the nearest cent.
$398.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q58651 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,001.00
g. Value of collateral, to the nearest cent.
$530.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q50305 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,027.00
g. Value of collateral, to the nearest cent.
$307.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q50908 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,060.00
g. Value of collateral, to the nearest cent.
$2,947.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q52212 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,011.00
g. Value of collateral, to the nearest cent.
$314.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785247 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$504.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785242 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$619.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785165 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$827.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784065 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-02-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$1,650.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785406 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$606.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q49354 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,011.00
g. Value of collateral, to the nearest cent.
$393.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q50299 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,013.00
g. Value of collateral, to the nearest cent.
$383.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q60516 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$174.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q62179 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,352.00
g. Value of collateral, to the nearest cent.
$2,542.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q40564 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$206.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q42400 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$311.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC V84373 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$172.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q60187 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$309.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD8255
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,629.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8232
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,781.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD8038
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$180.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD2209
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$990.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD2208
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$944.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC G61607 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$309.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFS1073
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$807.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CTCA2234
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,910,308.00
g. Value of collateral, to the nearest cent.
$602,566.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCA1314
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,532.00
g. Value of collateral, to the nearest cent.
$282.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7315 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,012.00
g. Value of collateral, to the nearest cent.
$504.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7473 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,615.00
g. Value of collateral, to the nearest cent.
$1,742.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7986 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,186.00
g. Value of collateral, to the nearest cent.
$918.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7255 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$94,028.00
g. Value of collateral, to the nearest cent.
$56,158.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7256 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,121.00
g. Value of collateral, to the nearest cent.
$563.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6766 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$338.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5817 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$104.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5932 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$9,517,269.00
g. Value of collateral, to the nearest cent.
$1,180,559.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7139 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,147,937.00
g. Value of collateral, to the nearest cent.
$482,229.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6398 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-01-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,105.00
g. Value of collateral, to the nearest cent.
$119.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5764 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-02-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$94.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5398 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$118.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4718 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$181.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4777 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,043.00
g. Value of collateral, to the nearest cent.
$675.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3662 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$139.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3937 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,003.00
g. Value of collateral, to the nearest cent.
$150.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4125 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$214.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2755 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,272.00
g. Value of collateral, to the nearest cent.
$585.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2756 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$84.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2826 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,014.00
g. Value of collateral, to the nearest cent.
$100.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1997 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$19,668.00
g. Value of collateral, to the nearest cent.
$1,657.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2223 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,756.00
g. Value of collateral, to the nearest cent.
$551.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2224 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,048.00
g. Value of collateral, to the nearest cent.
$170.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q35744 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,048.00
g. Value of collateral, to the nearest cent.
$392.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q25625 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$165.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q43083 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$431.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q48945 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$314.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q51578 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,001.00
g. Value of collateral, to the nearest cent.
$257.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q58594 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,041.00
g. Value of collateral, to the nearest cent.
$260.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2892 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,075.00
g. Value of collateral, to the nearest cent.
$225.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3036 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,681.00
g. Value of collateral, to the nearest cent.
$139.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G61595 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$252.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q05763 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,003.00
g. Value of collateral, to the nearest cent.
$160.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2305 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$80.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA4600
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$14,009,230.00
g. Value of collateral, to the nearest cent.
$11,867,090.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA4918
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,005.00
g. Value of collateral, to the nearest cent.
$953.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLAD0163
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,843.00
g. Value of collateral, to the nearest cent.
$62.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3210
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,931,305.00
g. Value of collateral, to the nearest cent.
$1,240,494.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLMA4492
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,201.00
g. Value of collateral, to the nearest cent.
$888.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM7599
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$561,998.00
g. Value of collateral, to the nearest cent.
$231,801.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8726 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,020.00
g. Value of collateral, to the nearest cent.
$1,005.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8802 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$1,009.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8151 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,068.00
g. Value of collateral, to the nearest cent.
$981.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8268 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,076,889.00
g. Value of collateral, to the nearest cent.
$3,797,771.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8269 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$964.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8429 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-10-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$229,497.00
g. Value of collateral, to the nearest cent.
$223,019.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7535 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-08-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,951,008.00
g. Value of collateral, to the nearest cent.
$6,283,510.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7590 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$12,126.00
g. Value of collateral, to the nearest cent.
$8,619.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7882 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$819.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8648 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$982.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC G61646 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$161.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD6057
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,880.00
g. Value of collateral, to the nearest cent.
$8,659.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q43131 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$440.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782810 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-11-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,247.00
g. Value of collateral, to the nearest cent.
$592.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785263 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,024.00
g. Value of collateral, to the nearest cent.
$1,111.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785160 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$596.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785167 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,013.00
g. Value of collateral, to the nearest cent.
$606.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785193 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,725,562.00
g. Value of collateral, to the nearest cent.
$889,769.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785106 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,361,914.00
g. Value of collateral, to the nearest cent.
$642,060.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785149 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$663.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785440 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$7,562.00
g. Value of collateral, to the nearest cent.
$4,825.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785400 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$17,715,479.00
g. Value of collateral, to the nearest cent.
$11,561,545.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785421 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$39,954,232.00
g. Value of collateral, to the nearest cent.
$18,563,863.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AY0574 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,911.00
g. Value of collateral, to the nearest cent.
$715.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784470 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-11-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$145,306.00
g. Value of collateral, to the nearest cent.
$38,342.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNHA AL CU8055 H
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2073-04-20
e. Coupon or yield.
4.406000
f. The principal amount, to the nearest cent.
$1,267,656.00
g. Value of collateral, to the nearest cent.
$1,292,050.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CC8855 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$12,999.00
g. Value of collateral, to the nearest cent.
$5,929.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD8173
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,462.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8277
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$944.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CTBQ0989
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-07-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$5,962,420.00
g. Value of collateral, to the nearest cent.
$4,203,203.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIBM4151
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,043,999.00
g. Value of collateral, to the nearest cent.
$1,140,842.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CKBM6266
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$323,768.00
g. Value of collateral, to the nearest cent.
$51,129.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBM2007
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$858,846.00
g. Value of collateral, to the nearest cent.
$92,691.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 I4BF0377
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2059-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,503,155.00
g. Value of collateral, to the nearest cent.
$5,054,182.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA7375
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,015.00
g. Value of collateral, to the nearest cent.
$838.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 1Q1289 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-10-01
e. Coupon or yield.
5.242000
f. The principal amount, to the nearest cent.
$2,273.00
g. Value of collateral, to the nearest cent.
$65.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZA5498
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$209.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM9195
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$10,705,576.00
g. Value of collateral, to the nearest cent.
$7,863,736.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFM9540
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,790,560.00
g. Value of collateral, to the nearest cent.
$2,052,503.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM9601
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$751.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM7460
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$34,354,245.00
g. Value of collateral, to the nearest cent.
$14,047,132.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB2282
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$3,909,918.00
g. Value of collateral, to the nearest cent.
$2,844,828.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB4130
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,344,913.00
g. Value of collateral, to the nearest cent.
$7,556,556.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLCB5316
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$9,195,144.00
g. Value of collateral, to the nearest cent.
$8,607,995.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB5536
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$957.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CTCB0883
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,441.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7475 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,120.00
g. Value of collateral, to the nearest cent.
$3,107.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6968 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,023.00
g. Value of collateral, to the nearest cent.
$493.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6647 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$136.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7187 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$315.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AC2423 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2028-01-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,035.00
g. Value of collateral, to the nearest cent.
$126.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM7534
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,502,283.00
g. Value of collateral, to the nearest cent.
$784,201.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQA1968
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$391.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC G60235 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$172.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q55974 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$220.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q56765 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,001.00
g. Value of collateral, to the nearest cent.
$320.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q57596 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$511.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q52133 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,004.00
g. Value of collateral, to the nearest cent.
$487.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q52451 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,010.00
g. Value of collateral, to the nearest cent.
$435.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q43059 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$379.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q47410 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,017.00
g. Value of collateral, to the nearest cent.
$330.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786281 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$951.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786301 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,015.00
g. Value of collateral, to the nearest cent.
$883.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786326 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$974.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785086 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$171.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785134 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-11-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,002.00
g. Value of collateral, to the nearest cent.
$238.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785459 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,040.00
g. Value of collateral, to the nearest cent.
$761.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q63525 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$261.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q36238 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,128.00
g. Value of collateral, to the nearest cent.
$165.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC V60336 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$104.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC V60649 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,020.00
g. Value of collateral, to the nearest cent.
$154.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q08058 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,001.00
g. Value of collateral, to the nearest cent.
$161.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6144 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,047.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6147 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,722.00
g. Value of collateral, to the nearest cent.
$1,829.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CB8492 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,722,707.00
g. Value of collateral, to the nearest cent.
$1,583,681.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BS1754 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$304.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ3215 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,905,501.00
g. Value of collateral, to the nearest cent.
$1,233,122.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q09898 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,028.00
g. Value of collateral, to the nearest cent.
$205.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD2031
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,131.00
g. Value of collateral, to the nearest cent.
$1,073.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD2192
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$900.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD2871
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,015.00
g. Value of collateral, to the nearest cent.
$1,003.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBT8049
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,457,956.00
g. Value of collateral, to the nearest cent.
$1,479,559.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8942
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,943,419.00
g. Value of collateral, to the nearest cent.
$1,948,276.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF3975
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,987.00
g. Value of collateral, to the nearest cent.
$3,868.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG3631
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,047,440.00
g. Value of collateral, to the nearest cent.
$1,050,436.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG3656
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,448,459.00
g. Value of collateral, to the nearest cent.
$1,453,608.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG3697
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,582,212.00
g. Value of collateral, to the nearest cent.
$1,566,151.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G61430 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,028.00
g. Value of collateral, to the nearest cent.
$368.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC G61560 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,023.00
g. Value of collateral, to the nearest cent.
$401.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 3VZN0535
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$146.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIFM3493
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$385.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM3920
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$682.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM7503
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,061,646.00
g. Value of collateral, to the nearest cent.
$2,548,179.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3204
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,510,615.00
g. Value of collateral, to the nearest cent.
$1,515,560.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3184
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,098,764.00
g. Value of collateral, to the nearest cent.
$1,102,264.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3988
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,132,600.00
g. Value of collateral, to the nearest cent.
$1,137,003.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY4952
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,116,981.00
g. Value of collateral, to the nearest cent.
$1,106,481.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY5523
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$50,784.00
g. Value of collateral, to the nearest cent.
$50,661.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
CANADIAN IMPERIAL BANK OF COMMERCE
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$237,000,000.00
b. Excluding the value of any sponsor support:
$237,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.11%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOLDMAN SACHS & CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
GOLDMAN SACHS & CO LLC 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
FOR8UP27PHTHYVLBNG30
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000769993
c. Other unique identifier.
ARP0XQL15
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FNMS 03.500 CRMA1404
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$373,658.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAB4307
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,138,000.00
g. Value of collateral, to the nearest cent.
$145,247.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM8626
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-06-15
e. Coupon or yield.
3.710000
f. The principal amount, to the nearest cent.
$4,224,160.00
g. Value of collateral, to the nearest cent.
$3,774,384.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3383
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$192,000.00
g. Value of collateral, to the nearest cent.
$24,315.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLMA4438
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$257,998.00
g. Value of collateral, to the nearest cent.
$188,067.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3663
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$135,000.00
g. Value of collateral, to the nearest cent.
$12,442.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3637
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$342,000.00
g. Value of collateral, to the nearest cent.
$32,636.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFS3327
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$32,000.00
g. Value of collateral, to the nearest cent.
$26,922.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM3209
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$100,000,000.00
g. Value of collateral, to the nearest cent.
$56,652,847.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM8577
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$176,638.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB2856
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$115,374.00
g. Value of collateral, to the nearest cent.
$88,591.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CTFM1353
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,945,000.00
g. Value of collateral, to the nearest cent.
$920,564.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM1634
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$349,000.00
g. Value of collateral, to the nearest cent.
$49,555.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA4543
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$833,057.00
g. Value of collateral, to the nearest cent.
$424,488.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCA6989
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$248,547,520.00
g. Value of collateral, to the nearest cent.
$161,703,638.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CICA8759
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$32,772,288.00
g. Value of collateral, to the nearest cent.
$20,956,813.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA5391
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$14,005,904.00
g. Value of collateral, to the nearest cent.
$11,128,082.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC G60718 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$145,350.00
g. Value of collateral, to the nearest cent.
$43,172.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQA3399
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$18,182.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8260
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$485,000.00
g. Value of collateral, to the nearest cent.
$438,780.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZA0587
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,712,000.00
g. Value of collateral, to the nearest cent.
$7,508.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZA0915
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$874,915.00
g. Value of collateral, to the nearest cent.
$9,633.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA0605
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,012,800.00
g. Value of collateral, to the nearest cent.
$29,993,117.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA1988
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$175,000.00
g. Value of collateral, to the nearest cent.
$25,931.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBV2517
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$766,315.00
g. Value of collateral, to the nearest cent.
$638,444.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBV4853
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,207,720.00
g. Value of collateral, to the nearest cent.
$1,777,347.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 I4BF0104
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2056-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$16,567,840.00
g. Value of collateral, to the nearest cent.
$6,099,449.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 I4BF0222
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2057-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$34,673.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBM3907
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$286,460.00
g. Value of collateral, to the nearest cent.
$100,881.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTBM3923
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,108,000.00
g. Value of collateral, to the nearest cent.
$1,581,753.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL777703
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,188,958.00
g. Value of collateral, to the nearest cent.
$16,649.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIAS7638
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,748,000.00
g. Value of collateral, to the nearest cent.
$840,353.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CISB8137
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$50,004,544.00
g. Value of collateral, to the nearest cent.
$37,328,965.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CISB8202
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,970,512.00
g. Value of collateral, to the nearest cent.
$9,890,734.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS4619
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$652,877.00
g. Value of collateral, to the nearest cent.
$76,337.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS4631
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$805,118.00
g. Value of collateral, to the nearest cent.
$84,119.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CTZA2146
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$19,330.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CIQO1051
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,057,152.00
g. Value of collateral, to the nearest cent.
$908,488.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL6609
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2056-03-15
e. Coupon or yield.
2.980000
f. The principal amount, to the nearest cent.
$679,232.00
g. Value of collateral, to the nearest cent.
$576,433.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLRA7378
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$85,859.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CTRB5163
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$33,000.00
g. Value of collateral, to the nearest cent.
$27,183.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CTRB5163
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$69,212.00
g. Value of collateral, to the nearest cent.
$57,013.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS0546
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$300,437.00
g. Value of collateral, to the nearest cent.
$238,125.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS0031
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$39,220.00
g. Value of collateral, to the nearest cent.
$29,379.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIMA4124
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$18,500,000.00
g. Value of collateral, to the nearest cent.
$8,230,915.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7705 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$40,400,000.00
g. Value of collateral, to the nearest cent.
$30,297,580.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC G08791 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$305,000.00
g. Value of collateral, to the nearest cent.
$54,666.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3716
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-05-15
e. Coupon or yield.
4.550000
f. The principal amount, to the nearest cent.
$8,618,200.00
g. Value of collateral, to the nearest cent.
$8,333,889.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BL7755 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$64,000.00
g. Value of collateral, to the nearest cent.
$17,323.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7938 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,550,596.00
g. Value of collateral, to the nearest cent.
$3,031,826.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8345 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$105,509,760.00
g. Value of collateral, to the nearest cent.
$94,575,399.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 GLAB3805
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,890,208.00
g. Value of collateral, to the nearest cent.
$1,123,938.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CTMA0864
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,190,000.00
g. Value of collateral, to the nearest cent.
$100,636.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL903073
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$12,965.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL6835
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$23,795.00
g. Value of collateral, to the nearest cent.
$5,890.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI0587
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$7,107,544.00
g. Value of collateral, to the nearest cent.
$79,547.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZI5179
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$869,950.00
g. Value of collateral, to the nearest cent.
$11,698.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI9814
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$421,518.00
g. Value of collateral, to the nearest cent.
$42,124.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AD8784 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-03-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,558,000.00
g. Value of collateral, to the nearest cent.
$805,109.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP9281 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,867,368.00
g. Value of collateral, to the nearest cent.
$1,687,912.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ0799 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,848,960.00
g. Value of collateral, to the nearest cent.
$4,282,844.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CKMA3369
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$278,682.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL909083
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$35,315.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFS2185
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$30,389,480.00
g. Value of collateral, to the nearest cent.
$26,908,720.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCB3600
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$12,997,600.00
g. Value of collateral, to the nearest cent.
$11,105,448.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB1273
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$42,878,912.00
g. Value of collateral, to the nearest cent.
$30,733,856.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZA5931
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$3,515,651.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA5855
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$185,872.00
g. Value of collateral, to the nearest cent.
$137,662.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q02144 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,677,720.00
g. Value of collateral, to the nearest cent.
$167,322.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD1143
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$380,000.00
g. Value of collateral, to the nearest cent.
$310,697.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD8038
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$22,592.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.500 CLZA0741
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-03-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$4,698,544.00
g. Value of collateral, to the nearest cent.
$6,149.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZJ5398
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-10-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,602,372.00
g. Value of collateral, to the nearest cent.
$34,766.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CTZJ9364
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$775,000.00
g. Value of collateral, to the nearest cent.
$66,020.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBV5611
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$267,000.00
g. Value of collateral, to the nearest cent.
$222,355.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW0999
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,154,752.00
g. Value of collateral, to the nearest cent.
$1,044,948.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBO2765
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,076,106.00
g. Value of collateral, to the nearest cent.
$165,763.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIBT3873
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$48,359.00
g. Value of collateral, to the nearest cent.
$41,945.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL680910
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,482,852.00
g. Value of collateral, to the nearest cent.
$25,369.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL827698
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$440,205.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBC9506
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$23,886.00
g. Value of collateral, to the nearest cent.
$9,847.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD0519
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$954,837.00
g. Value of collateral, to the nearest cent.
$617,983.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD1109
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$9,676,768.00
g. Value of collateral, to the nearest cent.
$7,920,402.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZS4083
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,627,400.00
g. Value of collateral, to the nearest cent.
$672,127.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CIZS6637
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$81,152.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZS1862
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$530,000.00
g. Value of collateral, to the nearest cent.
$29,062.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZS1900
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,017,000.00
g. Value of collateral, to the nearest cent.
$25,688.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZS2117
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$5,985.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZS2882
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,185,228.00
g. Value of collateral, to the nearest cent.
$18,641.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CTZA1914
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$48,314.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL676661
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,512,576.00
g. Value of collateral, to the nearest cent.
$22,458.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAI5958
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,926,240.00
g. Value of collateral, to the nearest cent.
$111,991.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLAQ8653
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$152,611.00
g. Value of collateral, to the nearest cent.
$29,348.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CTAR1962
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$13,496,992.00
g. Value of collateral, to the nearest cent.
$2,734,439.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CT256045
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$75,871.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CE3511 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,710,480.00
g. Value of collateral, to the nearest cent.
$2,294,890.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA8202
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,159,552.00
g. Value of collateral, to the nearest cent.
$4,761,590.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLAV4177
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,670,384.00
g. Value of collateral, to the nearest cent.
$1,036,480.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CTMA4865
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,258,536.00
g. Value of collateral, to the nearest cent.
$1,137,955.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 778477 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-12-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$327,637.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC G07962 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$84,612.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
02.500 FGPC G18626 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$243,899.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC A88477 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,760,000.00
g. Value of collateral, to the nearest cent.
$305,076.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AZ2698 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,694,368.00
g. Value of collateral, to the nearest cent.
$694,660.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 626817 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-05-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,913,098.00
g. Value of collateral, to the nearest cent.
$195,723.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN7412 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,760,928.00
g. Value of collateral, to the nearest cent.
$4,171,904.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAB2091
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,271,812.00
g. Value of collateral, to the nearest cent.
$260,023.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS3954
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$214,271.00
g. Value of collateral, to the nearest cent.
$186,738.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS4075
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$18,000.00
g. Value of collateral, to the nearest cent.
$17,503.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS4189
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$14,965,552.00
g. Value of collateral, to the nearest cent.
$14,585,932.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS5250
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$64,525,952.00
g. Value of collateral, to the nearest cent.
$63,227,625.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 ZLFP0025
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-08-25
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$111,254,144.00
g. Value of collateral, to the nearest cent.
$88,789,089.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM0388
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$286,902.00
g. Value of collateral, to the nearest cent.
$58,509.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM1247
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$21,161.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZI2330
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$380,520.00
g. Value of collateral, to the nearest cent.
$8,760.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZJ0410
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$304,482.00
g. Value of collateral, to the nearest cent.
$29,262.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZJ1413
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$138,000.00
g. Value of collateral, to the nearest cent.
$6,776.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4885 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,304,172.00
g. Value of collateral, to the nearest cent.
$1,328,825.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV2111 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,903,986.00
g. Value of collateral, to the nearest cent.
$1,961,249.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3080 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,163,302.00
g. Value of collateral, to the nearest cent.
$1,193,723.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3429 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,180,770.00
g. Value of collateral, to the nearest cent.
$1,230,086.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CR2290
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-01-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$13,760,000.00
g. Value of collateral, to the nearest cent.
$14,079,175.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR3043 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,225,456.00
g. Value of collateral, to the nearest cent.
$814,881.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CS2710
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,840,000.00
g. Value of collateral, to the nearest cent.
$3,532,822.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CS2714
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-04-15
e. Coupon or yield.
4.670000
f. The principal amount, to the nearest cent.
$6,814,200.00
g. Value of collateral, to the nearest cent.
$6,641,086.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS7224 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,020,606.00
g. Value of collateral, to the nearest cent.
$1,036,977.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0671 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,082,680.00
g. Value of collateral, to the nearest cent.
$2,041,555.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP9154 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,167,150.00
g. Value of collateral, to the nearest cent.
$2,206,344.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ6160 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,301,072.00
g. Value of collateral, to the nearest cent.
$5,363,782.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM5066
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,814,452.00
g. Value of collateral, to the nearest cent.
$1,469,461.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM5457
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,904,536.00
g. Value of collateral, to the nearest cent.
$2,910,259.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFM5594
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$888,535.00
g. Value of collateral, to the nearest cent.
$401,169.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CTCB4452
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,357,842.00
g. Value of collateral, to the nearest cent.
$1,317,872.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB4131
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$12,381,664.00
g. Value of collateral, to the nearest cent.
$11,568,033.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA3346
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$16,047,968.00
g. Value of collateral, to the nearest cent.
$4,336,930.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLRA2303
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,283,000.00
g. Value of collateral, to the nearest cent.
$340,287.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA7177
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$49,125,248.00
g. Value of collateral, to the nearest cent.
$39,190,553.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U80125 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$866,966.00
g. Value of collateral, to the nearest cent.
$188,682.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q18131 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$114,659.00
g. Value of collateral, to the nearest cent.
$21,884.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q49389 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,500,000.00
g. Value of collateral, to the nearest cent.
$2,356,913.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8028
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$89,700.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD7561
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$250,000,000.00
g. Value of collateral, to the nearest cent.
$230,292,525.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4302
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$16,398,592.00
g. Value of collateral, to the nearest cent.
$2,635,379.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM6880
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,270,000.00
g. Value of collateral, to the nearest cent.
$446,727.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZA1031
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,222,000.00
g. Value of collateral, to the nearest cent.
$100,566.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CIZK4544
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$952,987.00
g. Value of collateral, to the nearest cent.
$78,541.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIBX8440
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$208,624.00
g. Value of collateral, to the nearest cent.
$202,759.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY4018
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,481,666.00
g. Value of collateral, to the nearest cent.
$1,492,901.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY6194
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,242,128.00
g. Value of collateral, to the nearest cent.
$3,236,659.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBV5050
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$16,000.00
g. Value of collateral, to the nearest cent.
$13,721.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW3909
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$19,000,000.00
g. Value of collateral, to the nearest cent.
$16,605,429.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIBO4725
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$18,887.00
g. Value of collateral, to the nearest cent.
$7,403.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBP7147
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,055,064.00
g. Value of collateral, to the nearest cent.
$2,608,151.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS8648
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-06-01
e. Coupon or yield.
4.330000
f. The principal amount, to the nearest cent.
$44,154,000.00
g. Value of collateral, to the nearest cent.
$43,065,177.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HXBS8689
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-07-01
e. Coupon or yield.
4.650000
f. The principal amount, to the nearest cent.
$8,910,944.00
g. Value of collateral, to the nearest cent.
$8,731,923.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBM3792
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,500,000.00
g. Value of collateral, to the nearest cent.
$2,135,515.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIBM3919
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$878,321.00
g. Value of collateral, to the nearest cent.
$266,174.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL739610
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,671,608.00
g. Value of collateral, to the nearest cent.
$23,448.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL870614
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$8,515,232.00
g. Value of collateral, to the nearest cent.
$91,697.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRAT7117
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$203,171.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 ZLZT2387
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$81,487,616.00
g. Value of collateral, to the nearest cent.
$73,238,974.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD1114
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,961,376.00
g. Value of collateral, to the nearest cent.
$7,242,118.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZS9486
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$413,721.00
g. Value of collateral, to the nearest cent.
$76,358.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZS9738
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,139,692.00
g. Value of collateral, to the nearest cent.
$565,571.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZS2855
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$230,000.00
g. Value of collateral, to the nearest cent.
$14,297.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZS3967
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-09-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$406,828.00
g. Value of collateral, to the nearest cent.
$41,488.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CTZA2123
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,240,840.00
g. Value of collateral, to the nearest cent.
$72,970.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CTZA2219
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$141,929.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CTZA2435
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,551,122.00
g. Value of collateral, to the nearest cent.
$299,425.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAK3455
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$790,415.00
g. Value of collateral, to the nearest cent.
$133,654.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAS4796
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,105,000.00
g. Value of collateral, to the nearest cent.
$182,663.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 01.500 3PRE6090
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-03-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$34,100,000.00
g. Value of collateral, to the nearest cent.
$22,038,812.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIQO0873
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,110,380.00
g. Value of collateral, to the nearest cent.
$2,538,461.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIQO1017
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$90,923.00
g. Value of collateral, to the nearest cent.
$79,536.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL2270 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$639,736.00
g. Value of collateral, to the nearest cent.
$592,380.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL4068
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-04-15
e. Coupon or yield.
2.650000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$90,478.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL4071
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-03-15
e. Coupon or yield.
2.690000
f. The principal amount, to the nearest cent.
$2,295,564.00
g. Value of collateral, to the nearest cent.
$1,899,954.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM3209 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,831,678.00
g. Value of collateral, to the nearest cent.
$1,517,324.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM3792
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-04-15
e. Coupon or yield.
4.740000
f. The principal amount, to the nearest cent.
$30,353,200.00
g. Value of collateral, to the nearest cent.
$29,737,438.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BS6859 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$633,708.00
g. Value of collateral, to the nearest cent.
$603,742.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN BU0128
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-08-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$292,545.00
g. Value of collateral, to the nearest cent.
$261,036.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CH0470
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-09-15
e. Coupon or yield.
3.820000
f. The principal amount, to the nearest cent.
$6,425,000.00
g. Value of collateral, to the nearest cent.
$5,803,594.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CJ8164
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-01-15
e. Coupon or yield.
2.860000
f. The principal amount, to the nearest cent.
$9,638,900.00
g. Value of collateral, to the nearest cent.
$8,033,602.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CL2694
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-11-15
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$15,700,080.00
g. Value of collateral, to the nearest cent.
$13,502,210.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA8088
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$41,387,400.00
g. Value of collateral, to the nearest cent.
$37,565,252.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA7442
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$194,434.00
g. Value of collateral, to the nearest cent.
$182,736.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQC8488
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$31,500,000.00
g. Value of collateral, to the nearest cent.
$21,547,867.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF0178
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,233,076.00
g. Value of collateral, to the nearest cent.
$2,069,357.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIFS1708
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$750,426.00
g. Value of collateral, to the nearest cent.
$586,489.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAW9522
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$50,148.00
g. Value of collateral, to the nearest cent.
$5,770.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAY5690
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,853,372.00
g. Value of collateral, to the nearest cent.
$782,302.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM8765
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$35,196,608.00
g. Value of collateral, to the nearest cent.
$26,396,185.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIBW4914
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,148,204.00
g. Value of collateral, to the nearest cent.
$1,971,855.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AB7644 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-09-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$682,965.00
g. Value of collateral, to the nearest cent.
$103,530.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CTMA3266
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$208,000.00
g. Value of collateral, to the nearest cent.
$61,185.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC C09029 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$21,200.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J31442 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$92,545.00
g. Value of collateral, to the nearest cent.
$16,118.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV7177 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$6,449,288.00
g. Value of collateral, to the nearest cent.
$6,549,271.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 786111 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-06-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$107,015,200.00
g. Value of collateral, to the nearest cent.
$83,397,656.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786609 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$24,832,096.00
g. Value of collateral, to the nearest cent.
$22,628,043.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CT6906
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-10-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$9,861,824.00
g. Value of collateral, to the nearest cent.
$9,751,171.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4831 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,336,230.00
g. Value of collateral, to the nearest cent.
$1,367,918.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CN3138
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-07-15
e. Coupon or yield.
4.220000
f. The principal amount, to the nearest cent.
$2,930,468.00
g. Value of collateral, to the nearest cent.
$2,730,761.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO3174
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-08-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$7,612,960.00
g. Value of collateral, to the nearest cent.
$6,832,566.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO9942 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,015,118.00
g. Value of collateral, to the nearest cent.
$868,823.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BA3967 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,006,066.00
g. Value of collateral, to the nearest cent.
$99,829.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN2455
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-08-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$17,123,500.00
g. Value of collateral, to the nearest cent.
$15,668,314.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-15
e. Coupon or yield.
5.532420
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$454,211.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIFM8406
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$48,014.00
g. Value of collateral, to the nearest cent.
$25,515.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB0090
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,154,024.00
g. Value of collateral, to the nearest cent.
$811,895.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8244
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$14,000.00
g. Value of collateral, to the nearest cent.
$12,539.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAL5688
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$39,986,000.00
g. Value of collateral, to the nearest cent.
$4,270,841.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA4869
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$57,988.00
g. Value of collateral, to the nearest cent.
$54,944.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7706 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,289,976.00
g. Value of collateral, to the nearest cent.
$2,509,888.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8570 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$19,886,560.00
g. Value of collateral, to the nearest cent.
$19,538,589.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,594,000,000.00
b. Excluding the value of any sponsor support:
$1,594,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.73%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOLDMAN SACHS & CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
GOLDMAN SACHS & CO LLC 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
FOR8UP27PHTHYVLBNG30
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000769993
c. Other unique identifier.
ARP0XQL49
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FEPC 04.000 CLRA8666
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,837,632.00
g. Value of collateral, to the nearest cent.
$4,502,515.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2372 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$24,334,688.00
g. Value of collateral, to the nearest cent.
$2,006,436.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB6478
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$32,124,672.00
g. Value of collateral, to the nearest cent.
$31,351,343.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G07849 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,095,816.00
g. Value of collateral, to the nearest cent.
$958,445.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLFS3332
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$38,281.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 U4BF0245
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$3,666,747.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLRA7587
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$28,622.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF9642
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$416,509.00
g. Value of collateral, to the nearest cent.
$406,323.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW9309
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,347,524.00
g. Value of collateral, to the nearest cent.
$2,159,948.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX9210
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$4,414,072.00
g. Value of collateral, to the nearest cent.
$4,530,142.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL794643
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-10-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$8,914,304.00
g. Value of collateral, to the nearest cent.
$181,830.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CQBM5667
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$25,533,720.00
g. Value of collateral, to the nearest cent.
$11,490,764.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CIQO1149
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$456,381.00
g. Value of collateral, to the nearest cent.
$437,869.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6864
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,503,100.00
g. Value of collateral, to the nearest cent.
$2,549,215.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIQN0948
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,317,824.00
g. Value of collateral, to the nearest cent.
$165,044.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD0479
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$192,983.00
g. Value of collateral, to the nearest cent.
$72,322.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U90598 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$6,008.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q13654 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$328,055.00
g. Value of collateral, to the nearest cent.
$61,983.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZS2424
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,995,770.00
g. Value of collateral, to the nearest cent.
$39,638.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CIZS8659
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$788,000.00
g. Value of collateral, to the nearest cent.
$83,931.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CISB8180
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$31,370.00
g. Value of collateral, to the nearest cent.
$24,949.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC A89729 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$169,398.00
g. Value of collateral, to the nearest cent.
$7,780.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC A96822 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,063,760.00
g. Value of collateral, to the nearest cent.
$250,921.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI1097
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,975,000.00
g. Value of collateral, to the nearest cent.
$132,670.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BR6232 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,452,870.00
g. Value of collateral, to the nearest cent.
$224,465.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL6610
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2056-03-15
e. Coupon or yield.
2.980000
f. The principal amount, to the nearest cent.
$3,123,028.00
g. Value of collateral, to the nearest cent.
$2,650,370.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM1588 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,326,952.00
g. Value of collateral, to the nearest cent.
$1,034,980.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM3399 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,894,076.00
g. Value of collateral, to the nearest cent.
$1,202,877.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ5508 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,684,380.00
g. Value of collateral, to the nearest cent.
$7,369,748.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP8779 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,081,272.00
g. Value of collateral, to the nearest cent.
$2,271,436.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CTMA5098
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,275,072.00
g. Value of collateral, to the nearest cent.
$5,125,949.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIMA5133
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$16,329,216.00
g. Value of collateral, to the nearest cent.
$16,047,961.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB3930
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,178,700.00
g. Value of collateral, to the nearest cent.
$3,166,435.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTFM7048
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,560,000.00
g. Value of collateral, to the nearest cent.
$706,555.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU8291 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,956,844.00
g. Value of collateral, to the nearest cent.
$2,025,260.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AY0515 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,468,732.00
g. Value of collateral, to the nearest cent.
$351,185.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL5633
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$62,626.00
g. Value of collateral, to the nearest cent.
$10,105.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIFS0428
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$666,983.00
g. Value of collateral, to the nearest cent.
$521,322.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW4139
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,155,254.00
g. Value of collateral, to the nearest cent.
$1,064,694.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS3031
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$19,212,352.00
g. Value of collateral, to the nearest cent.
$15,632,185.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CICA1430
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$30,611.00
g. Value of collateral, to the nearest cent.
$8,295.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CRCA2225
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,297,296.00
g. Value of collateral, to the nearest cent.
$918,522.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB1620
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$519,669.00
g. Value of collateral, to the nearest cent.
$380,768.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTAL9412
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$174,000.00
g. Value of collateral, to the nearest cent.
$58,897.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAL8219
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$95,388.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIBW1282
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$670,597.00
g. Value of collateral, to the nearest cent.
$599,128.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA8083
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,450,698.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQD9307
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,131,764.00
g. Value of collateral, to the nearest cent.
$2,364,363.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC U80705 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,251,596.00
g. Value of collateral, to the nearest cent.
$424,504.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZS1837
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$61,237.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CIZS6101
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$11,104,448.00
g. Value of collateral, to the nearest cent.
$118,298.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZT1848
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$215,000.00
g. Value of collateral, to the nearest cent.
$63,375.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIMA3327
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,025,000.00
g. Value of collateral, to the nearest cent.
$138,491.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 784109 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$772,102.00
g. Value of collateral, to the nearest cent.
$351,711.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAL5930
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,567,000.00
g. Value of collateral, to the nearest cent.
$177,919.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC V80006 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,690,784.00
g. Value of collateral, to the nearest cent.
$598,520.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q29500 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$810,974.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4691 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,555,512.00
g. Value of collateral, to the nearest cent.
$434,733.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7709 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$56,533.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BE4664 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$68,000.00
g. Value of collateral, to the nearest cent.
$31,808.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAD4384
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$180,000.00
g. Value of collateral, to the nearest cent.
$11,661.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 793057 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-02-15
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$1,259,992.00
g. Value of collateral, to the nearest cent.
$418,391.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC N31565 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,585,530.00
g. Value of collateral, to the nearest cent.
$353,273.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC G08842 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$476,000.00
g. Value of collateral, to the nearest cent.
$41,625.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC G08887 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$81,000.00
g. Value of collateral, to the nearest cent.
$10,205.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G08706 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,028,000.00
g. Value of collateral, to the nearest cent.
$132,247.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 688164 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-12-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$13,427,360.00
g. Value of collateral, to the nearest cent.
$541,282.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 004612 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-01-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$47,456.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 737840 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2026-01-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$304,494.00
g. Value of collateral, to the nearest cent.
$6,033.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM2484
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$16,886.00
g. Value of collateral, to the nearest cent.
$5,596.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIMA3074
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,255,000.00
g. Value of collateral, to the nearest cent.
$506,669.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD1098
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$171,000.00
g. Value of collateral, to the nearest cent.
$133,930.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD8309
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$96,144.00
g. Value of collateral, to the nearest cent.
$91,839.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI0555
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$7,429,040.00
g. Value of collateral, to the nearest cent.
$216,800.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTMA3660
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$188,000.00
g. Value of collateral, to the nearest cent.
$19,672.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 784421 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$66,409.00
g. Value of collateral, to the nearest cent.
$36,843.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BJ2882 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-12-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,679,250.00
g. Value of collateral, to the nearest cent.
$182,266.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL545874
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,949,000.00
g. Value of collateral, to the nearest cent.
$30,490.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7472 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$27,274,000.00
g. Value of collateral, to the nearest cent.
$19,179,052.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA3694
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$351,000.00
g. Value of collateral, to the nearest cent.
$48,818.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA4941
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$370,842.00
g. Value of collateral, to the nearest cent.
$353,349.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCB3026
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$66,276,400.00
g. Value of collateral, to the nearest cent.
$54,304,740.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC G08674 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$65,000.00
g. Value of collateral, to the nearest cent.
$10,286.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIFM7764
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-06-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$333,765,632.00
g. Value of collateral, to the nearest cent.
$228,345,256.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIMA3312
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$159,859.00
g. Value of collateral, to the nearest cent.
$28,758.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$438,000,000.00
b. Excluding the value of any sponsor support:
$438,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.20%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ES7IP3U3RHIGC71XBU11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000352613
c. Other unique identifier.
ARP0XQLK3
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
GNII SF CD7380 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,175,068.00
g. Value of collateral, to the nearest cent.
$1,549,515.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BW2907 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$638.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BP5564 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-09-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,393,254.00
g. Value of collateral, to the nearest cent.
$976,145.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6342 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-11-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$9,957,097.00
g. Value of collateral, to the nearest cent.
$1,609,756.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 790802 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-09-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$530.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6284 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$11,640,917.00
g. Value of collateral, to the nearest cent.
$1,832,456.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5653 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-11-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$23,683,905.00
g. Value of collateral, to the nearest cent.
$1,894,206.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$2,255,000.00
g. Value of collateral, to the nearest cent.
$2,320,260.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-09-30
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$275,360,900.00
g. Value of collateral, to the nearest cent.
$249,999,977.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$621,400.00
g. Value of collateral, to the nearest cent.
$614,928.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-12-31
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$63,124,500.00
g. Value of collateral, to the nearest cent.
$53,940,295.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-03-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$8,100.00
g. Value of collateral, to the nearest cent.
$7,523.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$1,012,000.00
g. Value of collateral, to the nearest cent.
$876,002.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$65,400.00
g. Value of collateral, to the nearest cent.
$65,294.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$5,630,900.00
g. Value of collateral, to the nearest cent.
$5,171,635.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-30
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$87,800.00
g. Value of collateral, to the nearest cent.
$80,375.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,228,000.00
g. Value of collateral, to the nearest cent.
$1,171,650.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$792,000.00
g. Value of collateral, to the nearest cent.
$826,984.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-30
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$22,818,300.00
g. Value of collateral, to the nearest cent.
$20,616,296.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-06-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$4,649,800.00
g. Value of collateral, to the nearest cent.
$4,448,720.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,097,300.00
g. Value of collateral, to the nearest cent.
$2,568,990.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-11-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$38,314,800.00
g. Value of collateral, to the nearest cent.
$30,858,802.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-11-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$1,881,100.00
g. Value of collateral, to the nearest cent.
$1,632,513.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2038-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$414,100.00
g. Value of collateral, to the nearest cent.
$440,773.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-05-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$34,600.00
g. Value of collateral, to the nearest cent.
$35,735.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-02-29
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$247,462,100.00
g. Value of collateral, to the nearest cent.
$249,036,066.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-06-30
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,907,000.00
g. Value of collateral, to the nearest cent.
$8,737,207.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-31
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$25,163,200.00
g. Value of collateral, to the nearest cent.
$24,357,663.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-03-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$2,401,400.00
g. Value of collateral, to the nearest cent.
$2,370,349.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$5,408,000.00
g. Value of collateral, to the nearest cent.
$5,111,075.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$2,020,468.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-03-31
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$9,811,700.00
g. Value of collateral, to the nearest cent.
$9,672,700.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$84,224,300.00
g. Value of collateral, to the nearest cent.
$78,746,977.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-07-31
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$482,500.00
g. Value of collateral, to the nearest cent.
$463,830.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-31
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$480,600.00
g. Value of collateral, to the nearest cent.
$455,801.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-06-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$2,379,400.00
g. Value of collateral, to the nearest cent.
$2,212,376.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-02-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$36,000,000.00
g. Value of collateral, to the nearest cent.
$34,638,525.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$26,013,600.00
g. Value of collateral, to the nearest cent.
$24,797,939.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$28,420,400.00
g. Value of collateral, to the nearest cent.
$26,991,106.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-31
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$6,027,300.00
g. Value of collateral, to the nearest cent.
$5,996,937.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$21,991,100.00
g. Value of collateral, to the nearest cent.
$21,349,960.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-05-31
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$11,738,000.00
g. Value of collateral, to the nearest cent.
$11,354,762.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-05-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$21,721,800.00
g. Value of collateral, to the nearest cent.
$21,336,779.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$205,400.00
g. Value of collateral, to the nearest cent.
$205,440.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-11-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$26,556,300.00
g. Value of collateral, to the nearest cent.
$24,920,524.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM2178 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,615,745.00
g. Value of collateral, to the nearest cent.
$1,508,427.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM2180 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,872,535.00
g. Value of collateral, to the nearest cent.
$1,760,772.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM2181 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,862,345.00
g. Value of collateral, to the nearest cent.
$4,616,365.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZL1534
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$14,287,804.00
g. Value of collateral, to the nearest cent.
$1,774,589.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BW9125 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$899,485.00
g. Value of collateral, to the nearest cent.
$628,058.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BX2983 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,143,524.00
g. Value of collateral, to the nearest cent.
$934,820.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BX5688 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,270,373.00
g. Value of collateral, to the nearest cent.
$994,734.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY2139 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$488,608.00
g. Value of collateral, to the nearest cent.
$460,226.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY2188 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,220,246.00
g. Value of collateral, to the nearest cent.
$1,552,915.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BS6314 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,702,370.00
g. Value of collateral, to the nearest cent.
$235,864.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BT0313 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,571,374.00
g. Value of collateral, to the nearest cent.
$1,464,391.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BU2424 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,057,490.00
g. Value of collateral, to the nearest cent.
$782,244.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BU2444 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,161,952.00
g. Value of collateral, to the nearest cent.
$778,639.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BU7537 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,734,876.00
g. Value of collateral, to the nearest cent.
$1,259,442.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP5469 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,221,231.00
g. Value of collateral, to the nearest cent.
$1,208,026.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BG7409 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,866,830.00
g. Value of collateral, to the nearest cent.
$3,423,876.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BM9750 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,841,600.00
g. Value of collateral, to the nearest cent.
$1,878,866.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 ZLZT1257
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$620,000.00
g. Value of collateral, to the nearest cent.
$255,836.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZT1906
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$49,022,274.00
g. Value of collateral, to the nearest cent.
$16,020,849.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CISB0875
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,582,556.00
g. Value of collateral, to the nearest cent.
$1,444,757.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 01.500 CISB8066
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-08-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$936,768.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD0033
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$16,160,000.00
g. Value of collateral, to the nearest cent.
$6,701,853.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZA4951
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$95,039,388.00
g. Value of collateral, to the nearest cent.
$29,472,979.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZA5438
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$17,000,000.00
g. Value of collateral, to the nearest cent.
$3,853,247.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZA6521
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$68,793,498.00
g. Value of collateral, to the nearest cent.
$18,386,009.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZS3550
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,865.00
g. Value of collateral, to the nearest cent.
$881.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZS4671
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,267,200.00
g. Value of collateral, to the nearest cent.
$235,993.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS9742
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$28,932,369.00
g. Value of collateral, to the nearest cent.
$7,674,652.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS4015 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,811,360.00
g. Value of collateral, to the nearest cent.
$2,695,321.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF0734
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,143,636.00
g. Value of collateral, to the nearest cent.
$1,085,540.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQF1171
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$213,092.00
g. Value of collateral, to the nearest cent.
$196,032.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQF4167
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,328,360.00
g. Value of collateral, to the nearest cent.
$1,217,760.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7085
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,294,177.00
g. Value of collateral, to the nearest cent.
$3,191,413.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE6732
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,832,850.00
g. Value of collateral, to the nearest cent.
$2,361,654.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE7010
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$171,577.00
g. Value of collateral, to the nearest cent.
$152,903.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8029
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$524,993.00
g. Value of collateral, to the nearest cent.
$476,701.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE7469
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,102,723.00
g. Value of collateral, to the nearest cent.
$5,791,436.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQD1583
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,061,277.00
g. Value of collateral, to the nearest cent.
$944,346.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQE1362
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,442,747.00
g. Value of collateral, to the nearest cent.
$5,514,687.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 3PRE6048
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$782,873.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 3PRE6076
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$589,769.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CIQO0647
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,416,846.00
g. Value of collateral, to the nearest cent.
$1,246,172.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CD7075 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,446,495.00
g. Value of collateral, to the nearest cent.
$1,152,406.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ3219 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,727,147.00
g. Value of collateral, to the nearest cent.
$1,313,024.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ6476 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,054,871.00
g. Value of collateral, to the nearest cent.
$1,396,399.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ6502 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,108,965.00
g. Value of collateral, to the nearest cent.
$1,058,428.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CA2789 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,165,789.00
g. Value of collateral, to the nearest cent.
$858,606.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CA2936 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,626,746.00
g. Value of collateral, to the nearest cent.
$1,310,953.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CA2937 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,410,015.00
g. Value of collateral, to the nearest cent.
$1,295,251.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY5056 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,563,297.00
g. Value of collateral, to the nearest cent.
$523,465.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ2611 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,474,441.00
g. Value of collateral, to the nearest cent.
$1,958,988.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ3146 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,005,381.00
g. Value of collateral, to the nearest cent.
$1,819,915.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ3148 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$848,932.00
g. Value of collateral, to the nearest cent.
$602,675.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE2084
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$16,130,175.00
g. Value of collateral, to the nearest cent.
$13,183,317.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE2110
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$16,410,203.00
g. Value of collateral, to the nearest cent.
$14,403,791.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQE5108
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,070,795.00
g. Value of collateral, to the nearest cent.
$1,771,065.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE5496
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,093,695.00
g. Value of collateral, to the nearest cent.
$3,743,024.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQA9089
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$13,329,166.00
g. Value of collateral, to the nearest cent.
$3,983,831.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQB0882
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-07-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$6,427,089.00
g. Value of collateral, to the nearest cent.
$3,891,146.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQB0883
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-07-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$8,342,305.00
g. Value of collateral, to the nearest cent.
$3,914,172.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQB0495
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$19,934,875.00
g. Value of collateral, to the nearest cent.
$11,087,528.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQB4522
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,087,870.00
g. Value of collateral, to the nearest cent.
$2,817,858.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q57703 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,072,963.00
g. Value of collateral, to the nearest cent.
$219,867.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q58583 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$58,568,035.00
g. Value of collateral, to the nearest cent.
$12,406,489.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA0312
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,402,186.00
g. Value of collateral, to the nearest cent.
$2,794,712.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC G61114 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$20,528,546.00
g. Value of collateral, to the nearest cent.
$4,950,409.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q60632 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,516,990.00
g. Value of collateral, to the nearest cent.
$232,079.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q63673 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,792,583.00
g. Value of collateral, to the nearest cent.
$2,392,830.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q42178 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,542,134.00
g. Value of collateral, to the nearest cent.
$461,895.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q50217 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$13,003,254.00
g. Value of collateral, to the nearest cent.
$3,894,514.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q57702 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,121,109.00
g. Value of collateral, to the nearest cent.
$233,008.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q04652 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$110,000,000.00
g. Value of collateral, to the nearest cent.
$15,317,334.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC U99177 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$59,000,000.00
g. Value of collateral, to the nearest cent.
$15,334,852.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC V85495 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$95,800,000.00
g. Value of collateral, to the nearest cent.
$27,283,336.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q34318 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$63,296,141.00
g. Value of collateral, to the nearest cent.
$13,357,723.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD0680
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$40,000,000.00
g. Value of collateral, to the nearest cent.
$30,748,482.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD2366
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$16,517,055.00
g. Value of collateral, to the nearest cent.
$15,855,690.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-137 PA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,514,855.00
g. Value of collateral, to the nearest cent.
$3,173,563.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT1293 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,063,858.00
g. Value of collateral, to the nearest cent.
$1,080,110.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT2759 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,456,530.00
g. Value of collateral, to the nearest cent.
$1,469,483.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT2748 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,134,876.00
g. Value of collateral, to the nearest cent.
$3,185,233.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS6135 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,366,022.00
g. Value of collateral, to the nearest cent.
$2,422,992.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR9697 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,411,480.00
g. Value of collateral, to the nearest cent.
$1,460,117.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR9823 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,988,324.00
g. Value of collateral, to the nearest cent.
$2,064,090.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR9839 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$4,576,969.00
g. Value of collateral, to the nearest cent.
$4,830,380.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR9840 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$2,933,088.00
g. Value of collateral, to the nearest cent.
$3,078,765.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR7128 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,255,921.00
g. Value of collateral, to the nearest cent.
$1,140,890.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM2227 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,941,898.00
g. Value of collateral, to the nearest cent.
$4,627,317.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM8405 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,190,410.00
g. Value of collateral, to the nearest cent.
$1,160,670.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CG5457 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,570,197.00
g. Value of collateral, to the nearest cent.
$962,945.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CI1537 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,315,669.00
g. Value of collateral, to the nearest cent.
$2,096,043.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CJ2181 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,109,624.00
g. Value of collateral, to the nearest cent.
$4,860,897.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CJ9674 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,295,918.00
g. Value of collateral, to the nearest cent.
$1,124,499.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CK3436 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,828,684.00
g. Value of collateral, to the nearest cent.
$2,020,541.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CA3602 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,140,160.00
g. Value of collateral, to the nearest cent.
$1,002,359.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CB3227 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,298,902.00
g. Value of collateral, to the nearest cent.
$1,149,473.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CB9244 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,507,171.00
g. Value of collateral, to the nearest cent.
$1,912,214.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CC0940 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,644,151.00
g. Value of collateral, to the nearest cent.
$1,271,746.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CC8722 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,423,673.00
g. Value of collateral, to the nearest cent.
$1,086,748.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ3217 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,444,111.00
g. Value of collateral, to the nearest cent.
$1,841,316.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ3218 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,975,727.00
g. Value of collateral, to the nearest cent.
$2,690,409.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY2205 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,313,330.00
g. Value of collateral, to the nearest cent.
$1,144,110.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY2837 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,254,802.00
g. Value of collateral, to the nearest cent.
$1,137,200.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY4948 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,241,634.00
g. Value of collateral, to the nearest cent.
$1,955,938.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY4965 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,357,646.00
g. Value of collateral, to the nearest cent.
$757,158.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY5038 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,102,066.00
g. Value of collateral, to the nearest cent.
$2,495,546.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BY5040 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,138,622.00
g. Value of collateral, to the nearest cent.
$3,206,700.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CO1915 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,963.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP5275 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,532,931.00
g. Value of collateral, to the nearest cent.
$1,590,875.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7106 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-01-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$286,983.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8432 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,048.00
g. Value of collateral, to the nearest cent.
$2,049.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8596 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$17,602,726.00
g. Value of collateral, to the nearest cent.
$18,285,537.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8651 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$23,466,612.00
g. Value of collateral, to the nearest cent.
$23,886,750.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM2986
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$715,000,000.00
g. Value of collateral, to the nearest cent.
$227,683,436.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5138 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$14,133,172.00
g. Value of collateral, to the nearest cent.
$1,384,784.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT2774 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$510,808.00
g. Value of collateral, to the nearest cent.
$519,601.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB4097
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$238,719,551.00
g. Value of collateral, to the nearest cent.
$217,172,260.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCB4818
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$66,613,197.00
g. Value of collateral, to the nearest cent.
$59,757,165.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA8304
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$18,687,362.00
g. Value of collateral, to the nearest cent.
$17,334,380.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLRA8737
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$985.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CTRB5017
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,215,000.00
g. Value of collateral, to the nearest cent.
$449,862.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CTRB5180
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$770,751.00
g. Value of collateral, to the nearest cent.
$645,938.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CIRC1869
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$6,554,170.00
g. Value of collateral, to the nearest cent.
$4,029,930.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CIQN8949
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$636,537.00
g. Value of collateral, to the nearest cent.
$488,916.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA6012
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,600,000.00
g. Value of collateral, to the nearest cent.
$1,284,397.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLRA7924
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$40,471,806.00
g. Value of collateral, to the nearest cent.
$36,496,287.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG2506
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,622,429.00
g. Value of collateral, to the nearest cent.
$2,662,285.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG2770
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,720,689.00
g. Value of collateral, to the nearest cent.
$2,778,098.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG3915
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,828,075.00
g. Value of collateral, to the nearest cent.
$2,769,280.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG2454
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,524,965.00
g. Value of collateral, to the nearest cent.
$3,225,006.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF5409
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,560,042.00
g. Value of collateral, to the nearest cent.
$2,433,958.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQF5600
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,186,340.00
g. Value of collateral, to the nearest cent.
$4,808,369.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF5608
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$13,557,371.00
g. Value of collateral, to the nearest cent.
$13,205,070.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF5612
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$22,328,735.00
g. Value of collateral, to the nearest cent.
$21,501,167.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF7375
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,031,276.00
g. Value of collateral, to the nearest cent.
$1,025,475.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF7691
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$13,788,040.00
g. Value of collateral, to the nearest cent.
$13,448,545.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8690
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,324,196.00
g. Value of collateral, to the nearest cent.
$4,219,788.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE9014
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,037,716.00
g. Value of collateral, to the nearest cent.
$2,754,143.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF0508
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,530,260.00
g. Value of collateral, to the nearest cent.
$1,470,341.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQG5724
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,160,926.00
g. Value of collateral, to the nearest cent.
$1,118,029.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQG5793
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,492,423.00
g. Value of collateral, to the nearest cent.
$1,543,230.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF7886
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,514,779.00
g. Value of collateral, to the nearest cent.
$1,453,300.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF8480
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,782,351.00
g. Value of collateral, to the nearest cent.
$3,697,633.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF9729
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,184,585.00
g. Value of collateral, to the nearest cent.
$3,155,036.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR7107 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,379,707.00
g. Value of collateral, to the nearest cent.
$1,413,284.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR7126 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,906.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD3229
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$21,802,883.00
g. Value of collateral, to the nearest cent.
$22,231,481.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS9992
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$16,567,422.00
g. Value of collateral, to the nearest cent.
$5,363,057.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM8704
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,264,546.00
g. Value of collateral, to the nearest cent.
$2,046,027.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 3VZN0506
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,475,607.00
g. Value of collateral, to the nearest cent.
$288,823.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZA4883
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$89,070,063.00
g. Value of collateral, to the nearest cent.
$21,589,586.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZA4946
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,200.00
g. Value of collateral, to the nearest cent.
$809.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ8323 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,943.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR0057 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,813,857.00
g. Value of collateral, to the nearest cent.
$1,886,559.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR0055 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,497,207.00
g. Value of collateral, to the nearest cent.
$3,239,689.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ0924 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$3,282,289.00
g. Value of collateral, to the nearest cent.
$3,445,232.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM2177 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,892,807.00
g. Value of collateral, to the nearest cent.
$1,750,472.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-017 HA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,076.00
g. Value of collateral, to the nearest cent.
$1,029.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC P58016 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$7,336,953.00
g. Value of collateral, to the nearest cent.
$383,847.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.500 FGPC A73463 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,574,826.00
g. Value of collateral, to the nearest cent.
$91,965.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G07922 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,526,490.00
g. Value of collateral, to the nearest cent.
$610,630.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC C91401 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$32,500,000.00
g. Value of collateral, to the nearest cent.
$2,788,470.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC C04069 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$121,334,526.00
g. Value of collateral, to the nearest cent.
$15,796,087.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J28422 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$14,730,354.00
g. Value of collateral, to the nearest cent.
$1,859,185.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU8911 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,030,418.00
g. Value of collateral, to the nearest cent.
$1,048,539.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4077 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,250,776.00
g. Value of collateral, to the nearest cent.
$1,296,785.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZA4949
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$28,215,279.00
g. Value of collateral, to the nearest cent.
$7,501,434.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM2630
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,877,586.00
g. Value of collateral, to the nearest cent.
$878,912.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM5846
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,472,312.00
g. Value of collateral, to the nearest cent.
$2,576,902.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM6896
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,231,288.00
g. Value of collateral, to the nearest cent.
$968,556.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM7279
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$51,237,632.00
g. Value of collateral, to the nearest cent.
$9,117,846.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7282
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$18,364,845.00
g. Value of collateral, to the nearest cent.
$2,430,157.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM8668
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,782,040.00
g. Value of collateral, to the nearest cent.
$330,413.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL2727
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,364.00
g. Value of collateral, to the nearest cent.
$895.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL3349
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$25,348,025.00
g. Value of collateral, to the nearest cent.
$5,408,600.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL3767
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$30,913,900.00
g. Value of collateral, to the nearest cent.
$5,907,449.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM0450
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,570,604.00
g. Value of collateral, to the nearest cent.
$695,019.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J38348 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,299,685.00
g. Value of collateral, to the nearest cent.
$375,473.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J39367 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,030.00
g. Value of collateral, to the nearest cent.
$817.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J40233 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,394.00
g. Value of collateral, to the nearest cent.
$836.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CIZK7916
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$926,324.00
g. Value of collateral, to the nearest cent.
$148,214.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIZK9128
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,569,987.00
g. Value of collateral, to the nearest cent.
$386,965.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-03-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$28,032,600.00
g. Value of collateral, to the nearest cent.
$24,614,771.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$36,588,900.00
g. Value of collateral, to the nearest cent.
$33,181,705.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-04-30
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$5,215,300.00
g. Value of collateral, to the nearest cent.
$4,565,030.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-05-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$846,210.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-05-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$1,971,300.00
g. Value of collateral, to the nearest cent.
$1,719,914.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-31
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$3,914,700.00
g. Value of collateral, to the nearest cent.
$3,365,619.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$67,166,400.00
g. Value of collateral, to the nearest cent.
$60,754,158.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-11-30
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$21,923,400.00
g. Value of collateral, to the nearest cent.
$18,789,245.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$60,934,800.00
g. Value of collateral, to the nearest cent.
$52,325,837.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-06-30
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$16,783,200.00
g. Value of collateral, to the nearest cent.
$14,483,015.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-07-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$31,131,600.00
g. Value of collateral, to the nearest cent.
$28,384,703.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-08-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$36,762,200.00
g. Value of collateral, to the nearest cent.
$32,193,822.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-12-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$11,764,800.00
g. Value of collateral, to the nearest cent.
$11,222,386.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE6649
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$929.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$94,600.00
g. Value of collateral, to the nearest cent.
$73,187.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQB7663
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,450,182.00
g. Value of collateral, to the nearest cent.
$1,705,470.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA3238
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,980,168.00
g. Value of collateral, to the nearest cent.
$4,931,201.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q44619 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,869.00
g. Value of collateral, to the nearest cent.
$753.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8289
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$14,354,236.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8277
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$41,051,328.00
g. Value of collateral, to the nearest cent.
$38,779,218.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$95,163.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-11-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$8,110,000.00
g. Value of collateral, to the nearest cent.
$6,647,872.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$5,473,900.00
g. Value of collateral, to the nearest cent.
$4,786,870.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-01-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$8,261,400.00
g. Value of collateral, to the nearest cent.
$7,793,235.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-06-30
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$4,587,200.00
g. Value of collateral, to the nearest cent.
$4,138,668.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-07-31
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$13,308,000.00
g. Value of collateral, to the nearest cent.
$11,863,895.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-11-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$11,403,000.00
g. Value of collateral, to the nearest cent.
$7,461,929.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2051-02-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$989,100.00
g. Value of collateral, to the nearest cent.
$640,621.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$3,887,500.00
g. Value of collateral, to the nearest cent.
$2,785,903.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-05-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$112,000.00
g. Value of collateral, to the nearest cent.
$84,655.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-11-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$110,066,400.00
g. Value of collateral, to the nearest cent.
$79,079,272.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-08-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$30,000,000.00
g. Value of collateral, to the nearest cent.
$27,053,415.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2052-11-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$244,773,100.00
g. Value of collateral, to the nearest cent.
$245,597,878.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2053-02-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$3,507,000.00
g. Value of collateral, to the nearest cent.
$3,315,422.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$700.00
g. Value of collateral, to the nearest cent.
$678.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-11-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$21,927,400.00
g. Value of collateral, to the nearest cent.
$13,216,633.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCB4809
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,492,717.00
g. Value of collateral, to the nearest cent.
$1,336,128.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLRA8566
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$322,203.00
g. Value of collateral, to the nearest cent.
$312,359.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLRA7396
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,010,752.00
g. Value of collateral, to the nearest cent.
$894,994.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA7932
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,265,723.00
g. Value of collateral, to the nearest cent.
$4,002,438.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLRA8290
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,068,406.00
g. Value of collateral, to the nearest cent.
$7,279,979.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG0165
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$988.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG0453
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,000.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQG3894
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$36,408.00
g. Value of collateral, to the nearest cent.
$37,300.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$37,129,700.00
g. Value of collateral, to the nearest cent.
$30,896,213.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$2,564,200.00
g. Value of collateral, to the nearest cent.
$1,827,258.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-02-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$31,966,200.00
g. Value of collateral, to the nearest cent.
$21,468,604.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-05-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$12,904,700.00
g. Value of collateral, to the nearest cent.
$7,029,777.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-08-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$8,019,200.00
g. Value of collateral, to the nearest cent.
$4,546,238.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-05-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$136,846,200.00
g. Value of collateral, to the nearest cent.
$86,685,627.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-02-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,567,400.00
g. Value of collateral, to the nearest cent.
$4,250,253.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-05-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$8,726,700.00
g. Value of collateral, to the nearest cent.
$6,557,521.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$5,970,400.00
g. Value of collateral, to the nearest cent.
$4,288,142.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$28,321,000.00
g. Value of collateral, to the nearest cent.
$23,517,387.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-11-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$1,116,900.00
g. Value of collateral, to the nearest cent.
$902,193.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$2,064,300.00
g. Value of collateral, to the nearest cent.
$2,142,037.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-05-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$1,014,069.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2037-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,563,600.00
g. Value of collateral, to the nearest cent.
$5,122,531.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-02-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$202,400.00
g. Value of collateral, to the nearest cent.
$193,268.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-07-31
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$52,504,000.00
g. Value of collateral, to the nearest cent.
$44,945,261.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-08-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$81.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-09-30
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$25,138,800.00
g. Value of collateral, to the nearest cent.
$21,811,017.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-01-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$8,623,800.00
g. Value of collateral, to the nearest cent.
$7,753,339.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-11-30
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$670,900.00
g. Value of collateral, to the nearest cent.
$664,934.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-28
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,552,600.00
g. Value of collateral, to the nearest cent.
$4,593,803.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-03-31
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$23,613,000.00
g. Value of collateral, to the nearest cent.
$23,217,560.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-03-31
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$94,362,900.00
g. Value of collateral, to the nearest cent.
$93,047,795.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-07-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$203,400.00
g. Value of collateral, to the nearest cent.
$195,078.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-07-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$23,969,500.00
g. Value of collateral, to the nearest cent.
$22,021,978.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-08-31
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$25,995,100.00
g. Value of collateral, to the nearest cent.
$24,894,013.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-09-30
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$4,559,100.00
g. Value of collateral, to the nearest cent.
$4,586,153.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-01-31
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$176.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-03-31
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$550.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-05-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$1,169,000.00
g. Value of collateral, to the nearest cent.
$1,129,946.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-05-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$59,382,300.00
g. Value of collateral, to the nearest cent.
$55,291,057.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-06-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$18,171,000.00
g. Value of collateral, to the nearest cent.
$17,547,632.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-09-30
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$212,006,000.00
g. Value of collateral, to the nearest cent.
$190,413,966.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-01-31
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$94,905,300.00
g. Value of collateral, to the nearest cent.
$85,957,628.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-11-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$26,750,600.00
g. Value of collateral, to the nearest cent.
$24,847,770.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$5,248,100.00
g. Value of collateral, to the nearest cent.
$4,930,100.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-05-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$3,399,500.00
g. Value of collateral, to the nearest cent.
$3,266,103.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-03-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$8,401,900.00
g. Value of collateral, to the nearest cent.
$8,143,474.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$19,296,800.00
g. Value of collateral, to the nearest cent.
$18,380,659.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-12-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$3,547,900.00
g. Value of collateral, to the nearest cent.
$3,385,836.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2052-02-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$10,665,500.00
g. Value of collateral, to the nearest cent.
$7,556,268.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2052-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$4,112,500.00
g. Value of collateral, to the nearest cent.
$3,321,253.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD7559
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,955,042.00
g. Value of collateral, to the nearest cent.
$1,918,446.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8258
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,059.00
g. Value of collateral, to the nearest cent.
$1,906.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8246
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$48,773,926.00
g. Value of collateral, to the nearest cent.
$44,506,769.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4257
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$9,646,799.00
g. Value of collateral, to the nearest cent.
$2,621,355.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2039-11-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$21,805,200.00
g. Value of collateral, to the nearest cent.
$22,791,759.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-02-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$1,333,500.00
g. Value of collateral, to the nearest cent.
$1,450,854.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,228,600.00
g. Value of collateral, to the nearest cent.
$2,230,430.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$6,545,200.00
g. Value of collateral, to the nearest cent.
$5,370,615.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-08-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$1,427,000.00
g. Value of collateral, to the nearest cent.
$1,328,484.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-02-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$380,600.00
g. Value of collateral, to the nearest cent.
$353,556.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-05-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$4,450,300.00
g. Value of collateral, to the nearest cent.
$3,934,593.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-05-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$3,075,544.00
g. Value of collateral, to the nearest cent.
$3,207,285.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-08-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$228,000.00
g. Value of collateral, to the nearest cent.
$225,183.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-11-15
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$4,257,200.00
g. Value of collateral, to the nearest cent.
$4,366,131.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL2747
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$162,828,794.00
g. Value of collateral, to the nearest cent.
$14,920,542.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM2620
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,802,562.00
g. Value of collateral, to the nearest cent.
$3,097,054.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BT1021 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,644,554.00
g. Value of collateral, to the nearest cent.
$1,360,049.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP8390 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,522,930.00
g. Value of collateral, to the nearest cent.
$1,546,371.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS8789 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$7,023,065.00
g. Value of collateral, to the nearest cent.
$6,966,930.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS9206 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,556,292.00
g. Value of collateral, to the nearest cent.
$3,621,246.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS9227 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,211,011.00
g. Value of collateral, to the nearest cent.
$3,322,882.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0761 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,689,842.00
g. Value of collateral, to the nearest cent.
$1,819,996.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0760 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,143,406.00
g. Value of collateral, to the nearest cent.
$1,231,371.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS6342 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,882,818.00
g. Value of collateral, to the nearest cent.
$3,919,796.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS6376 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,877,049.00
g. Value of collateral, to the nearest cent.
$1,902,800.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS6379 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,082,796.00
g. Value of collateral, to the nearest cent.
$2,119,107.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS6405 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,808,005.00
g. Value of collateral, to the nearest cent.
$1,678,131.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS6617 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,098,400.00
g. Value of collateral, to the nearest cent.
$1,115,249.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS6650 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,074,861.00
g. Value of collateral, to the nearest cent.
$2,109,938.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS4378 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$4,057,264.00
g. Value of collateral, to the nearest cent.
$4,241,385.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS4330 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,168,518.00
g. Value of collateral, to the nearest cent.
$2,263,973.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS4326 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,144,241.00
g. Value of collateral, to the nearest cent.
$1,196,849.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9105 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,410,275.00
g. Value of collateral, to the nearest cent.
$3,464,289.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9107 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,953,931.00
g. Value of collateral, to the nearest cent.
$1,958,080.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9454 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,011,420.00
g. Value of collateral, to the nearest cent.
$1,031,297.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0434 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$13,635,055.00
g. Value of collateral, to the nearest cent.
$14,175,573.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA2244
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$310,440,377.00
g. Value of collateral, to the nearest cent.
$73,838,548.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0435 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$4,823,791.00
g. Value of collateral, to the nearest cent.
$5,102,542.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT5133 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,519,332.00
g. Value of collateral, to the nearest cent.
$4,584,503.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT6707 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$5,298.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT6708 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,032,585.00
g. Value of collateral, to the nearest cent.
$1,096,060.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2023-017 HL
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$892.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-055 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.918320
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$980.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV7900 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,753,550.00
g. Value of collateral, to the nearest cent.
$1,771,798.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV9607 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,641,914.00
g. Value of collateral, to the nearest cent.
$1,758,096.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785831 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-01-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,151,000.00
g. Value of collateral, to the nearest cent.
$1,689,876.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR WK 786445 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
2.906000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$4,465.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-206 CN
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$451,793.00
g. Value of collateral, to the nearest cent.
$374,098.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV0197 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,176,277.00
g. Value of collateral, to the nearest cent.
$1,217,276.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV1255 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$13,455,907.00
g. Value of collateral, to the nearest cent.
$13,707,801.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3178 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,157,424.00
g. Value of collateral, to the nearest cent.
$1,145,970.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3312 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,064,031.00
g. Value of collateral, to the nearest cent.
$1,097,825.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT4863 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,105,872.00
g. Value of collateral, to the nearest cent.
$2,173,148.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT4987 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,010,603.00
g. Value of collateral, to the nearest cent.
$1,017,052.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT1410 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,877,388.00
g. Value of collateral, to the nearest cent.
$6,098,443.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT1411 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$4,328,999.00
g. Value of collateral, to the nearest cent.
$4,571,625.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT1461 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$6,313,591.00
g. Value of collateral, to the nearest cent.
$6,559,387.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS7571 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,073,858.00
g. Value of collateral, to the nearest cent.
$5,154,255.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS7076 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,382,558.00
g. Value of collateral, to the nearest cent.
$1,433,931.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS1068 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,209.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS1069 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,212,095.00
g. Value of collateral, to the nearest cent.
$1,305,483.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS1418 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,038,031.00
g. Value of collateral, to the nearest cent.
$2,175,921.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS1419 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,529,772.00
g. Value of collateral, to the nearest cent.
$1,643,769.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS2876 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$4,128.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS2911 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,017,020.00
g. Value of collateral, to the nearest cent.
$1,039,292.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS0846 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,030,165.00
g. Value of collateral, to the nearest cent.
$1,052,026.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS0851 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,051,913.00
g. Value of collateral, to the nearest cent.
$1,063,104.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS0853 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,006,282.00
g. Value of collateral, to the nearest cent.
$1,019,220.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS0400 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,598,351.00
g. Value of collateral, to the nearest cent.
$1,624,797.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS1050 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,143,350.00
g. Value of collateral, to the nearest cent.
$1,167,085.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR8645 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,979,230.00
g. Value of collateral, to the nearest cent.
$2,917,903.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BS1453 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-02-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,768,539.00
g. Value of collateral, to the nearest cent.
$1,168,424.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8730 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$19,758,607.00
g. Value of collateral, to the nearest cent.
$20,570,224.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8804 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,275,189.00
g. Value of collateral, to the nearest cent.
$3,376,535.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8805 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$5,438,087.00
g. Value of collateral, to the nearest cent.
$5,645,105.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN3268 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,001,790.00
g. Value of collateral, to the nearest cent.
$1,917,153.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8950 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$245,125,948.00
g. Value of collateral, to the nearest cent.
$249,900,287.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT8098 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,024,011.00
g. Value of collateral, to the nearest cent.
$1,048,729.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT7908 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,398,879.00
g. Value of collateral, to the nearest cent.
$1,407,928.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT7918 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,017,736.00
g. Value of collateral, to the nearest cent.
$1,046,766.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT4707 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$6,007.00
g. Value of collateral, to the nearest cent.
$6,181.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT4709 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$4,087.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT4857 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$7,239.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR9430 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,082,305.00
g. Value of collateral, to the nearest cent.
$1,107,127.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR9617 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,237,815.00
g. Value of collateral, to the nearest cent.
$1,265,177.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5496 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,473,949.00
g. Value of collateral, to the nearest cent.
$1,502,997.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5497 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,307,089.00
g. Value of collateral, to the nearest cent.
$1,333,264.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU8213 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,419,614.00
g. Value of collateral, to the nearest cent.
$1,449,520.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU9847 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,694,219.00
g. Value of collateral, to the nearest cent.
$1,736,939.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV0159 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,033,851.00
g. Value of collateral, to the nearest cent.
$1,066,682.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU5073 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,679,633.00
g. Value of collateral, to the nearest cent.
$3,768,985.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6087 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,029,738.00
g. Value of collateral, to the nearest cent.
$1,094,271.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6138 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,316,952.00
g. Value of collateral, to the nearest cent.
$1,301,033.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6714 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,488,117.00
g. Value of collateral, to the nearest cent.
$2,534,753.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6935 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,098,203.00
g. Value of collateral, to the nearest cent.
$1,121,422.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU7684 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,849,109.00
g. Value of collateral, to the nearest cent.
$1,879,940.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4176 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,143,762.00
g. Value of collateral, to the nearest cent.
$1,186,485.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4163 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,277,346.00
g. Value of collateral, to the nearest cent.
$1,279,372.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4166 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,091,666.00
g. Value of collateral, to the nearest cent.
$1,122,075.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4167 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,309,309.00
g. Value of collateral, to the nearest cent.
$1,344,857.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4280 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$6,404,104.00
g. Value of collateral, to the nearest cent.
$6,621,829.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4978 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,893,293.00
g. Value of collateral, to the nearest cent.
$4,023,356.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4081 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,009,581.00
g. Value of collateral, to the nearest cent.
$1,012,986.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4082 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,148,750.00
g. Value of collateral, to the nearest cent.
$1,150,602.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4084 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,858,950.00
g. Value of collateral, to the nearest cent.
$1,903,700.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4088 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,274,779.00
g. Value of collateral, to the nearest cent.
$1,333,105.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR7800 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,293,099.00
g. Value of collateral, to the nearest cent.
$1,369,753.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CR2389 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,019,701.00
g. Value of collateral, to the nearest cent.
$1,081,506.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CR3825 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$130,494.00
g. Value of collateral, to the nearest cent.
$133,766.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5170 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,229,538.00
g. Value of collateral, to the nearest cent.
$1,256,260.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5171 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,046,948.00
g. Value of collateral, to the nearest cent.
$1,068,481.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5172 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,475,922.00
g. Value of collateral, to the nearest cent.
$3,539,270.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5237 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$7,128.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ6647 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,308,074.00
g. Value of collateral, to the nearest cent.
$1,323,594.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ9455 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,472,437.00
g. Value of collateral, to the nearest cent.
$3,592,283.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ9520 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$4,027,534.00
g. Value of collateral, to the nearest cent.
$4,424,666.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP9795 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,699,232.00
g. Value of collateral, to the nearest cent.
$1,713,088.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP9796 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,501,769.00
g. Value of collateral, to the nearest cent.
$3,607,640.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP9876 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,055.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ0994 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,985,771.00
g. Value of collateral, to the nearest cent.
$3,154,215.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ3323 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,291,365.00
g. Value of collateral, to the nearest cent.
$2,336,065.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV5540 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,001,264.00
g. Value of collateral, to the nearest cent.
$1,017,909.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6505 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,263,623.00
g. Value of collateral, to the nearest cent.
$1,351,910.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU8917 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,013,481.00
g. Value of collateral, to the nearest cent.
$1,044,838.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU8961 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,438,732.00
g. Value of collateral, to the nearest cent.
$1,427,304.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4091 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,546,104.00
g. Value of collateral, to the nearest cent.
$2,641,553.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4169 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,600,987.00
g. Value of collateral, to the nearest cent.
$2,652,763.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU1668 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,603,141.00
g. Value of collateral, to the nearest cent.
$1,608,380.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU2335 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,477,115.00
g. Value of collateral, to the nearest cent.
$1,509,139.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3256 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,206,406.00
g. Value of collateral, to the nearest cent.
$1,209,853.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3257 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,299,564.00
g. Value of collateral, to the nearest cent.
$2,301,149.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3261 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,271,954.00
g. Value of collateral, to the nearest cent.
$1,297,458.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9897 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,702,569.00
g. Value of collateral, to the nearest cent.
$1,750,376.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
Royal Bank of Canada
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$4,380,000,000.00
b. Excluding the value of any sponsor support:
$4,380,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.01%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
RBC DOMINION SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
RBC DOMINION SECURITIES INC 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300QJJX6CVVUXLE15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001317808
c. Other unique identifier.
ARP0XQLL1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-31
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$96.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2038-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$711,300.00
g. Value of collateral, to the nearest cent.
$757,116.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$18,114,400.00
g. Value of collateral, to the nearest cent.
$18,867,401.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-10-31
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$87.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-223 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$200,000,000.00
g. Value of collateral, to the nearest cent.
$140,670,737.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-050 FH
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$99,999,000.00
g. Value of collateral, to the nearest cent.
$79,807,876.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2013-98 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-07-20
e. Coupon or yield.
5.619050
f. The principal amount, to the nearest cent.
$710,464.00
g. Value of collateral, to the nearest cent.
$58,282.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-05-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$174.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-05-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$75.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2051-11-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$64.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-05-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$4,200.00
g. Value of collateral, to the nearest cent.
$4,035.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-07-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$23,999,800.00
g. Value of collateral, to the nearest cent.
$21,882,177.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-02-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$173,396,100.00
g. Value of collateral, to the nearest cent.
$181,356,890.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$400.00
g. Value of collateral, to the nearest cent.
$329.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2046-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$12,310,000.00
g. Value of collateral, to the nearest cent.
$8,841,456.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-11-15
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$900.00
g. Value of collateral, to the nearest cent.
$793.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2049-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$83.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-11-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$3,378,200.00
g. Value of collateral, to the nearest cent.
$2,210,636.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-12-28
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$800.00
g. Value of collateral, to the nearest cent.
$782.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-12
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$12,602,000.00
g. Value of collateral, to the nearest cent.
$12,467,108.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-07-11
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,725,700.00
g. Value of collateral, to the nearest cent.
$2,592,058.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-31
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$1,700.00
g. Value of collateral, to the nearest cent.
$1,677.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-11-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$80.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-193 EF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$62,308,860.00
g. Value of collateral, to the nearest cent.
$42,940,616.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-213 EF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$61,079,747.00
g. Value of collateral, to the nearest cent.
$42,507,020.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-025 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,155.00
g. Value of collateral, to the nearest cent.
$867.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-31
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$2,843,200.00
g. Value of collateral, to the nearest cent.
$2,830,345.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8201 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,242.00
g. Value of collateral, to the nearest cent.
$3,002.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZS3033
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$24,453,051.00
g. Value of collateral, to the nearest cent.
$983,248.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD0852
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,497.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD7503
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,470.00
g. Value of collateral, to the nearest cent.
$1,339.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G67710 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,272.00
g. Value of collateral, to the nearest cent.
$330.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4510 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$147.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7256 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$503.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-07-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$95.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-09-30
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$9,664,500.00
g. Value of collateral, to the nearest cent.
$8,680,206.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-11-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$87.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-01-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$795,100.00
g. Value of collateral, to the nearest cent.
$765,792.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-03-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$11,000,000.00
g. Value of collateral, to the nearest cent.
$10,392,924.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$6,094,000.00
g. Value of collateral, to the nearest cent.
$5,512,218.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-03-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$41,895,400.00
g. Value of collateral, to the nearest cent.
$36,787,373.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-04-30
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$1,900.00
g. Value of collateral, to the nearest cent.
$1,715.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-04-30
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$87.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-05-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$6,600.00
g. Value of collateral, to the nearest cent.
$6,341.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8488 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,144.00
g. Value of collateral, to the nearest cent.
$2,905.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA9018 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,010.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-194 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$54,492,891.00
g. Value of collateral, to the nearest cent.
$39,320,076.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-197 FD
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$130,002,000.00
g. Value of collateral, to the nearest cent.
$89,591,850.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
RBC DOMINION SECURITIES INC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$725,000,000.00
b. Excluding the value of any sponsor support:
$725,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.33%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
RBC CAPITAL MARKETS LLC
Item C.2 The title of the issue (including coupon, if applicable).
RBC CAPITAL MARKETS LLC 5.420000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300LCO2FLSSVFFR64
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000050916
c. Other unique identifier.
ARP0XQLW7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
TD SYNNEX CORPORATION CR SEN SR GLBL31
c. LEI (if available).
5493004HI6PFLF46NS53
d. Maturity date.
2031-08-09
e. Coupon or yield.
2.650000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,882,855.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEXAS EASTN TRANSMISSION LP SR NT 7%32
c. LEI (if available).
549300SIOULUXXIDGA69
d. Maturity date.
2032-07-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,131,000.00
g. Value of collateral, to the nearest cent.
$1,259,030.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WP CAREY INC SR GLBL NT 4%25
c. LEI (if available).
54930042CRNE713E3Q67
d. Maturity date.
2025-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,150,000.00
g. Value of collateral, to the nearest cent.
$6,096,003.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUNCOR ENERGY INC NEW SR GLBL NT 34
c. LEI (if available).
549300W70ZOQDVLCHY06
d. Maturity date.
2034-12-01
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$7,391,000.00
g. Value of collateral, to the nearest cent.
$7,460,450.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HILLSHIRE BRANDS CO SR NT 6.125%32
c. LEI (if available).
549300PD5U9Z7V553M03
d. Maturity date.
2032-11-01
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$20,535.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PFIZER INVT ENTERPRISES SR GLBL NT 26
c. LEI (if available).
5493000FQO8XF9C0RT95
d. Maturity date.
2026-05-19
e. Coupon or yield.
4.450000
f. The principal amount, to the nearest cent.
$5,255,000.00
g. Value of collateral, to the nearest cent.
$5,234,663.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHILLIPS 66 SR GLBL NT3.9%28
c. LEI (if available).
5493005JBO5YSIGK1814
d. Maturity date.
2028-03-15
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$5,496,000.00
g. Value of collateral, to the nearest cent.
$5,300,415.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PPL ELEC UTILS CORP 4.15%48
c. LEI (if available).
549300GCZLSGYEYPIR35
d. Maturity date.
2048-06-15
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$5,943,089.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NASDAQ INC CR SEN SR GLBL53
c. LEI (if available).
549300L8X1Q78ERXFD06
d. Maturity date.
2053-08-15
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$9,381,000.00
g. Value of collateral, to the nearest cent.
$9,566,689.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATIONAL AUSTRALIA BK N Y BRH SR NT 3.5%25
c. LEI (if available).
549300E2IPL06NDXMZ63
d. Maturity date.
2025-06-09
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,822,000.00
g. Value of collateral, to the nearest cent.
$4,697,474.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY BK N A SR FLT NT 25
c. LEI (if available).
G1MLHIS0N32I3QPILB75
d. Maturity date.
2025-07-16
e. Coupon or yield.
5.869870
f. The principal amount, to the nearest cent.
$12,162,000.00
g. Value of collateral, to the nearest cent.
$12,196,424.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METLIFE INC SR GLBL NT 33
c. LEI (if available).
C4BXATY60WC6XEOZDX54
d. Maturity date.
2033-07-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$12,345,000.00
g. Value of collateral, to the nearest cent.
$12,450,757.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MIZUHO FINANCIAL GROUP INC GLBL NT 5.748%34
c. LEI (if available).
353800CI5L6DDAN5XZ33
d. Maturity date.
2034-07-06
e. Coupon or yield.
5.748000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$5,035,410.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELI LILLY & CO GLBL NT 2.25%50
c. LEI (if available).
FRDRIPF3EKNDJ2CQJL29
d. Maturity date.
2050-05-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$3,521,000.00
g. Value of collateral, to the nearest cent.
$2,249,144.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEYBANK NATIONAL ASSOCIATION SR FLT NT 24
c. LEI (if available).
HUX2X73FUCYHUVH1BK78
d. Maturity date.
2024-06-14
e. Coupon or yield.
5.410480
f. The principal amount, to the nearest cent.
$4,353,000.00
g. Value of collateral, to the nearest cent.
$4,288,983.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTEL CORP SR GLBL NT 30
c. LEI (if available).
KNX4USFCNGPY45LOCE31
d. Maturity date.
2030-02-10
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$1,360,000.00
g. Value of collateral, to the nearest cent.
$1,401,158.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HEWLETT PACKARD ENTERPRISE CO SR GLBL NT5.9%24
c. LEI (if available).
549300BX44RGX6ANDV88
d. Maturity date.
2024-10-01
e. Coupon or yield.
5.900000
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$21,456.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOME DEPOT INC SR GLBL NT 51
c. LEI (if available).
QEKMOTMBBKA8I816DO57
d. Maturity date.
2051-09-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$3,825,000.00
g. Value of collateral, to the nearest cent.
$2,568,024.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AT&T INC SR GLBL NT3.8%57
c. LEI (if available).
549300Z40J86GGSTL398
d. Maturity date.
2057-12-01
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$8,032,000.00
g. Value of collateral, to the nearest cent.
$5,632,225.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTUNE BRANDS INNOVATIONS INC SR GLBL NT 33
c. LEI (if available).
54930032LHW54PQUJD44
d. Maturity date.
2033-06-01
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$1,014,430.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL DYNAMICS CORP SR GLBL NT 30
c. LEI (if available).
9C1X8XOOTYY2FNYTVH06
d. Maturity date.
2030-04-01
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$2,200,000.00
g. Value of collateral, to the nearest cent.
$2,084,375.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLORIDA GAS TRANSMISSION CO SR 144A NT2.3%31
c. LEI (if available).
549300Q0UQF87NXNOC32
d. Maturity date.
2031-10-01
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$7,784,000.00
g. Value of collateral, to the nearest cent.
$6,225,617.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLORIDA PWR & LT CO 1ST MTG 5.25%41
c. LEI (if available).
A89MY1K3YLIGJMYWVX50
d. Maturity date.
2041-02-01
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$8,000,000.00
g. Value of collateral, to the nearest cent.
$8,157,360.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTERPRISE PRODS OPER LLC SR NT 6.875%33
c. LEI (if available).
5493004LGN656HWLDA30
d. Maturity date.
2033-03-01
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$3,451,067.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELECTRICITE DE FRANCE SA SR GLBL 144A 53
c. LEI (if available).
549300X3UK4GG3FNMO06
d. Maturity date.
2053-05-23
e. Coupon or yield.
6.900000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$5,305,358.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHILLIPS 66 SR GLBL NT 32
c. LEI (if available).
549300Y6CTBSE0QIPL28
d. Maturity date.
2032-02-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$673,000.00
g. Value of collateral, to the nearest cent.
$577,067.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DTE ELEC CO 1M GLBL -A BD 33
c. LEI (if available).
9N0FWODEJVKHC2DYLO03
d. Maturity date.
2033-04-01
e. Coupon or yield.
5.200000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$7,235,464.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CROWN CASTLE INC SR GLBL NT3.1%29
c. LEI (if available).
54930012H97VSM0I2R19
d. Maturity date.
2029-11-15
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$2,793,000.00
g. Value of collateral, to the nearest cent.
$2,457,154.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARGILL INC SR 144A NT 32
c. LEI (if available).
QXZYQNMR4JZ5RIRN4T31
d. Maturity date.
2032-10-11
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$321,000.00
g. Value of collateral, to the nearest cent.
$328,951.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP SUB NT 6.5%37
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2037-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$10,696.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP PERP GLBL -RR NT
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$1,940,000.00
g. Value of collateral, to the nearest cent.
$1,695,921.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP SR NT FXD/FLT 25
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2025-10-01
e. Coupon or yield.
3.093000
f. The principal amount, to the nearest cent.
$5,700,000.00
g. Value of collateral, to the nearest cent.
$5,571,066.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 1.843%020425
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2025-02-04
e. Coupon or yield.
1.843000
f. The principal amount, to the nearest cent.
$6,935,000.00
g. Value of collateral, to the nearest cent.
$6,850,402.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BPCE S A FR 3.375%120226
c. LEI (if available).
9695005MSX1OYEMGDF46
d. Maturity date.
2026-12-02
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$1,205,000.00
g. Value of collateral, to the nearest cent.
$1,131,612.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASTRAZENECA FINANCE LLC GLBL NT 4.9%30
c. LEI (if available).
549300C3HATU4Q460S18
d. Maturity date.
2030-03-03
e. Coupon or yield.
4.900000
f. The principal amount, to the nearest cent.
$4,261,000.00
g. Value of collateral, to the nearest cent.
$4,343,298.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AVIATION CAP GROUP LLC SR 144A NT 25
c. LEI (if available).
549300ODEK8HY3445C77
d. Maturity date.
2025-10-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,881,200.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN HONDA FIN CORP MTN FR 5.125%070728
c. LEI (if available).
B6Q2VFHD1797Q7NZ3E43
d. Maturity date.
2028-07-07
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$4,624,000.00
g. Value of collateral, to the nearest cent.
$4,650,850.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SIMON PPTY GROUP LP GLBL NT 5.5%33
c. LEI (if available).
MR92GTD0MJTTTTQDVG45
d. Maturity date.
2033-03-08
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$611,512.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
RENAISSANCERE HLDGS LTD SR GLBL NT 33
c. LEI (if available).
EK6GB9U3U58PDI411C94
d. Maturity date.
2033-06-05
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$16,633,000.00
g. Value of collateral, to the nearest cent.
$16,517,312.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PEPSICO INC SR GLBL FL NT 26
c. LEI (if available).
FJSUNZKFNQ5YPJ5OT455
d. Maturity date.
2026-02-13
e. Coupon or yield.
5.488770
f. The principal amount, to the nearest cent.
$1,270,000.00
g. Value of collateral, to the nearest cent.
$1,294,047.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPRINT CAP CORP MTN BE SR GLBL NT 32
c. LEI (if available).
549300L17W0GQBR1PO80
d. Maturity date.
2032-03-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$2,988,000.00
g. Value of collateral, to the nearest cent.
$3,688,254.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
T-MOBILE US INC SR GLBL NT 24
c. LEI (if available).
549300ZTTY7CXOLJ6539
d. Maturity date.
2024-06-15
e. Coupon or yield.
7.125000
f. The principal amount, to the nearest cent.
$9,334,000.00
g. Value of collateral, to the nearest cent.
$9,507,464.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STANDARD CHARTERED PLC SUB GLBL 144A 44
c. LEI (if available).
U4LOSYZ7YG4W3S5F2G91
d. Maturity date.
2044-03-26
e. Coupon or yield.
5.700000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,835,430.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STATE STR CORP ALT TIER I EXT77
c. LEI (if available).
549300ZFEEJ2IP5VME73
d. Maturity date.
2077-06-01
e. Coupon or yield.
6.552000
f. The principal amount, to the nearest cent.
$36,926,000.00
g. Value of collateral, to the nearest cent.
$30,787,864.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO SR GLBL NT 47
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2047-12-01
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$4,970,000.00
g. Value of collateral, to the nearest cent.
$3,435,379.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL BD2.5%31
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2031-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$10,817,000.00
g. Value of collateral, to the nearest cent.
$8,658,359.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL BD3.5%50
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2050-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,659,000.00
g. Value of collateral, to the nearest cent.
$5,718,403.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL 28 BD 50
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2050-07-01
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$9,905,035.00
g. Value of collateral, to the nearest cent.
$7,901,097.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO 1M GLBL BD6.7%53
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.700000
f. The principal amount, to the nearest cent.
$1,266,000.00
g. Value of collateral, to the nearest cent.
$1,278,854.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFICORP 4.15%50
c. LEI (if available).
SGY07Y7FNYBNLM6Z1M11
d. Maturity date.
2050-02-15
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$2,706,081.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OMEGA HEALTHCARE INVS INC SR GLBL NT 33
c. LEI (if available).
549300OJ7ENK42CZ8E73
d. Maturity date.
2033-04-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,813,497.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORACLE CORP SR GLBL NT3.6%50
c. LEI (if available).
1Z4GXXU7ZHVWFCD8TV52
d. Maturity date.
2050-04-01
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$21,688,000.00
g. Value of collateral, to the nearest cent.
$15,520,149.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORACLE CORP SR GLBL NT 53
c. LEI (if available).
1Z4GXXU7ZHVWFCD8TV52
d. Maturity date.
2053-02-06
e. Coupon or yield.
5.550000
f. The principal amount, to the nearest cent.
$448,000.00
g. Value of collateral, to the nearest cent.
$438,524.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PNC FINL SVCS GROUP INC TIER I PERP GLBL
c. LEI (if available).
CFGNEKW0P8842LEUIA51
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.200000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,330.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFIC GAS & ELEC CO SR GLBL NT 4%46
c. LEI (if available).
1HNPXZSMMB7HMBMVBS46
d. Maturity date.
2046-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,300,000.00
g. Value of collateral, to the nearest cent.
$4,934,410.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEWCREST FINANCE PTY LTD SR GLBL 144A 50
c. LEI (if available).
549300I0XDZ4K7PDSS04
d. Maturity date.
2050-05-13
e. Coupon or yield.
4.200000
f. The principal amount, to the nearest cent.
$2,850,000.00
g. Value of collateral, to the nearest cent.
$2,307,654.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NORTHROP GRUMMAN CORP SR GLBL NT4.4%30
c. LEI (if available).
RIMU48P07456QXSO0R61
d. Maturity date.
2030-05-01
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$4,709,000.00
g. Value of collateral, to the nearest cent.
$4,615,337.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NORTHWESTERN MUT LIFE INS CO SR GLBL 144A 47
c. LEI (if available).
1DU7IM20QESYGDO4HO54
d. Maturity date.
2047-09-30
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$9,000,000.00
g. Value of collateral, to the nearest cent.
$7,003,110.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOTOROLA SOLUTIONS INC SR GLBL NT2.3%30
c. LEI (if available).
6S552MUG6KGJVEBSEC55
d. Maturity date.
2030-11-15
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$5,652,818.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATL BANK OF CANADA FR 0.55%111524
c. LEI (if available).
BSGEFEIOM18Y80CKCV46
d. Maturity date.
2024-11-15
e. Coupon or yield.
0.550000
f. The principal amount, to the nearest cent.
$275,000.00
g. Value of collateral, to the nearest cent.
$270,726.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NATWEST MKTS PLC US MEDIUM FR 0.8%081224
c. LEI (if available).
RR3QWICWWIPCS8A4S074
d. Maturity date.
2024-08-12
e. Coupon or yield.
0.800000
f. The principal amount, to the nearest cent.
$231,000.00
g. Value of collateral, to the nearest cent.
$219,434.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 2.72%072225
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2025-07-22
e. Coupon or yield.
2.720000
f. The principal amount, to the nearest cent.
$1,670,000.00
g. Value of collateral, to the nearest cent.
$1,616,626.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY VR 012422-012425
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2025-01-24
e. Coupon or yield.
5.717030
f. The principal amount, to the nearest cent.
$69,000.00
g. Value of collateral, to the nearest cent.
$68,915.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 5.297%042037
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2037-04-20
e. Coupon or yield.
5.297000
f. The principal amount, to the nearest cent.
$8,175,000.00
g. Value of collateral, to the nearest cent.
$7,867,464.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 3.125%072726
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2026-07-27
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$3,843,000.00
g. Value of collateral, to the nearest cent.
$3,605,222.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MORGAN STANLEY FR 3.95%042327
c. LEI (if available).
IGJSJL3JD5P30I6NJZ34
d. Maturity date.
2027-04-23
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$140,000.00
g. Value of collateral, to the nearest cent.
$134,393.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 3.625%050143
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2043-05-01
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$56,000.00
g. Value of collateral, to the nearest cent.
$44,741.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MCDONALDS CORP FR 4.45%030147
c. LEI (if available).
UE2136O97NLB5BYP9H04
d. Maturity date.
2047-03-01
e. Coupon or yield.
4.450000
f. The principal amount, to the nearest cent.
$5,542,000.00
g. Value of collateral, to the nearest cent.
$5,012,637.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MERCEDES-BENZ FIN NORTH AMER 144A NT 5.375%25
c. LEI (if available).
549300423Z16BB673J12
d. Maturity date.
2025-11-26
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$155,000.00
g. Value of collateral, to the nearest cent.
$156,784.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MIZUHO FINANCIAL GROUP INC SR GLBL NT 31
c. LEI (if available).
353800CI5L6DDAN5XZ33
d. Maturity date.
2031-05-25
e. Coupon or yield.
2.591000
f. The principal amount, to the nearest cent.
$4,500,000.00
g. Value of collateral, to the nearest cent.
$3,724,560.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOWES COS INC SR GLBL NT 53
c. LEI (if available).
WAFCR4OKGSC504WU3E95
d. Maturity date.
2053-04-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$397,000.00
g. Value of collateral, to the nearest cent.
$399,152.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARATHON OIL CORP SR GLBL NT5.2%45
c. LEI (if available).
1FRVQX2CRLGC1XLP5727
d. Maturity date.
2045-06-01
e. Coupon or yield.
5.200000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$869.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARRIOTT INTL INC NEW CR SEN SR GLBL31
c. LEI (if available).
225YDZ14ZO8E1TXUSU86
d. Maturity date.
2031-04-15
e. Coupon or yield.
2.850000
f. The principal amount, to the nearest cent.
$6,500,000.00
g. Value of collateral, to the nearest cent.
$5,537,750.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARVELL TECHNOLOGY INC SR GLBL NT 31
d. Maturity date.
2031-04-15
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,237,130.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MASCO CORP SR GLBL NT4.5%47
c. LEI (if available).
5GCSNMQXHEYA1JO8QN11
d. Maturity date.
2047-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$80,408.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEYSPAN GAS EAST CORP MTN BE SR 144A NT 33
c. LEI (if available).
K8TS3HOE1568DUBUJL44
d. Maturity date.
2033-03-06
e. Coupon or yield.
5.994000
f. The principal amount, to the nearest cent.
$25,909,000.00
g. Value of collateral, to the nearest cent.
$26,552,126.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LBJ INFRASTRUCTURE GROUP LLC SR SEC 144A 57
c. LEI (if available).
254900DEJSU2OQFZWQ97
d. Maturity date.
2057-12-31
e. Coupon or yield.
3.797000
f. The principal amount, to the nearest cent.
$519,000.00
g. Value of collateral, to the nearest cent.
$332,930.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAZARD LLC SR GLBL NT 29
c. LEI (if available).
FI94J2CJ1D7BIGVMS874
d. Maturity date.
2029-03-11
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$718,022.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LLOYDS BANKING GROUP PLC SR GLBL COCO 28
c. LEI (if available).
549300PPXHEU2JF0AM85
d. Maturity date.
2028-03-18
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$6,287,000.00
g. Value of collateral, to the nearest cent.
$5,920,368.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO SR GLBL NT 30
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2030-06-14
e. Coupon or yield.
4.565000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$48,213.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JEFFERIES FINANCIAL GROUP INC SR NT FXD/FLT 37
c. LEI (if available).
549300HOF34RGOJ5YL07
d. Maturity date.
2037-12-28
e. Coupon or yield.
4.564490
f. The principal amount, to the nearest cent.
$120,000.00
g. Value of collateral, to the nearest cent.
$81,748.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEYCORP FR 2.25%040627
c. LEI (if available).
RKPI3RZGV1V1FJTH5T61
d. Maturity date.
2027-04-06
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$2,242,000.00
g. Value of collateral, to the nearest cent.
$1,961,587.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEYCORP FR 3.878%052325
c. LEI (if available).
RKPI3RZGV1V1FJTH5T61
d. Maturity date.
2025-05-23
e. Coupon or yield.
3.878000
f. The principal amount, to the nearest cent.
$473,000.00
g. Value of collateral, to the nearest cent.
$447,488.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT2.3%30
c. LEI (if available).
BZLRL03D3GPGMOGFO832
d. Maturity date.
2030-11-01
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$15,180,000.00
g. Value of collateral, to the nearest cent.
$12,147,946.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JBS USA LUX S A / JBS USA FOOD SR 144A NT 52
d. Maturity date.
2052-02-02
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$13,501,000.00
g. Value of collateral, to the nearest cent.
$10,043,285.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO JR SB M FL DB 34
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2034-09-30
e. Coupon or yield.
6.487860
f. The principal amount, to the nearest cent.
$5,581,000.00
g. Value of collateral, to the nearest cent.
$5,015,794.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JPMORGAN CHASE & CO GLBL NT 0.969%25
c. LEI (if available).
8I5DZWZKVSZI1NUHU748
d. Maturity date.
2025-06-23
e. Coupon or yield.
0.969000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,909,785.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HSBC HLDGS PLC SUB GLBL COCO 33
c. LEI (if available).
MLU0ZO3ML4LN2LL2TL39
d. Maturity date.
2033-03-29
e. Coupon or yield.
4.762000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,846,955.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUMANA INC SR GLBL NT3.7%29
c. LEI (if available).
529900YLDW34GJAO4J06
d. Maturity date.
2029-03-23
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$990,000.00
g. Value of collateral, to the nearest cent.
$927,972.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS CO SR GLBL NT 43
c. LEI (if available).
54930070NSV60J38I987
d. Maturity date.
2043-10-02
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$14,990.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT5.8%28
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2028-06-23
e. Coupon or yield.
5.800000
f. The principal amount, to the nearest cent.
$4,245,000.00
g. Value of collateral, to the nearest cent.
$4,279,988.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN NATIONAL GROUP INC SR GLBL 144A 32
c. LEI (if available).
549300I1RRC5M591MY93
d. Maturity date.
2032-06-13
e. Coupon or yield.
6.144000
f. The principal amount, to the nearest cent.
$728,000.00
g. Value of collateral, to the nearest cent.
$685,187.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN TOWER CORP SR GLBL NT2.3%31
c. LEI (if available).
5493006ORUSIL88JOE18
d. Maturity date.
2031-09-15
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$15,236,000.00
g. Value of collateral, to the nearest cent.
$12,228,549.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AT&T INC GLBL NT 5.539%26
c. LEI (if available).
549300Z40J86GGSTL398
d. Maturity date.
2026-02-20
e. Coupon or yield.
5.539000
f. The principal amount, to the nearest cent.
$3,901,000.00
g. Value of collateral, to the nearest cent.
$3,994,054.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 3%28
d. Maturity date.
2028-10-29
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,649,000.00
g. Value of collateral, to the nearest cent.
$5,836,204.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT3.3%32
d. Maturity date.
2032-01-30
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$2,097,000.00
g. Value of collateral, to the nearest cent.
$1,714,884.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADVENTIST HEALTH SYS WEST -2022 BD 5.43%32
c. LEI (if available).
5493008YM33UCY5QPW83
d. Maturity date.
2032-03-01
e. Coupon or yield.
5.430000
f. The principal amount, to the nearest cent.
$6,862,000.00
g. Value of collateral, to the nearest cent.
$6,974,845.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIR LEASE CORP FR 0.7%021524
c. LEI (if available).
5493004NW4M4P8TMMK63
d. Maturity date.
2024-02-15
e. Coupon or yield.
0.700000
f. The principal amount, to the nearest cent.
$8,266,000.00
g. Value of collateral, to the nearest cent.
$8,057,926.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC SUB NT 6.75%37
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2037-10-01
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$11,041.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC SR GLBL NT 33
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2033-02-24
e. Coupon or yield.
3.102000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$8,530,481.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTUNE BRANDS INNOVATIONS INC SR GLBL NT4.5%52
c. LEI (if available).
54930032LHW54PQUJD44
d. Maturity date.
2052-03-25
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,700,000.00
g. Value of collateral, to the nearest cent.
$1,356,090.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FOX CORP GLBL NT 3.5%30
c. LEI (if available).
549300DDU6FDRBIELS05
d. Maturity date.
2030-04-08
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,100,000.00
g. Value of collateral, to the nearest cent.
$2,814,136.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GSK CONSU HEAL CAP US LLC GLBL NT 3.625%32
c. LEI (if available).
549300N8C3A3L0UVQB07
d. Maturity date.
2032-03-24
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$11,592,000.00
g. Value of collateral, to the nearest cent.
$10,499,664.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL ELECTRIC CO VR 092404-051324
c. LEI (if available).
3C7474T6CDKPR9K6YT90
d. Maturity date.
2024-05-13
e. Coupon or yield.
5.869570
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,993.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRESB MTG TR 2022-SB97 A-5H 20420225 FLT
d. Maturity date.
2042-02-25
e. Coupon or yield.
1.660000
f. The principal amount, to the nearest cent.
$16,000,000.00
g. Value of collateral, to the nearest cent.
$14,559,912.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRESB MORTGAGE TR 2022-SB102 A-5H 20420725 FLT
d. Maturity date.
2042-07-25
e. Coupon or yield.
1.890000
f. The principal amount, to the nearest cent.
$13,000,000.00
g. Value of collateral, to the nearest cent.
$11,531,549.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41
c. LEI (if available).
6WQI0GK1PRFVBA061U48
d. Maturity date.
2041-03-01
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$36,142.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTERGY LA LLC 1M GLBL-A BD 52
c. LEI (if available).
0V5453U14HDZO63CGH17
d. Maturity date.
2052-09-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$504,000.00
g. Value of collateral, to the nearest cent.
$464,014.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EVERSOURCE ENERGY GLBL -V NT2.9%27
c. LEI (if available).
SJ7XXD41SQU3ZNWUJ746
d. Maturity date.
2027-03-01
e. Coupon or yield.
2.900000
f. The principal amount, to the nearest cent.
$1,243,000.00
g. Value of collateral, to the nearest cent.
$1,158,007.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DUPONT DE NEMOURS INC SR GLBL FL NT 23
c. LEI (if available).
5493004JF0SDFLM8GD76
d. Maturity date.
2023-11-15
e. Coupon or yield.
6.430710
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$4,062.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DUKE ENERGY PROGRESS INC 1M GLBL BD3.4%32
c. LEI (if available).
0NIFZ782LS46WOC9QK20
d. Maturity date.
2032-04-01
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$420,000.00
g. Value of collateral, to the nearest cent.
$376,712.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EPR PPTYS SR GLBL NT3.6%31
c. LEI (if available).
549300YSSXFHMPOWZ492
d. Maturity date.
2031-11-15
e. Coupon or yield.
3.600000
f. The principal amount, to the nearest cent.
$3,780,000.00
g. Value of collateral, to the nearest cent.
$2,983,440.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDISON INTL SR GLBL NT 28
c. LEI (if available).
549300I7ROF15MAEVP56
d. Maturity date.
2028-03-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$13,184,000.00
g. Value of collateral, to the nearest cent.
$12,584,831.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DOMINION ENERGY INC SR GLBL -C NT 31
c. LEI (if available).
ILUL7B6Z54MRYCF6H308
d. Maturity date.
2031-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$469,000.00
g. Value of collateral, to the nearest cent.
$382,992.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DOW CHEMICAL CO SR GLBL NT2.1%30
c. LEI (if available).
ZQUIP1CSZO8LXRBSOU78
d. Maturity date.
2030-11-15
e. Coupon or yield.
2.100000
f. The principal amount, to the nearest cent.
$8,523,000.00
g. Value of collateral, to the nearest cent.
$6,991,274.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CINTAS CORP NO 2 SR GLBL NT 4%32
c. LEI (if available).
549300QVUQTTKMTE0G41
d. Maturity date.
2032-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,685,000.00
g. Value of collateral, to the nearest cent.
$1,607,220.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC SR GLBL NT 31
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2031-06-03
e. Coupon or yield.
2.572000
f. The principal amount, to the nearest cent.
$1,778,000.00
g. Value of collateral, to the nearest cent.
$1,488,192.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC SR GLBL NT 32
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2032-11-03
e. Coupon or yield.
2.520000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$40,428.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC SR GLBL NT 33
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2033-03-17
e. Coupon or yield.
3.785000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$31,334.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CWMBS CHL MTG TR 2006-J4 A-4 20360925 6.2
d. Maturity date.
2036-09-25
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$87.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARDINAL HEALTH INC SR GLBL NT 27
c. LEI (if available).
CCU46N3GJMF4OK4N7U60
d. Maturity date.
2027-06-15
e. Coupon or yield.
3.410000
f. The principal amount, to the nearest cent.
$4,639,000.00
g. Value of collateral, to the nearest cent.
$4,369,600.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CATERPILLAR FINL SVCS MTNS BE FR 3.65%120723
c. LEI (if available).
EDBQKYOPJUCJKLOJDE72
d. Maturity date.
2023-12-07
e. Coupon or yield.
3.650000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$998.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CELANESE US HLDGS LLC CR SEN SR GLBL29
c. LEI (if available).
CD30XVRLT4QO00B1C706
d. Maturity date.
2029-07-15
e. Coupon or yield.
6.330000
f. The principal amount, to the nearest cent.
$231,000.00
g. Value of collateral, to the nearest cent.
$232,712.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO CR SEN SR GLBL50
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2050-05-01
e. Coupon or yield.
5.805000
f. The principal amount, to the nearest cent.
$7,032,000.00
g. Value of collateral, to the nearest cent.
$7,148,537.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOSTON GAS CO SR GLBL 144A 32
c. LEI (if available).
FN7P4E7K9JOBORDEUX61
d. Maturity date.
2032-03-16
e. Coupon or yield.
3.757000
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$665,609.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP CAP MKTS AMER INC SR GLBL NT 27
c. LEI (if available).
5493009NTB34VXE1T760
d. Maturity date.
2027-01-16
e. Coupon or yield.
3.017000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$23,531.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRISTOL-MYERS SQUIBB CO SR GLBL NT3.4%29
c. LEI (if available).
HLYYNH7UQUORYSJQCN42
d. Maturity date.
2029-07-26
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$1,903,000.00
g. Value of collateral, to the nearest cent.
$1,771,944.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BROADCOM INC SR GLBL 144A 36
c. LEI (if available).
549300WV6GIDOZJTV909
d. Maturity date.
2036-11-15
e. Coupon or yield.
3.187000
f. The principal amount, to the nearest cent.
$2,353,000.00
g. Value of collateral, to the nearest cent.
$1,788,910.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIO RAD LABS INC SR GLBL NT3.7%32
c. LEI (if available).
549300ZC1GPV35XYDK53
d. Maturity date.
2032-03-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$209,000.00
g. Value of collateral, to the nearest cent.
$186,264.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLOCK FINL LLC CR SEN SR GLBL30
d. Maturity date.
2030-08-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$31,161.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOEING CO SR GLBL NT 30
c. LEI (if available).
RVHJWBXLJ1RFUBSY1F30
d. Maturity date.
2030-02-01
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$6,390,000.00
g. Value of collateral, to the nearest cent.
$5,682,243.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM FR 0.949%012227
c. LEI (if available).
NQQ6HPCNCCU6TUTQYE16
d. Maturity date.
2027-01-22
e. Coupon or yield.
0.949000
f. The principal amount, to the nearest cent.
$12,000.00
g. Value of collateral, to the nearest cent.
$10,733.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM VR 091521-091523
c. LEI (if available).
NQQ6HPCNCCU6TUTQYE16
d. Maturity date.
2023-09-15
e. Coupon or yield.
5.355600
f. The principal amount, to the nearest cent.
$21,000.00
g. Value of collateral, to the nearest cent.
$21,142.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NOVA SCOTIA B C VR 061223-061225
c. LEI (if available).
L3I9ZG2KFGXZ61BMYR72
d. Maturity date.
2025-06-12
e. Coupon or yield.
6.180040
f. The principal amount, to the nearest cent.
$1,845,000.00
g. Value of collateral, to the nearest cent.
$1,867,124.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BACARDI LTD 5.15%38
c. LEI (if available).
549300R32WTQNHNN5055
d. Maturity date.
2038-05-15
e. Coupon or yield.
5.150000
f. The principal amount, to the nearest cent.
$6,865,000.00
g. Value of collateral, to the nearest cent.
$6,487,762.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAYER US FIN II LLC GLBL 144A NT 28
c. LEI (if available).
529900XWNEXYNJ3X6T40
d. Maturity date.
2028-12-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$1,440,555.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BELL TEL CO CDA-BELL SR GLBL-US8 NT33
c. LEI (if available).
549300JYAVAQRV5MNZ86
d. Maturity date.
2033-05-11
e. Coupon or yield.
5.100000
f. The principal amount, to the nearest cent.
$1,296,000.00
g. Value of collateral, to the nearest cent.
$1,279,985.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK AMERICA CORP FR 2.592%042931
c. LEI (if available).
9DJT3UXIJIZJI4WXO774
d. Maturity date.
2031-04-29
e. Coupon or yield.
2.592000
f. The principal amount, to the nearest cent.
$2,480,000.00
g. Value of collateral, to the nearest cent.
$2,093,700.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAT CAPITAL CORP 4.39%37
c. LEI (if available).
2138005GYEXN7XRHFA84
d. Maturity date.
2037-08-15
e. Coupon or yield.
4.390000
f. The principal amount, to the nearest cent.
$9,963,000.00
g. Value of collateral, to the nearest cent.
$8,164,506.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAT CAPITAL CORP FR 2.726%032531
c. LEI (if available).
2138005GYEXN7XRHFA84
d. Maturity date.
2031-03-25
e. Coupon or yield.
2.726000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,424,663.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BMW US CAP LLC 144A NT 3.75%28
c. LEI (if available).
KK5MZM9DIXLXZL9DZL15
d. Maturity date.
2028-04-12
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$1,789,000.00
g. Value of collateral, to the nearest cent.
$1,714,102.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BPCE S A SR GLBL 144A 29
c. LEI (if available).
9695005MSX1OYEMGDF46
d. Maturity date.
2029-10-01
e. Coupon or yield.
2.700000
f. The principal amount, to the nearest cent.
$3,350,000.00
g. Value of collateral, to the nearest cent.
$2,915,387.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29
c. LEI (if available).
549300CRGMZK3K53BF92
d. Maturity date.
2029-01-23
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$1,503,000.00
g. Value of collateral, to the nearest cent.
$1,494,741.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT3.5%30
c. LEI (if available).
549300CRGMZK3K53BF92
d. Maturity date.
2030-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,127,000.00
g. Value of collateral, to the nearest cent.
$3,833,377.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APTIV PLC SR GLBL NT3.1%51
d. Maturity date.
2051-12-01
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$3,154,033.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ASTRAZENECA FINANCE LLC GLBL NT 0.7%24
c. LEI (if available).
549300C3HATU4Q460S18
d. Maturity date.
2024-05-28
e. Coupon or yield.
0.700000
f. The principal amount, to the nearest cent.
$1,546,000.00
g. Value of collateral, to the nearest cent.
$1,487,816.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMGEN INC SR NT 3.125%25
c. LEI (if available).
62QBXGPJ34PQ72Z12S66
d. Maturity date.
2025-05-01
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$9,672.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMGEN INC SR GLBL NT2.3%31
c. LEI (if available).
62QBXGPJ34PQ72Z12S66
d. Maturity date.
2031-02-25
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$691,000.00
g. Value of collateral, to the nearest cent.
$579,034.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMGEN INC SR GLBL NT4.2%52
c. LEI (if available).
62QBXGPJ34PQ72Z12S66
d. Maturity date.
2052-02-22
e. Coupon or yield.
4.200000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$416,325.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMGEN INC SR GLBL NT 26
c. LEI (if available).
62QBXGPJ34PQ72Z12S66
d. Maturity date.
2026-03-02
e. Coupon or yield.
5.507000
f. The principal amount, to the nearest cent.
$3,181,000.00
g. Value of collateral, to the nearest cent.
$3,248,637.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANHEUSER-BUSCH INBEV WLDW INC FR 4.6%041548
c. LEI (if available).
549300CRGMZK3K53BF92
d. Maturity date.
2048-04-15
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$1,335,000.00
g. Value of collateral, to the nearest cent.
$1,232,945.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALTRIA GROUP INC SR GLBL NT3.4%41
c. LEI (if available).
XSGZFLO9YTNO9VCQV219
d. Maturity date.
2041-02-04
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$3,070,000.00
g. Value of collateral, to the nearest cent.
$2,186,320.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALTRIA GROUP INC SR GLBL NT3.7%51
c. LEI (if available).
XSGZFLO9YTNO9VCQV219
d. Maturity date.
2051-02-04
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$236,000.00
g. Value of collateral, to the nearest cent.
$161,473.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN HONDA FIN CORP MTN FR 1.3%090926
c. LEI (if available).
B6Q2VFHD1797Q7NZ3E43
d. Maturity date.
2026-09-09
e. Coupon or yield.
1.300000
f. The principal amount, to the nearest cent.
$5,815,000.00
g. Value of collateral, to the nearest cent.
$5,213,018.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SKYMILES IP LTD & DELTA AIR LI SR SEC 144A 28
d. Maturity date.
2028-10-20
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$59,338.00
g. Value of collateral, to the nearest cent.
$57,470.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOCIETE GENERALE FR 2.889%060932
c. LEI (if available).
O2RNE8IBXP4R0TD8PU41
d. Maturity date.
2032-06-09
e. Coupon or yield.
2.889000
f. The principal amount, to the nearest cent.
$4,011,000.00
g. Value of collateral, to the nearest cent.
$3,181,415.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOUTHERN CALIF GAS CO 1M GLBL VV BD 49
c. LEI (if available).
XY0N0J73VHV5F4CUJV89
d. Maturity date.
2049-01-15
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$9,731,000.00
g. Value of collateral, to the nearest cent.
$8,047,547.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REGENERON PHARMACEUTICALS SR GLBL NT 30
c. LEI (if available).
549300RCBFWIRX3HYQ56
d. Maturity date.
2030-09-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$550,000.00
g. Value of collateral, to the nearest cent.
$442,767.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REINSURANCE GROUP AMER INC SR GLBL NT 6%33
c. LEI (if available).
LORM1GNEU1DKEW527V90
d. Maturity date.
2033-09-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,210,000.00
g. Value of collateral, to the nearest cent.
$1,234,070.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT30
c. LEI (if available).
549300KJYBG7C6WJYZ11
d. Maturity date.
2030-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,306,000.00
g. Value of collateral, to the nearest cent.
$3,164,899.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHILLIPS 66 CO SR GLBL NT5.3%33
c. LEI (if available).
5493005JBO5YSIGK1814
d. Maturity date.
2033-06-30
e. Coupon or yield.
5.300000
f. The principal amount, to the nearest cent.
$1,990,000.00
g. Value of collateral, to the nearest cent.
$2,016,270.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESS ENERGY INC SR GLBL NT 7%31
c. LEI (if available).
549300FBMTW0JYWMNB26
d. Maturity date.
2031-10-30
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$8,826,000.00
g. Value of collateral, to the nearest cent.
$9,762,526.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROGRESSIVE CORP ALT TIER I PERP
c. LEI (if available).
529900TACNVLY9DCR586
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.091000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$395,691.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROLOGIS L P SR GLBL NT 33
c. LEI (if available).
GL16H1DHB0QSHP25F723
d. Maturity date.
2033-06-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$3,166,000.00
g. Value of collateral, to the nearest cent.
$3,088,779.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PUBLIC STORAGE SR GLBL NT 26
c. LEI (if available).
549300LMZF40TKJ6DM64
d. Maturity date.
2026-02-15
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$1,117,000.00
g. Value of collateral, to the nearest cent.
$1,010,030.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PULTE GROUP INC SR NT 7.875%32
d. Maturity date.
2032-06-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$414,000.00
g. Value of collateral, to the nearest cent.
$475,397.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PACIFICORP 1M GLBL BD3.3%51
c. LEI (if available).
SGY07Y7FNYBNLM6Z1M11
d. Maturity date.
2051-03-15
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$1,985,000.00
g. Value of collateral, to the nearest cent.
$1,336,513.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OMEGA HEALTHCARE INVS INC SR GLBL NT 24
c. LEI (if available).
549300OJ7ENK42CZ8E73
d. Maturity date.
2024-04-01
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$3,016,530.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUNOCO LOGISTICS PARTNERS SR GLBL NT5.4%47
c. LEI (if available).
MTLVN9N7JE8MIBIJ1H73
d. Maturity date.
2047-10-01
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$3,285,000.00
g. Value of collateral, to the nearest cent.
$2,948,221.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSCANADA TRUST JR SB GLBL 82
c. LEI (if available).
549300Y0MFCAXLBWUV51
d. Maturity date.
2082-03-07
e. Coupon or yield.
5.600000
f. The principal amount, to the nearest cent.
$440,000.00
g. Value of collateral, to the nearest cent.
$382,206.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
T-MOBILE US INC SR GLBL NT 26
c. LEI (if available).
549300ZTTY7CXOLJ6539
d. Maturity date.
2026-03-01
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$80,321.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHILIP MORRIS INTL INC SR GLBL NT 30
c. LEI (if available).
HL3H1H2BGXWVG3BSWR90
d. Maturity date.
2030-02-15
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$1,950,000.00
g. Value of collateral, to the nearest cent.
$1,980,930.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NORTHROP GRUMMAN CORP SR NT 3.85%45
c. LEI (if available).
RIMU48P07456QXSO0R61
d. Maturity date.
2045-04-15
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$123,237.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OLD REP INTL CORP SR GLBL NT 51
c. LEI (if available).
549300IV6O2YY2A1KH37
d. Maturity date.
2051-06-11
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$1,250,000.00
g. Value of collateral, to the nearest cent.
$891,984.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MARATHON PETE CORP SR GLBL NT4.7%25
c. LEI (if available).
3BNYRYQHD39K4LCKQF12
d. Maturity date.
2025-05-01
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$679,000.00
g. Value of collateral, to the nearest cent.
$677,635.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOWES COS INC SR GLBL NT 62
c. LEI (if available).
WAFCR4OKGSC504WU3E95
d. Maturity date.
2062-04-01
e. Coupon or yield.
4.450000
f. The principal amount, to the nearest cent.
$6,524,000.00
g. Value of collateral, to the nearest cent.
$5,312,710.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEURIG DR PEPPER INC SR GLBL NT 28
c. LEI (if available).
DYTQ8KRTKO7Y2BVU5K74
d. Maturity date.
2028-05-25
e. Coupon or yield.
4.597000
f. The principal amount, to the nearest cent.
$1,109,000.00
g. Value of collateral, to the nearest cent.
$1,094,990.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IMPERIAL TOB FIN PLC SR 144A NT 27
c. LEI (if available).
2138008L3B3MCG1DFS50
d. Maturity date.
2027-07-27
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$1,960,000.00
g. Value of collateral, to the nearest cent.
$1,969,369.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HSBC HLDGS PLC SR GLBL NT 30
c. LEI (if available).
MLU0ZO3ML4LN2LL2TL39
d. Maturity date.
2030-05-22
e. Coupon or yield.
3.973000
f. The principal amount, to the nearest cent.
$711,000.00
g. Value of collateral, to the nearest cent.
$645,598.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUMANA INC SR GLBL NT 32
c. LEI (if available).
529900YLDW34GJAO4J06
d. Maturity date.
2032-02-03
e. Coupon or yield.
2.150000
f. The principal amount, to the nearest cent.
$29,000.00
g. Value of collateral, to the nearest cent.
$23,092.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALTRIA GROUP INC SR GLBL NT 32
c. LEI (if available).
XSGZFLO9YTNO9VCQV219
d. Maturity date.
2032-02-04
e. Coupon or yield.
2.450000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$7,961,258.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC SR GLBL NT 24
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2024-10-21
e. Coupon or yield.
0.925000
f. The principal amount, to the nearest cent.
$5,650,000.00
g. Value of collateral, to the nearest cent.
$5,594,005.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HCA INC. SR SEC GLBL 52
c. LEI (if available).
L3CJ6J7LJ2DX62FTXD46
d. Maturity date.
2052-03-15
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$13,054,000.00
g. Value of collateral, to the nearest cent.
$10,901,554.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIDELITY NATL INFORMATION SVCS SR GLBL NT 31
c. LEI (if available).
6WQI0GK1PRFVBA061U48
d. Maturity date.
2031-03-01
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$149,000.00
g. Value of collateral, to the nearest cent.
$122,855.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELECTRONIC ARTS INC SR GLBL NT 51
c. LEI (if available).
549300O7A67PUEYKDL45
d. Maturity date.
2051-02-15
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$683,452.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EQUINOR ASA SR GLBL NT3.7%50
c. LEI (if available).
OW6OFBNCKXC4US5C7523
d. Maturity date.
2050-04-06
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$2,605,000.00
g. Value of collateral, to the nearest cent.
$2,109,814.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KEURIG DR PEPPER INC SR GLBL NT 27
c. LEI (if available).
DYTQ8KRTKO7Y2BVU5K74
d. Maturity date.
2027-06-15
e. Coupon or yield.
3.430000
f. The principal amount, to the nearest cent.
$65,000.00
g. Value of collateral, to the nearest cent.
$61,529.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMONDBACK ENERGY INC SR GLBL NT3.5%29
c. LEI (if available).
549300R22LSX6OHWEN64
d. Maturity date.
2029-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$755,000.00
g. Value of collateral, to the nearest cent.
$691,288.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DICKS SPORTING GOODS INC GLBL NT 3.15%32
c. LEI (if available).
529900SSBV5I4LWSK313
d. Maturity date.
2032-01-15
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$3,450,000.00
g. Value of collateral, to the nearest cent.
$2,802,435.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHOICE HOTELS INTL INC CR SEN SR GLBL31
c. LEI (if available).
5493003CYRY5RFGTIR97
d. Maturity date.
2031-01-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$3,739,000.00
g. Value of collateral, to the nearest cent.
$3,216,416.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CVS HEALTH CORP SR NT 5.3%43
c. LEI (if available).
549300EJG376EN5NQE29
d. Maturity date.
2043-12-05
e. Coupon or yield.
5.300000
f. The principal amount, to the nearest cent.
$81,000.00
g. Value of collateral, to the nearest cent.
$77,270.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CGI INC SR GLBL NT2.3%31
c. LEI (if available).
549300WSRCZY73ZG3090
d. Maturity date.
2031-09-14
e. Coupon or yield.
2.300000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$7,878.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BELLSOUTH CORP SR GLBL DEB 34
c. LEI (if available).
549300K521AGBDAYHX03
d. Maturity date.
2034-06-15
e. Coupon or yield.
6.550000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,025.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BELLSOUTH CORP SR GLBL NT 6%34
c. LEI (if available).
549300K521AGBDAYHX03
d. Maturity date.
2034-11-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$29,381.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BELLSOUTH TELECOM SR GLBL DEB 45
c. LEI (if available).
549300VF4W5QL42G1P34
d. Maturity date.
2045-11-15
e. Coupon or yield.
5.850000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$22,082.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAKER HUGHES HLDGS LLC / BAKER SR GLBL NT 30
d. Maturity date.
2030-05-01
e. Coupon or yield.
4.486000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$977,895.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BP CAP MKTS P L C SR GLBL NT 28
c. LEI (if available).
549300CRVT18MXX0AG93
d. Maturity date.
2028-11-28
e. Coupon or yield.
3.723000
f. The principal amount, to the nearest cent.
$990,000.00
g. Value of collateral, to the nearest cent.
$941,980.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANALOG DEVICES INC SR GLBL NT 51
c. LEI (if available).
GYVOE5EZ4GDAVTU4CQ61
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$1,138,000.00
g. Value of collateral, to the nearest cent.
$797,058.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SHERWIN WILLIAMS CO SR GLBL NT 29
c. LEI (if available).
Z15BMIOX8DDH0X2OBP21
d. Maturity date.
2029-08-15
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$541,237.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROPER TECHNOLOGIES INC SR GLBL NT 31
c. LEI (if available).
54930003T4SXCIWVXY35
d. Maturity date.
2031-02-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$2,489,000.00
g. Value of collateral, to the nearest cent.
$1,988,162.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SAFEHOLD OPER PARTNERSHIP LP SR GLBL NT 32
c. LEI (if available).
54930012UY5Z4Q8NL108
d. Maturity date.
2032-01-15
e. Coupon or yield.
2.850000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,303,090.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PARTNERRE FIN II INC JR SB GLBL NT 66
d. Maturity date.
2066-12-01
e. Coupon or yield.
7.821000
f. The principal amount, to the nearest cent.
$18,000.00
g. Value of collateral, to the nearest cent.
$16,016.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NASDAQ INC CR SEN SR GLBL25
c. LEI (if available).
549300L8X1Q78ERXFD06
d. Maturity date.
2025-06-28
e. Coupon or yield.
5.650000
f. The principal amount, to the nearest cent.
$21,145,000.00
g. Value of collateral, to the nearest cent.
$21,270,583.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMC CORP GLBL NT 5.65%33
c. LEI (if available).
CKDHZ2X64EEBQCSP7013
d. Maturity date.
2033-05-18
e. Coupon or yield.
5.650000
f. The principal amount, to the nearest cent.
$8,983,000.00
g. Value of collateral, to the nearest cent.
$8,741,509.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.42%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$684,000,266.76
b. Excluding the value of any sponsor support:
$684,000,266.76
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.31%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS SA 5.330000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000872786
c. Other unique identifier.
ARP0XQM30
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
GNII SF MA8726 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,018.00
g. Value of collateral, to the nearest cent.
$1,003.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BT8058 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$341.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-07-31
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$163,510,800.00
g. Value of collateral, to the nearest cent.
$163,051,334.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-04-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5985 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,627,147.00
g. Value of collateral, to the nearest cent.
$730,124.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6766 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$229,337.00
g. Value of collateral, to the nearest cent.
$77,598.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7649 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-10-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$336,891,682.00
g. Value of collateral, to the nearest cent.
$249,999,999.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAE0618
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,259.00
g. Value of collateral, to the nearest cent.
$59.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAE0630
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,710.00
g. Value of collateral, to the nearest cent.
$119.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3686
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,541,455.00
g. Value of collateral, to the nearest cent.
$591,021.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA4842
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$6,107.00
g. Value of collateral, to the nearest cent.
$5,774.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CIMA5014
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$932.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003690 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$601.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAD0050
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$9,951.00
g. Value of collateral, to the nearest cent.
$119.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFS3021
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$19,000,000.00
g. Value of collateral, to the nearest cent.
$17,324,509.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS4824
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$89,000.00
g. Value of collateral, to the nearest cent.
$87,221.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL889692
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$121,724.00
g. Value of collateral, to the nearest cent.
$1,257.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL928593
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,021.00
g. Value of collateral, to the nearest cent.
$26.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFM9019
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,935,000.00
g. Value of collateral, to the nearest cent.
$1,386,618.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8349
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$52,492,851.00
g. Value of collateral, to the nearest cent.
$52,341,269.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-09-07
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$175,055,600.00
g. Value of collateral, to the nearest cent.
$174,076,864.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-31
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$37,137,600.00
g. Value of collateral, to the nearest cent.
$36,969,700.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-12
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$800.00
g. Value of collateral, to the nearest cent.
$791.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-19
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$52,065,100.00
g. Value of collateral, to the nearest cent.
$51,455,417.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-213 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.968320
f. The principal amount, to the nearest cent.
$35,235,145.00
g. Value of collateral, to the nearest cent.
$32,301,662.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-001 TF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$35,376,917.00
g. Value of collateral, to the nearest cent.
$34,661,003.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-022 KF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
5.968320
f. The principal amount, to the nearest cent.
$29,901.00
g. Value of collateral, to the nearest cent.
$29,056.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-076 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.068320
f. The principal amount, to the nearest cent.
$397,806.00
g. Value of collateral, to the nearest cent.
$391,386.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-170 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$47,024,135.00
g. Value of collateral, to the nearest cent.
$42,697,413.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2019-86 FC
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,518,800.00
g. Value of collateral, to the nearest cent.
$1,190,376.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785263 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$549.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-04-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$20,311,400.00
g. Value of collateral, to the nearest cent.
$18,751,921.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-09-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$131,806,300.00
g. Value of collateral, to the nearest cent.
$124,861,590.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$3,000,800.00
g. Value of collateral, to the nearest cent.
$2,757,556.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-03-31
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$18,277,400.00
g. Value of collateral, to the nearest cent.
$18,022,673.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$499,900.00
g. Value of collateral, to the nearest cent.
$483,312.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$163,144,600.00
g. Value of collateral, to the nearest cent.
$157,731,116.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-07-15
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$13,399,300.00
g. Value of collateral, to the nearest cent.
$16,434,320.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$31,249,900.00
g. Value of collateral, to the nearest cent.
$35,727,837.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$15,184,100.00
g. Value of collateral, to the nearest cent.
$19,484,828.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-11-09
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-04
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$1,688,700.00
g. Value of collateral, to the nearest cent.
$1,649,888.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-22
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$21,867,700.00
g. Value of collateral, to the nearest cent.
$21,797,635.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-01-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$170,000.00
g. Value of collateral, to the nearest cent.
$271,025.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-01-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$1,100,000.00
g. Value of collateral, to the nearest cent.
$1,667,080.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 605634 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-08-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$427,257.00
g. Value of collateral, to the nearest cent.
$10,539.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003515 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-02-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$25,156.00
g. Value of collateral, to the nearest cent.
$462.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003160 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2031-11-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$25,001.00
g. Value of collateral, to the nearest cent.
$122.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003331 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-01-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,004.00
g. Value of collateral, to the nearest cent.
$406.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003429 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-08-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$25,004.00
g. Value of collateral, to the nearest cent.
$445.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 602232 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-04-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$459.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 604018 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-02-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$25,039.00
g. Value of collateral, to the nearest cent.
$236.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV5628 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,220,525.00
g. Value of collateral, to the nearest cent.
$2,254,949.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV5660 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,120,138.00
g. Value of collateral, to the nearest cent.
$1,139,790.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS9053
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-07-01
e. Coupon or yield.
4.810000
f. The principal amount, to the nearest cent.
$5,303,000.00
g. Value of collateral, to the nearest cent.
$5,366,165.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX LBBM7265
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
5.334000
f. The principal amount, to the nearest cent.
$5,904,162.00
g. Value of collateral, to the nearest cent.
$6,020,975.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD1722
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$28,736,634.00
g. Value of collateral, to the nearest cent.
$25,861,509.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2022-159 DB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,077,995.00
g. Value of collateral, to the nearest cent.
$2,790,797.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRM 2017-179 QA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,500,000.00
g. Value of collateral, to the nearest cent.
$730,678.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW2083 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,261,800.00
g. Value of collateral, to the nearest cent.
$1,280,502.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW2118 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,064,407.00
g. Value of collateral, to the nearest cent.
$1,080,183.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW2108 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,955,503.00
g. Value of collateral, to the nearest cent.
$1,992,475.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW2148 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,076,938.00
g. Value of collateral, to the nearest cent.
$1,092,900.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-07-13
e. Coupon or yield.
2.220000
f. The principal amount, to the nearest cent.
$1,552,000.00
g. Value of collateral, to the nearest cent.
$1,035,356.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-09-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$4,372,800.00
g. Value of collateral, to the nearest cent.
$4,346,688.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-06-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$95.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-29
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$10,746,700.00
g. Value of collateral, to the nearest cent.
$10,638,426.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-09-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$11,265,500.00
g. Value of collateral, to the nearest cent.
$10,836,059.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$15,512,400.00
g. Value of collateral, to the nearest cent.
$14,475,453.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-12-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$198.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$26,938,000.00
g. Value of collateral, to the nearest cent.
$31,754,442.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$607,100.00
g. Value of collateral, to the nearest cent.
$606,171.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-01-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$1,998,700.00
g. Value of collateral, to the nearest cent.
$2,872,144.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLAE0468
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,439.00
g. Value of collateral, to the nearest cent.
$80.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLAE0495
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$563,288.00
g. Value of collateral, to the nearest cent.
$25,195.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLAE0746
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,241,518.00
g. Value of collateral, to the nearest cent.
$289,826.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTMA3602
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$1,398,987.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLAD0038
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,340,056.00
g. Value of collateral, to the nearest cent.
$137,304.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004617 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-01-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$48.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-07-03
e. Coupon or yield.
5.800000
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$1,303,871.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Farm Federal Credit Bank
c. LEI (if available).
254900C5LP6DN9OP9V83
d. Maturity date.
2025-08-05
e. Coupon or yield.
5.300000
f. The principal amount, to the nearest cent.
$5,904,000.00
g. Value of collateral, to the nearest cent.
$5,987,472.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-10-28
e. Coupon or yield.
0.800000
f. The principal amount, to the nearest cent.
$900,000.00
g. Value of collateral, to the nearest cent.
$795,960.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-04-03
e. Coupon or yield.
5.730000
f. The principal amount, to the nearest cent.
$5,800,000.00
g. Value of collateral, to the nearest cent.
$5,902,089.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-02-24
e. Coupon or yield.
1.020000
f. The principal amount, to the nearest cent.
$6,500,000.00
g. Value of collateral, to the nearest cent.
$5,745,059.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-06-30
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$176,200.00
g. Value of collateral, to the nearest cent.
$170,758.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5651 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$19,842,624.00
g. Value of collateral, to the nearest cent.
$2,278,789.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6820 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,456,472.00
g. Value of collateral, to the nearest cent.
$1,636,828.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8045 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$27,180,597.00
g. Value of collateral, to the nearest cent.
$24,235,031.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAD3808
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$52,026,000.00
g. Value of collateral, to the nearest cent.
$1,413,351.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003786 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$21.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003840 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,992,758.00
g. Value of collateral, to the nearest cent.
$31,893.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004144 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$16.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004193 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$275,000.00
g. Value of collateral, to the nearest cent.
$5,095.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-148 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,870,865.00
g. Value of collateral, to the nearest cent.
$6,238,134.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS4395
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,778,407.00
g. Value of collateral, to the nearest cent.
$6,485,704.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA3209
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,299,920.00
g. Value of collateral, to the nearest cent.
$1,517,576.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8626
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$9,100.00
g. Value of collateral, to the nearest cent.
$8,830.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY1072
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,020,445.00
g. Value of collateral, to the nearest cent.
$1,019,387.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB3109
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,353,389.00
g. Value of collateral, to the nearest cent.
$2,635,326.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM3982
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$84,000.00
g. Value of collateral, to the nearest cent.
$22,307.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL255933
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,995,882.00
g. Value of collateral, to the nearest cent.
$33,007.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAL7579
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$41,000.00
g. Value of collateral, to the nearest cent.
$6,230.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLAS7533
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$355,239.00
g. Value of collateral, to the nearest cent.
$98,650.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL725386
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,529.00
g. Value of collateral, to the nearest cent.
$29.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBM4422
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$101,999.00
g. Value of collateral, to the nearest cent.
$11,902.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CIRC2410
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,040,007.00
g. Value of collateral, to the nearest cent.
$3,065,979.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8299
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,356.00
g. Value of collateral, to the nearest cent.
$2,251.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF9897
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,126,297.00
g. Value of collateral, to the nearest cent.
$1,108,712.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF9898
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,145,061.00
g. Value of collateral, to the nearest cent.
$1,088,965.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-12O JF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2071-08-20
e. Coupon or yield.
6.335520
f. The principal amount, to the nearest cent.
$51,127,982.00
g. Value of collateral, to the nearest cent.
$46,661,285.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-048 FE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.068320
f. The principal amount, to the nearest cent.
$1,256.00
g. Value of collateral, to the nearest cent.
$1,228.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 651753 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-03-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,102.00
g. Value of collateral, to the nearest cent.
$39.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 698012 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$938,362.00
g. Value of collateral, to the nearest cent.
$11,501.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2020-17O FJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2070-10-20
e. Coupon or yield.
4.228290
f. The principal amount, to the nearest cent.
$33,016,584.00
g. Value of collateral, to the nearest cent.
$22,741,911.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004776 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-01-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$167,160.00
g. Value of collateral, to the nearest cent.
$2,979.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 004850 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,165.00
g. Value of collateral, to the nearest cent.
$77.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 449494 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2027-12-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$11,075,021.00
g. Value of collateral, to the nearest cent.
$18,061.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785617 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$43,227,599.00
g. Value of collateral, to the nearest cent.
$34,160,900.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785618 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$57,347,206.00
g. Value of collateral, to the nearest cent.
$40,462,203.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003598 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-08-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$607,000.00
g. Value of collateral, to the nearest cent.
$9,075.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8491 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$20,229,601.00
g. Value of collateral, to the nearest cent.
$19,740,899.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8571 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$8,263,880.00
g. Value of collateral, to the nearest cent.
$8,190,297.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-21
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
BNP Paribas SA
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,596,000,000.00
b. Excluding the value of any sponsor support:
$1,596,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.73%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BMO CAPITAL MARKETS CORP
Item C.2 The title of the issue (including coupon, if applicable).
BMO CAPITAL MARKETS CORP 5.410000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
RUC0QBLBRPRCU4W1NE59
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000772028
c. Other unique identifier.
ARP0XR1R8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
ENBRIDGE INC SR GLBL NT 26
c. LEI (if available).
98TPTUM4IVMFCZBCUR27
d. Maturity date.
2026-03-08
e. Coupon or yield.
5.969000
f. The principal amount, to the nearest cent.
$1,364,000.00
g. Value of collateral, to the nearest cent.
$1,398,277.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-08-31
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$8,800.00
g. Value of collateral, to the nearest cent.
$8,543.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-04-30
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$98,253.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-04-30
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,692.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-06-30
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$37,192.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-02-15
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,810,906.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-31
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,238,800.00
g. Value of collateral, to the nearest cent.
$4,106,850.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-12-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$1,999,900.00
g. Value of collateral, to the nearest cent.
$1,962,565.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-28
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$999,500.00
g. Value of collateral, to the nearest cent.
$923,893.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-11-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$13,462,900.00
g. Value of collateral, to the nearest cent.
$12,785,835.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-03-31
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$197,166.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-08-31
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$1,577,000.00
g. Value of collateral, to the nearest cent.
$1,526,516.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$248,000.00
g. Value of collateral, to the nearest cent.
$234,383.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-03-31
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$350,000.00
g. Value of collateral, to the nearest cent.
$347,644.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-06-30
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$1,043,000.00
g. Value of collateral, to the nearest cent.
$1,040,670.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-07-31
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,759,800.00
g. Value of collateral, to the nearest cent.
$2,744,289.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-07-31
e. Coupon or yield.
5.466150
f. The principal amount, to the nearest cent.
$329,000.00
g. Value of collateral, to the nearest cent.
$328,964.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-26
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$88,852.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-11-24
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$98,297.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2048-05-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,684.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2053-02-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,890,745.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-01-15
e. Coupon or yield.
0.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$2,311,012.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49
d. Maturity date.
2049-12-01
e. Coupon or yield.
5.212000
f. The principal amount, to the nearest cent.
$5,791,000.00
g. Value of collateral, to the nearest cent.
$5,785,015.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-01-04
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$22,471.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-07-11
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$15,786,700.00
g. Value of collateral, to the nearest cent.
$15,012,678.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$170,000.00
g. Value of collateral, to the nearest cent.
$211,316.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-07-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$248,000.00
g. Value of collateral, to the nearest cent.
$226,117.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$3,876,600.00
g. Value of collateral, to the nearest cent.
$3,770,393.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-04-30
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$3,199,900.00
g. Value of collateral, to the nearest cent.
$2,889,986.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$85,000.00
g. Value of collateral, to the nearest cent.
$80,964.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-03-31
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$8,093,600.00
g. Value of collateral, to the nearest cent.
$7,421,966.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-04-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$1,642,700.00
g. Value of collateral, to the nearest cent.
$1,589,312.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-07-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$3,323,700.00
g. Value of collateral, to the nearest cent.
$3,129,861.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$918,940.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-01-31
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,108,000.00
g. Value of collateral, to the nearest cent.
$1,068,012.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-12-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$45,057.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-05-31
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$9,181,300.00
g. Value of collateral, to the nearest cent.
$9,005,768.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-06-30
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-06-30
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,881.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$2,200,000.00
g. Value of collateral, to the nearest cent.
$2,031,140.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$3,652,100.00
g. Value of collateral, to the nearest cent.
$3,443,948.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-28
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,534,200.00
g. Value of collateral, to the nearest cent.
$1,548,085.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-03-31
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$1,004,000.00
g. Value of collateral, to the nearest cent.
$990,007.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-07-31
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$1,949,700.00
g. Value of collateral, to the nearest cent.
$1,943,552.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPLE INC SR GLBL NT 4%28
c. LEI (if available).
HWUPKR0MPOU8FGXBT394
d. Maturity date.
2028-05-10
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,050,000.00
g. Value of collateral, to the nearest cent.
$1,038,807.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMCAST CORP NEW GLBL NT 5.35%27
c. LEI (if available).
51M0QTTNCGUN7KFCFZ59
d. Maturity date.
2027-11-15
e. Coupon or yield.
5.350000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$154,001.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CB RICHARD ELLIS SVCS INC SR GLBL NT 34
c. LEI (if available).
549300CTE3HOMEUMM603
d. Maturity date.
2034-08-15
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$7,100,000.00
g. Value of collateral, to the nearest cent.
$7,169,157.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
META PLATFORMS INC GLBL NT 4.6%28
c. LEI (if available).
BQ4BKCS1HXDV9HN80Z93
d. Maturity date.
2028-05-15
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$150,938.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB5673
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,535,417.00
g. Value of collateral, to the nearest cent.
$1,441,186.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CO1738
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-06-15
e. Coupon or yield.
4.610000
f. The principal amount, to the nearest cent.
$572,790.00
g. Value of collateral, to the nearest cent.
$557,674.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYDRO-QUEBEC DB-GH TAG8.25%26
c. LEI (if available).
6THEVG93PYJH84S4D167
d. Maturity date.
2026-04-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$32,939.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITEDHEALTH GROUP INC SR GLBL NT5.3%30
c. LEI (if available).
549300GHBMY8T5GXDE41
d. Maturity date.
2030-02-15
e. Coupon or yield.
5.300000
f. The principal amount, to the nearest cent.
$4,068,000.00
g. Value of collateral, to the nearest cent.
$4,265,985.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPLE INC SR GLBL NT 32
c. LEI (if available).
HWUPKR0MPOU8FGXBT394
d. Maturity date.
2032-08-08
e. Coupon or yield.
3.350000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$47,225.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARES CAPITAL CORP SR GLBL NT3.2%31
c. LEI (if available).
WEQ82666OJYSI5GUAB47
d. Maturity date.
2031-11-15
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$778,965.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AT&T INC GLBL NT 0.9%24
c. LEI (if available).
549300Z40J86GGSTL398
d. Maturity date.
2024-03-25
e. Coupon or yield.
0.900000
f. The principal amount, to the nearest cent.
$3,380,000.00
g. Value of collateral, to the nearest cent.
$3,284,109.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMAZON COM INC SR GLBL NT2.8%24
c. LEI (if available).
ZXTILKJKG63JELOEG630
d. Maturity date.
2024-08-22
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$1,781,000.00
g. Value of collateral, to the nearest cent.
$1,754,742.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK NOVA SCOTIA B C SR GLBL COCO 26
c. LEI (if available).
L3I9ZG2KFGXZ61BMYR72
d. Maturity date.
2026-03-02
e. Coupon or yield.
1.050000
f. The principal amount, to the nearest cent.
$1,912,000.00
g. Value of collateral, to the nearest cent.
$1,720,811.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BELL TEL CO CDA-BELL SR GLBL-US7 NT52
c. LEI (if available).
549300JYAVAQRV5MNZ86
d. Maturity date.
2052-08-15
e. Coupon or yield.
3.650000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$22,634.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BELL TEL CO CDA-BELL SR GLBL-US8 NT33
c. LEI (if available).
549300JYAVAQRV5MNZ86
d. Maturity date.
2033-05-11
e. Coupon or yield.
5.100000
f. The principal amount, to the nearest cent.
$991,000.00
g. Value of collateral, to the nearest cent.
$978,754.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMAZON COM INC SR GLBL NT 1%26
c. LEI (if available).
ZXTILKJKG63JELOEG630
d. Maturity date.
2026-05-12
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$15,000.00
g. Value of collateral, to the nearest cent.
$13,562.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANADIAN NATL RY CO SR GLBL NT 26
c. LEI (if available).
3SU7BEP7TH9YEQOZCS77
d. Maturity date.
2026-03-01
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$1,425,000.00
g. Value of collateral, to the nearest cent.
$1,359,119.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHURCH & DWIGHT CO INC SR GLBL NT 27
c. LEI (if available).
POOXSI30AWAQGYJZC921
d. Maturity date.
2027-08-01
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$1,681,000.00
g. Value of collateral, to the nearest cent.
$1,606,716.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMCAST CORP NEW SR GLBL NT 25
c. LEI (if available).
51M0QTTNCGUN7KFCFZ59
d. Maturity date.
2025-10-15
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,972.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM LW TIER II GLBL
c. LEI (if available).
NQQ6HPCNCCU6TUTQYE16
d. Maturity date.
2028-10-05
e. Coupon or yield.
4.338000
f. The principal amount, to the nearest cent.
$10,291,000.00
g. Value of collateral, to the nearest cent.
$10,347,477.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANK MONTREAL MEDIUM SR COCO 28
c. LEI (if available).
NQQ6HPCNCCU6TUTQYE16
d. Maturity date.
2028-02-01
e. Coupon or yield.
5.203000
f. The principal amount, to the nearest cent.
$42,000.00
g. Value of collateral, to the nearest cent.
$43,107.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DOMINION ENERGY GAS HLDGS LLC SR GLBL -A NT 24
c. LEI (if available).
549300BFOD6TDMVV4O24
d. Maturity date.
2024-11-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,204,000.00
g. Value of collateral, to the nearest cent.
$2,122,050.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DUKE ENERGY CORP NEW GLBL NT 4.5%32
c. LEI (if available).
I1BZKREC126H0VB1BL91
d. Maturity date.
2032-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,023,000.00
g. Value of collateral, to the nearest cent.
$1,946,753.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELEMENT FINL CORP SR 144A NT1.6%24
c. LEI (if available).
5493000PGBS1C22ELQ16
d. Maturity date.
2024-04-06
e. Coupon or yield.
1.600000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$6,812.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENBRIDGE INC SR NT 3.7%27
c. LEI (if available).
98TPTUM4IVMFCZBCUR27
d. Maturity date.
2027-07-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$448,000.00
g. Value of collateral, to the nearest cent.
$423,881.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANADIAN IMPERIAL BK COMM TORO SR COCO 25
c. LEI (if available).
2IGI19DL77OX0HC3ZE78
d. Maturity date.
2025-08-04
e. Coupon or yield.
3.945000
f. The principal amount, to the nearest cent.
$135,000.00
g. Value of collateral, to the nearest cent.
$133,506.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FS KKR CAP CORP SR GLBL NT 27
c. LEI (if available).
549300TYRSI1T21B1360
d. Maturity date.
2027-07-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$105,000.00
g. Value of collateral, to the nearest cent.
$90,984.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7148
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,975,400.00
g. Value of collateral, to the nearest cent.
$4,724,953.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UBS GROUP AG GLBL COCO 28
c. LEI (if available).
549300506SI9CRFV9Z86
d. Maturity date.
2028-08-11
e. Coupon or yield.
6.442000
f. The principal amount, to the nearest cent.
$598,000.00
g. Value of collateral, to the nearest cent.
$624,970.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DELTA AIR LINES INC SR SEC GLBL 25
c. LEI (if available).
Q2CCMS6R0AS67HJMBN42
d. Maturity date.
2025-05-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$20,802.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORTUNE BRANDS INNOVATIONS INC SR GLBL NT4.5%52
c. LEI (if available).
54930032LHW54PQUJD44
d. Maturity date.
2052-03-25
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$1,037,010.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL MTRS FINL CO INC SR GLBL NT 25
c. LEI (if available).
5493008B6JBRUJ90QL97
d. Maturity date.
2025-10-10
e. Coupon or yield.
6.050000
f. The principal amount, to the nearest cent.
$1,458,000.00
g. Value of collateral, to the nearest cent.
$1,493,537.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENBRIDGE INC GLBL NT 3.4%51
c. LEI (if available).
98TPTUM4IVMFCZBCUR27
d. Maturity date.
2051-08-01
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$853,248.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYDRO-QUEBEC SR DEB 8.5%29
c. LEI (if available).
6THEVG93PYJH84S4D167
d. Maturity date.
2029-12-01
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$599,000.00
g. Value of collateral, to the nearest cent.
$716,114.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYDRO-QUEBEC SR DEB 9.5%30
c. LEI (if available).
6THEVG93PYJH84S4D167
d. Maturity date.
2030-11-15
e. Coupon or yield.
9.500000
f. The principal amount, to the nearest cent.
$156,000.00
g. Value of collateral, to the nearest cent.
$204,207.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYDRO-QUEBEC DB-HH TAGS8.5%29
c. LEI (if available).
6THEVG93PYJH84S4D167
d. Maturity date.
2029-12-01
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,189.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8029
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,771,813.00
g. Value of collateral, to the nearest cent.
$6,148,901.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA2280
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$330,356.00
g. Value of collateral, to the nearest cent.
$97,862.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERNATIONAL BUSINESS MACHS SR GLBL NT3.3%27
c. LEI (if available).
VGRQXHF3J8VDLUA7XE92
d. Maturity date.
2027-01-27
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$830,000.00
g. Value of collateral, to the nearest cent.
$785,700.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTERNATIONAL BUSINESS MACHS SR GLBL NT2.2%27
c. LEI (if available).
VGRQXHF3J8VDLUA7XE92
d. Maturity date.
2027-02-09
e. Coupon or yield.
2.200000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$184,092.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LENNAR CORP SR GLBL NT4.5%24
c. LEI (if available).
529900G61XVRLX5TJX09
d. Maturity date.
2024-04-30
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$280,000.00
g. Value of collateral, to the nearest cent.
$281,050.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYDRO-QUEBEC SR DEB 8.25%26
c. LEI (if available).
6THEVG93PYJH84S4D167
d. Maturity date.
2026-04-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$66,181.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYDRO-QUEBEC SR DEB 8.625%29
c. LEI (if available).
6THEVG93PYJH84S4D167
d. Maturity date.
2029-06-15
e. Coupon or yield.
8.625000
f. The principal amount, to the nearest cent.
$1,035,000.00
g. Value of collateral, to the nearest cent.
$1,228,452.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEWFOUNDLAND PROV CTF DEP DEB FSA 7.32%23
c. LEI (if available).
549300CLWWW48GTPOJ49
d. Maturity date.
2023-10-13
e. Coupon or yield.
7.320000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$34,871.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONTARIO PROV CDA SR GLBL BD 27
c. LEI (if available).
C7PVKCRGLG18EBQGZV36
d. Maturity date.
2027-05-21
e. Coupon or yield.
1.050000
f. The principal amount, to the nearest cent.
$66,000.00
g. Value of collateral, to the nearest cent.
$57,919.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HYDRO-QUEBEC SR DEB 8.625%29
c. LEI (if available).
6THEVG93PYJH84S4D167
d. Maturity date.
2029-06-15
e. Coupon or yield.
8.625000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$5,915.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROVINCE OF MAN D N PROV NT SR GLBL GI DB 24
c. LEI (if available).
5493003QILFOB3JRKE30
d. Maturity date.
2024-05-14
e. Coupon or yield.
3.050000
f. The principal amount, to the nearest cent.
$4,183,000.00
g. Value of collateral, to the nearest cent.
$4,127,381.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONTARIO PROV CDA SR GLBL BD2.5%26
c. LEI (if available).
C7PVKCRGLG18EBQGZV36
d. Maturity date.
2026-04-27
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$118,389.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROVINCE OF QUEBEC SR GLBL PD DB 29
c. LEI (if available).
549300WN65YFEQH74Y36
d. Maturity date.
2029-09-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$195,000.00
g. Value of collateral, to the nearest cent.
$231,319.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPLE INC SR GLBL NT1.2%28
c. LEI (if available).
HWUPKR0MPOU8FGXBT394
d. Maturity date.
2028-02-08
e. Coupon or yield.
1.200000
f. The principal amount, to the nearest cent.
$196,000.00
g. Value of collateral, to the nearest cent.
$170,680.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRITISH COLUMBIA PROV CDA SR GLBL-BCUSG926
c. LEI (if available).
54930058TO7MEKUHWL16
d. Maturity date.
2026-06-02
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$93,677.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMAZON COM INC SR GLBL NT 29
c. LEI (if available).
ZXTILKJKG63JELOEG630
d. Maturity date.
2029-12-01
e. Coupon or yield.
4.650000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$60,273.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD1214
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,289,360.00
g. Value of collateral, to the nearest cent.
$6,593,189.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LOCKHEED MARTIN CORP SR NT 3.8%45
c. LEI (if available).
DPRBOZP0K5RM2YE8UU08
d. Maturity date.
2045-03-01
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$5,332,000.00
g. Value of collateral, to the nearest cent.
$4,544,481.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONTARIO PROV CDA SR GLBL BD 26
c. LEI (if available).
C7PVKCRGLG18EBQGZV36
d. Maturity date.
2026-04-14
e. Coupon or yield.
1.050000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$136,261.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTEL CORP SR GLBL NT 27
c. LEI (if available).
KNX4USFCNGPY45LOCE31
d. Maturity date.
2027-05-11
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$6,821,000.00
g. Value of collateral, to the nearest cent.
$6,447,004.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORACLE CORP SR GLBL NT 25
c. LEI (if available).
1Z4GXXU7ZHVWFCD8TV52
d. Maturity date.
2025-05-15
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$6,743.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICROSOFT CORP SR GLBL NT2.4%26
c. LEI (if available).
INR2EJN1ERAN0W5ZP974
d. Maturity date.
2026-08-08
e. Coupon or yield.
2.400000
f. The principal amount, to the nearest cent.
$3,750,000.00
g. Value of collateral, to the nearest cent.
$3,555,650.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROVINCE OF QUEBEC SR GLBL RA NT 25
c. LEI (if available).
549300WN65YFEQH74Y36
d. Maturity date.
2025-07-23
e. Coupon or yield.
0.600000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$91,645.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONTARIO PROV CDA SR GLBL BD3.4%23
c. LEI (if available).
C7PVKCRGLG18EBQGZV36
d. Maturity date.
2023-10-17
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$7,922,000.00
g. Value of collateral, to the nearest cent.
$7,962,974.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMAZON COM INC SR GLBL NT1.2%27
c. LEI (if available).
ZXTILKJKG63JELOEG630
d. Maturity date.
2027-06-03
e. Coupon or yield.
1.200000
f. The principal amount, to the nearest cent.
$86,000.00
g. Value of collateral, to the nearest cent.
$75,752.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTACT FINL CORP REGS NT 5.459%32
c. LEI (if available).
5493009LXGE7Y4U9OY43
d. Maturity date.
2032-09-22
e. Coupon or yield.
5.459000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$50,388.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WALGREENS BOOTS ALLIANCE INC GLBL NT 3.2%30
c. LEI (if available).
549300RPTUOIXG4LIH86
d. Maturity date.
2030-04-15
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$1,386,000.00
g. Value of collateral, to the nearest cent.
$1,191,089.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERIZON COMMUNICATIONS INC SR GLBL NT 26
c. LEI (if available).
2S72QS2UO2OESLG6Y829
d. Maturity date.
2026-03-20
e. Coupon or yield.
1.450000
f. The principal amount, to the nearest cent.
$3,482,000.00
g. Value of collateral, to the nearest cent.
$3,173,447.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SASKATCHEWAN PROV STRIP PACKAG GLBL BD 3.25%27
c. LEI (if available).
549300FKDIB7OJMBSP83
d. Maturity date.
2027-06-08
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$24,000.00
g. Value of collateral, to the nearest cent.
$22,805.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORACLE CORP SR GLBL NT4.5%28
c. LEI (if available).
1Z4GXXU7ZHVWFCD8TV52
d. Maturity date.
2028-05-06
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,102,000.00
g. Value of collateral, to the nearest cent.
$1,097,134.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICROSOFT CORP SR GLBL NT3.3%27
c. LEI (if available).
INR2EJN1ERAN0W5ZP974
d. Maturity date.
2027-02-06
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,868,158.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ONTARIO PROV CDA SR GLBL BD 2%29
c. LEI (if available).
C7PVKCRGLG18EBQGZV36
d. Maturity date.
2029-10-02
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$8,787.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ORACLE CORP SR GLBL NT 31
c. LEI (if available).
1Z4GXXU7ZHVWFCD8TV52
d. Maturity date.
2031-03-25
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$171,620.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.41%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$196,000,017.64
b. Excluding the value of any sponsor support:
$196,000,017.64
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
GOLDMAN SACHS & CO LLC
Item C.2 The title of the issue (including coupon, if applicable).
GOLDMAN SACHS & CO LLC 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
FOR8UP27PHTHYVLBNG30
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000769993
c. Other unique identifier.
ARP0XR1W7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FNMS 03.000 CIAU6682
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$776,000.00
g. Value of collateral, to the nearest cent.
$66,004.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CR5652
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-01-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$1,569,396.00
g. Value of collateral, to the nearest cent.
$1,550,102.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR3113 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,524,908.00
g. Value of collateral, to the nearest cent.
$1,960,289.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR2383 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,650,058.00
g. Value of collateral, to the nearest cent.
$1,718,784.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CQ7044
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-02-15
e. Coupon or yield.
4.870000
f. The principal amount, to the nearest cent.
$7,250,000.00
g. Value of collateral, to the nearest cent.
$7,153,008.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CS6537
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-06-15
e. Coupon or yield.
5.130000
f. The principal amount, to the nearest cent.
$15,577,400.00
g. Value of collateral, to the nearest cent.
$15,573,647.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CQ4848
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
5.540000
f. The principal amount, to the nearest cent.
$17,948,640.00
g. Value of collateral, to the nearest cent.
$18,391,614.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CQ4841
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-11-15
e. Coupon or yield.
5.550000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$25,121.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 726884 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$15,480.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 721237 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,707,768.00
g. Value of collateral, to the nearest cent.
$69,978.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL3719 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$603,805.00
g. Value of collateral, to the nearest cent.
$517,015.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6994 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,546,500.00
g. Value of collateral, to the nearest cent.
$1,494,888.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7055 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$248,040,704.00
g. Value of collateral, to the nearest cent.
$101,960,867.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7055 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,276,288.00
g. Value of collateral, to the nearest cent.
$1,346,767.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8099 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$258,748,800.00
g. Value of collateral, to the nearest cent.
$224,598,900.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7194 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$424,066,000.00
g. Value of collateral, to the nearest cent.
$200,657,907.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAS8740
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$40,085.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAS9938
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$667,000.00
g. Value of collateral, to the nearest cent.
$230,544.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CIQO1179
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$129,769.00
g. Value of collateral, to the nearest cent.
$113,696.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CT256946
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,432,910.00
g. Value of collateral, to the nearest cent.
$14,518.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM8806
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$44,000.00
g. Value of collateral, to the nearest cent.
$32,520.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CI8935
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-08-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$295,904.00
g. Value of collateral, to the nearest cent.
$238,510.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CH1873 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,360,094.00
g. Value of collateral, to the nearest cent.
$641,026.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784770 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-09-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$14,090.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785164 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$10,161,776.00
g. Value of collateral, to the nearest cent.
$5,764,587.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784208 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-07-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$379,862.00
g. Value of collateral, to the nearest cent.
$199,669.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 784666 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-01-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$64,631.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 784667 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-02-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$168,100.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 616413 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$197,395.00
g. Value of collateral, to the nearest cent.
$5,252.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782625 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-04-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$550,000,000.00
g. Value of collateral, to the nearest cent.
$37,683,929.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 759138 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$26,873,024.00
g. Value of collateral, to the nearest cent.
$2,061,408.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 752072 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$85,586.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 697924 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-03-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$49,711,552.00
g. Value of collateral, to the nearest cent.
$1,931,370.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JP 784008 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,725,368.00
g. Value of collateral, to the nearest cent.
$159,914.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 489858 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-11-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$870,000.00
g. Value of collateral, to the nearest cent.
$156,486.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 745125 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,072,328.00
g. Value of collateral, to the nearest cent.
$59,321.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 726462 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-10-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$20,000,000.00
g. Value of collateral, to the nearest cent.
$570,573.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004561 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-10-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,624,032.00
g. Value of collateral, to the nearest cent.
$47,361.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004678 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$22,000,000.00
g. Value of collateral, to the nearest cent.
$981,679.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004695 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$325,000.00
g. Value of collateral, to the nearest cent.
$18,803.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004715 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,055,750,000.00
g. Value of collateral, to the nearest cent.
$48,085,205.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004245 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-09-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,933,000.00
g. Value of collateral, to the nearest cent.
$21,428.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 608722 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2024-11-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,658,544.00
g. Value of collateral, to the nearest cent.
$46,352.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004770 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$260,000.00
g. Value of collateral, to the nearest cent.
$13,241.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 004797 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,884,130.00
g. Value of collateral, to the nearest cent.
$16,254.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004559 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,415,498.00
g. Value of collateral, to the nearest cent.
$50,062.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004028 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-09-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$7,022,000.00
g. Value of collateral, to the nearest cent.
$83,830.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLMA3521
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$730,000.00
g. Value of collateral, to the nearest cent.
$69,966.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA3240
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$43,772.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZS9815
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$103,000.00
g. Value of collateral, to the nearest cent.
$19,285.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZS9485
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$5,352.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 720075 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-06-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$161,158.00
g. Value of collateral, to the nearest cent.
$8,216.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3637
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
4.350000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$662,057.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP1393
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$13,491,740.00
g. Value of collateral, to the nearest cent.
$13,406,835.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AM4159 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-04-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$95,000.00
g. Value of collateral, to the nearest cent.
$8,680.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO1754
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-05-15
e. Coupon or yield.
4.790000
f. The principal amount, to the nearest cent.
$19,023,540.00
g. Value of collateral, to the nearest cent.
$18,737,415.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN6636 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-02-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$757,679.00
g. Value of collateral, to the nearest cent.
$667,863.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN7590
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-09-15
e. Coupon or yield.
4.100000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,316,646.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN2012 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,889,176.00
g. Value of collateral, to the nearest cent.
$4,053,695.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8725 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,150,000.00
g. Value of collateral, to the nearest cent.
$4,038,362.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8348 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$53,000.00
g. Value of collateral, to the nearest cent.
$50,337.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8426 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$185,475,840.00
g. Value of collateral, to the nearest cent.
$170,666,712.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8492 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$250,124,288.00
g. Value of collateral, to the nearest cent.
$246,059,789.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8571 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$12,522,352.00
g. Value of collateral, to the nearest cent.
$12,410,851.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7766 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$250,727.00
g. Value of collateral, to the nearest cent.
$187,300.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8878 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$143,974,560.00
g. Value of collateral, to the nearest cent.
$141,077,681.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BQ1709 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,005,300.00
g. Value of collateral, to the nearest cent.
$463,010.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BR4832 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,729,828.00
g. Value of collateral, to the nearest cent.
$1,470,424.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 775626 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-11-15
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$931,133.00
g. Value of collateral, to the nearest cent.
$136,348.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 778693 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$18,335.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CF7693
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-06-15
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$8,455,152.00
g. Value of collateral, to the nearest cent.
$7,666,245.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CF7694
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-06-15
e. Coupon or yield.
3.810000
f. The principal amount, to the nearest cent.
$5,092,160.00
g. Value of collateral, to the nearest cent.
$4,585,227.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CC4259
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-10-15
e. Coupon or yield.
2.940000
f. The principal amount, to the nearest cent.
$127,145.00
g. Value of collateral, to the nearest cent.
$108,379.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CF0565 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$6,246,352.00
g. Value of collateral, to the nearest cent.
$4,030,250.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA3394
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$278,907.00
g. Value of collateral, to the nearest cent.
$54,136.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBV8639
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,569,576.00
g. Value of collateral, to the nearest cent.
$6,519,855.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 627021 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$41,000.00
g. Value of collateral, to the nearest cent.
$16,775.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7224
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
4.130000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$232,409.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BF4965 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$925,000.00
g. Value of collateral, to the nearest cent.
$33,612.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BF9523 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$406,000.00
g. Value of collateral, to the nearest cent.
$88,572.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7211
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-09-15
e. Coupon or yield.
4.340000
f. The principal amount, to the nearest cent.
$10,500,000.00
g. Value of collateral, to the nearest cent.
$9,905,271.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7221
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$198,783.00
g. Value of collateral, to the nearest cent.
$182,339.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7222
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
4.240000
f. The principal amount, to the nearest cent.
$3,800,000.00
g. Value of collateral, to the nearest cent.
$3,561,305.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AD9882 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$570,000.00
g. Value of collateral, to the nearest cent.
$59,337.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN0944 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$550,301.00
g. Value of collateral, to the nearest cent.
$472,292.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CIBX9368
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,013,722.00
g. Value of collateral, to the nearest cent.
$993,160.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 733989 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-10-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$155,417.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 735363 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$134,215.00
g. Value of collateral, to the nearest cent.
$12,410.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 736422 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-01-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$61,503.00
g. Value of collateral, to the nearest cent.
$5,954.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AB2158 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,130,000.00
g. Value of collateral, to the nearest cent.
$109,553.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AA5822 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$875,000.00
g. Value of collateral, to the nearest cent.
$122,206.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 792502 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-12-15
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$494,705.00
g. Value of collateral, to the nearest cent.
$112,220.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4195 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$8,677,054.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA4645 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,048,404.00
g. Value of collateral, to the nearest cent.
$83,282.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2754 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$57,718,912.00
g. Value of collateral, to the nearest cent.
$5,330,888.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA3793 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$55,105,000.00
g. Value of collateral, to the nearest cent.
$3,708,271.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2225 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$64,166,912.00
g. Value of collateral, to the nearest cent.
$5,029,485.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3523 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$99,885,056.00
g. Value of collateral, to the nearest cent.
$9,497,195.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0532 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$63,358.00
g. Value of collateral, to the nearest cent.
$10,583.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CTMA4540
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$25,074,496.00
g. Value of collateral, to the nearest cent.
$18,975,004.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA4737
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$9,763,712.00
g. Value of collateral, to the nearest cent.
$8,862,378.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIMA4767
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,771,796.00
g. Value of collateral, to the nearest cent.
$2,306,845.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIMA4897
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$44,414.00
g. Value of collateral, to the nearest cent.
$38,832.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA5038
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$18,238,272.00
g. Value of collateral, to the nearest cent.
$17,649,253.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CIMA4469
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-11-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,888,720.00
g. Value of collateral, to the nearest cent.
$1,378,365.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3992
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$25,923.00
g. Value of collateral, to the nearest cent.
$5,157.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLAB9783
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$948,387.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF1731
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$112,002.00
g. Value of collateral, to the nearest cent.
$98,647.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8215
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$47,000.00
g. Value of collateral, to the nearest cent.
$40,915.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8217
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$397,000.00
g. Value of collateral, to the nearest cent.
$335,346.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8267
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$23,828,736.00
g. Value of collateral, to the nearest cent.
$22,240,391.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8267
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,018,328.00
g. Value of collateral, to the nearest cent.
$2,817,136.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD0615
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$86,545.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8267 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$31,951.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8267 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$252,935,168.00
g. Value of collateral, to the nearest cent.
$230,901,935.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7589 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$56,386,304.00
g. Value of collateral, to the nearest cent.
$41,135,517.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786618 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$18,623,616.00
g. Value of collateral, to the nearest cent.
$16,200,436.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786619 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$11,571,744.00
g. Value of collateral, to the nearest cent.
$10,261,205.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW1447
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$12,065,456.00
g. Value of collateral, to the nearest cent.
$10,653,262.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAE0954
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,093,176.00
g. Value of collateral, to the nearest cent.
$100,355.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AE7511 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-06-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,753,804.00
g. Value of collateral, to the nearest cent.
$419,171.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN1315 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,740,958.00
g. Value of collateral, to the nearest cent.
$1,597,624.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZS2254
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,974,010.00
g. Value of collateral, to the nearest cent.
$40,148.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CTZA2511
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,182,180.00
g. Value of collateral, to the nearest cent.
$219,000.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBJ9057
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$34,000.00
g. Value of collateral, to the nearest cent.
$7,222.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5986 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$31,069,024.00
g. Value of collateral, to the nearest cent.
$3,404,669.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6083 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$10,093,792.00
g. Value of collateral, to the nearest cent.
$836,147.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5138 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$99,252,992.00
g. Value of collateral, to the nearest cent.
$9,724,922.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6209 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$510,000.00
g. Value of collateral, to the nearest cent.
$42,988.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5763 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$66,912,640.00
g. Value of collateral, to the nearest cent.
$6,722,157.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN5161 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$41,579,904.00
g. Value of collateral, to the nearest cent.
$35,108,625.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLZL5245
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,050,000.00
g. Value of collateral, to the nearest cent.
$258,232.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CG5161 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,546,204.00
g. Value of collateral, to the nearest cent.
$727,176.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN0091
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
4.800000
f. The principal amount, to the nearest cent.
$6,700,000.00
g. Value of collateral, to the nearest cent.
$6,532,530.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM2623 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$55,000.00
g. Value of collateral, to the nearest cent.
$44,495.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM4396
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$6,683,250.00
g. Value of collateral, to the nearest cent.
$6,031,799.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM4402
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
4.420000
f. The principal amount, to the nearest cent.
$8,909,700.00
g. Value of collateral, to the nearest cent.
$8,423,428.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM4405
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-01-15
e. Coupon or yield.
5.450000
f. The principal amount, to the nearest cent.
$4,977,072.00
g. Value of collateral, to the nearest cent.
$5,076,597.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM4406
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,250,000.00
g. Value of collateral, to the nearest cent.
$3,120,864.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL6713 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$85,137.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.750 CLAV4584
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-10-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$542,880.00
g. Value of collateral, to the nearest cent.
$94,792.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL725249
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,834,100.00
g. Value of collateral, to the nearest cent.
$64,540.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL725773
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,450,000.00
g. Value of collateral, to the nearest cent.
$28,476.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004853 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$269,188.00
g. Value of collateral, to the nearest cent.
$16,936.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 005031 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,875,586.00
g. Value of collateral, to the nearest cent.
$100,466.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AT1043 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$185,000.00
g. Value of collateral, to the nearest cent.
$56,915.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ9378 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,872,396.00
g. Value of collateral, to the nearest cent.
$1,741,825.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AH5889 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$1,514,446.00
g. Value of collateral, to the nearest cent.
$729,854.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AH8780 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,694,100.00
g. Value of collateral, to the nearest cent.
$430,441.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AK0502 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,112,246.00
g. Value of collateral, to the nearest cent.
$70,257.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AK3531 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-01-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,043,864.00
g. Value of collateral, to the nearest cent.
$207,606.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AK6849 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-01-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,039,044.00
g. Value of collateral, to the nearest cent.
$51,261.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AK6892 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$230,570.00
g. Value of collateral, to the nearest cent.
$27,122.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 720157 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$491,429.00
g. Value of collateral, to the nearest cent.
$15,522.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII BD 720540 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,131,040.00
g. Value of collateral, to the nearest cent.
$302,339.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 721518 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2025-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,250,000.00
g. Value of collateral, to the nearest cent.
$14,161.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 722696 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,788,324.00
g. Value of collateral, to the nearest cent.
$132,867.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 434738 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-04-15
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$2,524,384.00
g. Value of collateral, to the nearest cent.
$7,590.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CJ8157
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-09-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$26,179,872.00
g. Value of collateral, to the nearest cent.
$22,934,423.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CI9400
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-06-15
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$6,654,200.00
g. Value of collateral, to the nearest cent.
$5,714,848.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL4457
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-07-15
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$7,927,100.00
g. Value of collateral, to the nearest cent.
$6,762,160.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL2726
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-06-15
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$10,105,152.00
g. Value of collateral, to the nearest cent.
$8,684,526.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CK9414 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$11,756,608.00
g. Value of collateral, to the nearest cent.
$8,338,401.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CK0462
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-06-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$22,940,880.00
g. Value of collateral, to the nearest cent.
$22,646,754.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 752120 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-01-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,957,528.00
g. Value of collateral, to the nearest cent.
$1,533,223.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 752527 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$152,333.00
g. Value of collateral, to the nearest cent.
$9,356.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 754215 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-09-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$158,438.00
g. Value of collateral, to the nearest cent.
$7,447.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7591 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$75,207.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6792 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-08-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$129,453.00
g. Value of collateral, to the nearest cent.
$56,806.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6821 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$225,000.00
g. Value of collateral, to the nearest cent.
$80,690.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6410 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$160,238,080.00
g. Value of collateral, to the nearest cent.
$26,382,278.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6600 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$49,400.00
g. Value of collateral, to the nearest cent.
$12,687.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC G08771 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$51,525.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G08615 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$411,000.00
g. Value of collateral, to the nearest cent.
$38,203.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC B70284 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-09-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,051,136.00
g. Value of collateral, to the nearest cent.
$21,327.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 714055 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$82,000.00
g. Value of collateral, to the nearest cent.
$6,548.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 710695 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-07-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$860,306.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 710783 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-08-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$16,246,976.00
g. Value of collateral, to the nearest cent.
$628,915.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 711228 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-03-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$87,605.00
g. Value of collateral, to the nearest cent.
$5,311.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 711437 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-07-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$13,268,032.00
g. Value of collateral, to the nearest cent.
$2,324,785.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 711552 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-01-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$325,422.00
g. Value of collateral, to the nearest cent.
$66,675.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CKAO5409
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,533,756.00
g. Value of collateral, to the nearest cent.
$261,019.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAL0145
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,536,016.00
g. Value of collateral, to the nearest cent.
$43,366.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAL2689
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,928,836.00
g. Value of collateral, to the nearest cent.
$60,203.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAL5882
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$550,000.00
g. Value of collateral, to the nearest cent.
$72,593.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAL6132
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$218,000.00
g. Value of collateral, to the nearest cent.
$5,159.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAL6860
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$289,000.00
g. Value of collateral, to the nearest cent.
$95,756.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIFM5910
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$54,392.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM9413
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,160,000.00
g. Value of collateral, to the nearest cent.
$3,370,024.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM9966
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$22,865,504.00
g. Value of collateral, to the nearest cent.
$16,668,361.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTCA9342
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,336,492.00
g. Value of collateral, to the nearest cent.
$694,806.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CI3599
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-04-15
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$337,605.00
g. Value of collateral, to the nearest cent.
$293,750.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL929191
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,150,000.00
g. Value of collateral, to the nearest cent.
$65,112.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL942292
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,007,170.00
g. Value of collateral, to the nearest cent.
$15,188.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL942356
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,743,344.00
g. Value of collateral, to the nearest cent.
$71,311.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLFS3791
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$24,056,832.00
g. Value of collateral, to the nearest cent.
$23,668,271.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 784894 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-02-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$92,975,488.00
g. Value of collateral, to the nearest cent.
$29,558,783.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784078 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$11,555.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784059 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$355,900.00
g. Value of collateral, to the nearest cent.
$63,304.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784177 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,450,000.00
g. Value of collateral, to the nearest cent.
$771,271.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 646780 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$265,539.00
g. Value of collateral, to the nearest cent.
$11,935.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 783418 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,577,064.00
g. Value of collateral, to the nearest cent.
$136,753.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 615958 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-09-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,511,936.00
g. Value of collateral, to the nearest cent.
$394,327.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 616874 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,471,832.00
g. Value of collateral, to the nearest cent.
$623,228.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782226 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-04-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,120,000.00
g. Value of collateral, to the nearest cent.
$44,584.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782371 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-08-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,883,608.00
g. Value of collateral, to the nearest cent.
$112,893.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 755958 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$120,524.00
g. Value of collateral, to the nearest cent.
$12,787.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 756319 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-04-20
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$125,078.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 757044 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$246,057.00
g. Value of collateral, to the nearest cent.
$39,329.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 758875 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-04-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$518,813.00
g. Value of collateral, to the nearest cent.
$210,607.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 752610 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,488,710.00
g. Value of collateral, to the nearest cent.
$232,429.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 711067 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-01-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,001,752.00
g. Value of collateral, to the nearest cent.
$257,246.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 692304 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-01-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,002,482.00
g. Value of collateral, to the nearest cent.
$23,993.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 692784 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-09-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$124,107.00
g. Value of collateral, to the nearest cent.
$8,235.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 698236 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-06-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,495,896.00
g. Value of collateral, to the nearest cent.
$104,218.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 676935 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,267,992.00
g. Value of collateral, to the nearest cent.
$167,029.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 677192 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-06-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,465,576.00
g. Value of collateral, to the nearest cent.
$14,704.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 677552 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-11-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$6,669,616.00
g. Value of collateral, to the nearest cent.
$87,209.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 647761 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$294,949.00
g. Value of collateral, to the nearest cent.
$34,328.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 654717 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$240,000.00
g. Value of collateral, to the nearest cent.
$71,418.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 781301 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2031-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,881,488.00
g. Value of collateral, to the nearest cent.
$9,287.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 781603 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$44,728.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 781588 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$21,000,000.00
g. Value of collateral, to the nearest cent.
$210,321.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784398 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$81,000.00
g. Value of collateral, to the nearest cent.
$11,051.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 550613 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-08-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,310,116.00
g. Value of collateral, to the nearest cent.
$31,540.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 781746 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-05-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$9,000,000.00
g. Value of collateral, to the nearest cent.
$205,511.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 742244 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$110,174.00
g. Value of collateral, to the nearest cent.
$11,743.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 744349 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-06-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,754,688.00
g. Value of collateral, to the nearest cent.
$375,536.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 748487 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$181,649.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 737011 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-02-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,250,000.00
g. Value of collateral, to the nearest cent.
$209,855.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 737311 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-08-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$175,378.00
g. Value of collateral, to the nearest cent.
$17,877.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 738123 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-03-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,170,000.00
g. Value of collateral, to the nearest cent.
$209,780.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 739628 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-09-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,358,406.00
g. Value of collateral, to the nearest cent.
$94,213.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 740090 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-11-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$10,278.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 736661 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$12,000,000.00
g. Value of collateral, to the nearest cent.
$721,826.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 731213 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-01-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$165,000.00
g. Value of collateral, to the nearest cent.
$18,911.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 731978 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$9,178.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 733600 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$14,224.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 733601 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$194,705.00
g. Value of collateral, to the nearest cent.
$11,587.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 733734 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$430,000.00
g. Value of collateral, to the nearest cent.
$50,213.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 733801 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-07-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$47,429.00
g. Value of collateral, to the nearest cent.
$5,332.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 723344 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-09-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$981,050.00
g. Value of collateral, to the nearest cent.
$81,238.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 724289 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-08-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,020,700.00
g. Value of collateral, to the nearest cent.
$412,447.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 726122 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-12-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$122,000.00
g. Value of collateral, to the nearest cent.
$13,623.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 004554 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,250,000.00
g. Value of collateral, to the nearest cent.
$18,078.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 004633 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-02-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,483,728.00
g. Value of collateral, to the nearest cent.
$68,442.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 004262 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-10-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,490,000.00
g. Value of collateral, to the nearest cent.
$6,849.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 005269 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-10-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$308,029.00
g. Value of collateral, to the nearest cent.
$11,669.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 005145 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2026-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$733,708.00
g. Value of collateral, to the nearest cent.
$20,064.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 005247 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2026-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$767,133.00
g. Value of collateral, to the nearest cent.
$28,336.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 367098 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-07-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$364,342.00
g. Value of collateral, to the nearest cent.
$29,050.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 367095 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$707,926.00
g. Value of collateral, to the nearest cent.
$29,396.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004747 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$444,600,000.00
g. Value of collateral, to the nearest cent.
$18,968,892.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 706009 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-01-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$808,406.00
g. Value of collateral, to the nearest cent.
$5,830.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004494 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$982,015.00
g. Value of collateral, to the nearest cent.
$50,256.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003624 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-10-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$18,601.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003819 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-02-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$605,000.00
g. Value of collateral, to the nearest cent.
$10,556.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003488 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,619,368.00
g. Value of collateral, to the nearest cent.
$47,004.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003489 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-12-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$443,000.00
g. Value of collateral, to the nearest cent.
$6,662.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003500 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-01-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$565,000.00
g. Value of collateral, to the nearest cent.
$10,003.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003261 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$4,500,000.00
g. Value of collateral, to the nearest cent.
$20,859.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003305 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-11-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$805,000.00
g. Value of collateral, to the nearest cent.
$9,403.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AT9261 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,073,346.00
g. Value of collateral, to the nearest cent.
$177,324.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AX4341 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$52,000.00
g. Value of collateral, to the nearest cent.
$15,299.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLMA2764
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$25,250.00
g. Value of collateral, to the nearest cent.
$5,743.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZS0636
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$21,000,000.00
g. Value of collateral, to the nearest cent.
$61,382.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.000 CLZN5271
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-11-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$277,024.00
g. Value of collateral, to the nearest cent.
$25,362.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CTZA1959
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,207,540.00
g. Value of collateral, to the nearest cent.
$24,229.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CTZA2117
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,778,040.00
g. Value of collateral, to the nearest cent.
$57,777.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CTZA2101
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$762,175.00
g. Value of collateral, to the nearest cent.
$10,511.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CTZA2182
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,200,000.00
g. Value of collateral, to the nearest cent.
$85,922.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM1725
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,020,544.00
g. Value of collateral, to the nearest cent.
$113,212.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 3VZN0438
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$33,624,384.00
g. Value of collateral, to the nearest cent.
$3,245,441.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZI3059
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$7,000,096.00
g. Value of collateral, to the nearest cent.
$80,510.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI9439
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$920,000.00
g. Value of collateral, to the nearest cent.
$72,326.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
08.500 FGPC C43899 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-10-01
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$569,523.00
g. Value of collateral, to the nearest cent.
$5,352.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI1985
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$13,098.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CIZS8407
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$19,273.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 720065 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-06-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$765,498.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP3384 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,008,830.00
g. Value of collateral, to the nearest cent.
$1,724,244.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO3441 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,888,768.00
g. Value of collateral, to the nearest cent.
$6,965,218.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ1081 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,108,824.00
g. Value of collateral, to the nearest cent.
$981,073.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ1869 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,689,400.00
g. Value of collateral, to the nearest cent.
$2,391,350.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AL9337 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$224,588.00
g. Value of collateral, to the nearest cent.
$23,481.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AL9527 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$22,717.00
g. Value of collateral, to the nearest cent.
$6,024.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO0392 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,521,260.00
g. Value of collateral, to the nearest cent.
$2,732,181.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO2948 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,417,432.00
g. Value of collateral, to the nearest cent.
$1,146,513.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN6847 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,968,458.00
g. Value of collateral, to the nearest cent.
$1,158,879.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN9794
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-08-15
e. Coupon or yield.
3.740000
f. The principal amount, to the nearest cent.
$24,584,352.00
g. Value of collateral, to the nearest cent.
$22,047,080.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN9973 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,278,364.00
g. Value of collateral, to the nearest cent.
$2,949,503.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN3065 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,984,384.00
g. Value of collateral, to the nearest cent.
$5,696,552.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AN9975 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-08-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,078,628.00
g. Value of collateral, to the nearest cent.
$349,219.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AO3856 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-08-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$75,000.00
g. Value of collateral, to the nearest cent.
$18,792.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BN6768 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,398,818.00
g. Value of collateral, to the nearest cent.
$681,181.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BR6132 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$32,816,704.00
g. Value of collateral, to the nearest cent.
$4,526,192.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BJ0881 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,433,752.00
g. Value of collateral, to the nearest cent.
$1,552,255.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BJ2870 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-10-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$386,188.00
g. Value of collateral, to the nearest cent.
$34,382.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BK7168 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$551,264.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BG4935 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,050,702.00
g. Value of collateral, to the nearest cent.
$168,140.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BG6417 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-11-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$12,748.00
g. Value of collateral, to the nearest cent.
$9,871.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CO9328 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$471,214.00
g. Value of collateral, to the nearest cent.
$449,395.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 778781 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$136,884.00
g. Value of collateral, to the nearest cent.
$12,400.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 778108 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2026-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,514,444.00
g. Value of collateral, to the nearest cent.
$108,394.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 778388 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-09-20
e. Coupon or yield.
3.310000
f. The principal amount, to the nearest cent.
$410,000.00
g. Value of collateral, to the nearest cent.
$137,845.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 778869 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-02-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$232,749.00
g. Value of collateral, to the nearest cent.
$23,961.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 763893 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$7,411.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 768482 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-15
e. Coupon or yield.
4.290000
f. The principal amount, to the nearest cent.
$70,000.00
g. Value of collateral, to the nearest cent.
$25,857.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 768745 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-06-15
e. Coupon or yield.
4.290000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$13,165.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CF7691
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-06-15
e. Coupon or yield.
3.440000
f. The principal amount, to the nearest cent.
$21,507,840.00
g. Value of collateral, to the nearest cent.
$18,769,259.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CF5132
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2060-04-15
e. Coupon or yield.
2.850000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$125,233.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BT4119 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$9,312,288.00
g. Value of collateral, to the nearest cent.
$1,841,797.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBT8452
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$19,000.00
g. Value of collateral, to the nearest cent.
$14,881.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 670029 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-07-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$705,921.00
g. Value of collateral, to the nearest cent.
$93,027.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 626967 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-08-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,100,000.00
g. Value of collateral, to the nearest cent.
$1,430,290.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BH3898 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,297,916.00
g. Value of collateral, to the nearest cent.
$302,853.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BH7574 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-08-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,418,380.00
g. Value of collateral, to the nearest cent.
$200,304.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BI0356 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,408,988.00
g. Value of collateral, to the nearest cent.
$18,505.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BG1934 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,131,874.00
g. Value of collateral, to the nearest cent.
$222,234.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BG2389 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$230,675.00
g. Value of collateral, to the nearest cent.
$78,731.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AD8821 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$35,519.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AE5386 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,119,528.00
g. Value of collateral, to the nearest cent.
$314,719.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIFM1084
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$47,688.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 736552 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$128,833.00
g. Value of collateral, to the nearest cent.
$8,976.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1350 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2028-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$331,825.00
g. Value of collateral, to the nearest cent.
$26,762.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AC0096 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$39,892,416.00
g. Value of collateral, to the nearest cent.
$4,919,382.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AC0655 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-03-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$390,458.00
g. Value of collateral, to the nearest cent.
$47,443.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA0774 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-02-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$848,682.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0788 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-11-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,741,304.00
g. Value of collateral, to the nearest cent.
$372,868.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0826 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2028-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$203,000.00
g. Value of collateral, to the nearest cent.
$13,368.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AB7277 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$795,000.00
g. Value of collateral, to the nearest cent.
$136,383.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AB7521 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$545,000.00
g. Value of collateral, to the nearest cent.
$73,777.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AB9207 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$900,000.00
g. Value of collateral, to the nearest cent.
$101,998.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AB9209 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$33,931.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AA0912 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2027-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,748,676.00
g. Value of collateral, to the nearest cent.
$22,467.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AA8260 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-07-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,400,000.00
g. Value of collateral, to the nearest cent.
$181,108.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AA8267 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-07-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$675,000.00
g. Value of collateral, to the nearest cent.
$92,223.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AB1786 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-09-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$2,668,230.00
g. Value of collateral, to the nearest cent.
$521,003.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA4892 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$590,150.00
g. Value of collateral, to the nearest cent.
$15,749.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3598 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$410,134,400.00
g. Value of collateral, to the nearest cent.
$46,610,830.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2798 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$248,491.00
g. Value of collateral, to the nearest cent.
$30,482.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3667 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$465,000.00
g. Value of collateral, to the nearest cent.
$56,480.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4201 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-08-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$98,000.00
g. Value of collateral, to the nearest cent.
$20,526.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2605 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-02-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,571,904.00
g. Value of collateral, to the nearest cent.
$148,943.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1812 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2029-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,302,530.00
g. Value of collateral, to the nearest cent.
$105,305.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII FS MA2211 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$737,001.00
g. Value of collateral, to the nearest cent.
$150,170.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2489 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$315,939.00
g. Value of collateral, to the nearest cent.
$27,781.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1731 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2029-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$538,458.00
g. Value of collateral, to the nearest cent.
$37,098.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 762838 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-03-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,432,616.00
g. Value of collateral, to the nearest cent.
$71,554.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 763349 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$46,753.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 763553 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$115,225.00
g. Value of collateral, to the nearest cent.
$9,482.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA4468
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$25,676.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CIMA4496
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-12-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$34,900.00
g. Value of collateral, to the nearest cent.
$25,672.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 792750 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-01-15
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$370,243.00
g. Value of collateral, to the nearest cent.
$73,518.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 799904 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-04-15
e. Coupon or yield.
2.990000
f. The principal amount, to the nearest cent.
$995,620.00
g. Value of collateral, to the nearest cent.
$317,644.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AA0159 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-05-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$77,310.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC V85160 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$54,482.00
g. Value of collateral, to the nearest cent.
$5,242.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQE5944
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$13,687,136.00
g. Value of collateral, to the nearest cent.
$11,333,113.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8142
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$101,833.00
g. Value of collateral, to the nearest cent.
$57,111.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD8207
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$139,000.00
g. Value of collateral, to the nearest cent.
$116,534.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8347 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$8,438.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7533 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-08-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$96,128,768.00
g. Value of collateral, to the nearest cent.
$67,358,929.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX6183
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,241,336.00
g. Value of collateral, to the nearest cent.
$5,305,400.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 604211 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$7,441,576.00
g. Value of collateral, to the nearest cent.
$195,356.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 587425 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-11-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,490,200.00
g. Value of collateral, to the nearest cent.
$39,862.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 607154 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-09-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$8,619.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AR0817 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$225,000.00
g. Value of collateral, to the nearest cent.
$65,774.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AT1046 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$196,000.00
g. Value of collateral, to the nearest cent.
$29,270.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL828346
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,483,000.00
g. Value of collateral, to the nearest cent.
$12,784.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIBC1998
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,122,318.00
g. Value of collateral, to the nearest cent.
$120,893.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZS0889
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,004,000.00
g. Value of collateral, to the nearest cent.
$13,413.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIBW8220
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,891,134.00
g. Value of collateral, to the nearest cent.
$1,676,955.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII BD 769101 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$530,000.00
g. Value of collateral, to the nearest cent.
$33,406.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAE0609
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,474,284.00
g. Value of collateral, to the nearest cent.
$100,591.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AF2785 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-09-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$50,249.00
g. Value of collateral, to the nearest cent.
$10,465.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AG3287 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$12,650,512.00
g. Value of collateral, to the nearest cent.
$384,496.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AG4148 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$14,546,112.00
g. Value of collateral, to the nearest cent.
$237,549.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZS1809
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$490,000.00
g. Value of collateral, to the nearest cent.
$13,090.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZS1824
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$823,718.00
g. Value of collateral, to the nearest cent.
$5,698.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZS1935
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,378,470.00
g. Value of collateral, to the nearest cent.
$48,534.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZS4775
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$984,444.00
g. Value of collateral, to the nearest cent.
$110,592.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CTZA2497
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$17,388.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBN7946
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,045,994.00
g. Value of collateral, to the nearest cent.
$95,689.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2662
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-09-01
e. Coupon or yield.
3.430000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$447,664.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBM3280
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$840,000.00
g. Value of collateral, to the nearest cent.
$153,593.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBM4599
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$80,000.00
g. Value of collateral, to the nearest cent.
$30,492.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBM5787
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,907,038.00
g. Value of collateral, to the nearest cent.
$381,857.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL735897
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$295,000.00
g. Value of collateral, to the nearest cent.
$5,996.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL747558
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,583,760.00
g. Value of collateral, to the nearest cent.
$68,326.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP5181 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,045,456.00
g. Value of collateral, to the nearest cent.
$4,482,282.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6147 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,698,168.00
g. Value of collateral, to the nearest cent.
$156,425.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7138 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$299,991,552.00
g. Value of collateral, to the nearest cent.
$143,213,260.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7191 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$3,023,116.00
g. Value of collateral, to the nearest cent.
$1,896,228.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5264 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$27,887,000.00
g. Value of collateral, to the nearest cent.
$3,155,297.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5793 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$249,120.00
g. Value of collateral, to the nearest cent.
$72,995.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BA4022 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,318,132.00
g. Value of collateral, to the nearest cent.
$271,307.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BA7567 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$66,249.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BB4357 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$124,000.00
g. Value of collateral, to the nearest cent.
$22,079.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BD4260 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,722,980.00
g. Value of collateral, to the nearest cent.
$2,576,329.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BD7167 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$928,001.00
g. Value of collateral, to the nearest cent.
$112,709.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 3VZN0495
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$14,310.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.500 CLZJ4096
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-01-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$804,937.00
g. Value of collateral, to the nearest cent.
$6,112.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CIZK2216
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$6,416.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL3144
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,764,072.00
g. Value of collateral, to the nearest cent.
$530,362.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI4489
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,064,402.00
g. Value of collateral, to the nearest cent.
$15,953.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZI6281
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$19,048.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZI5668
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$6,826.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1761 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$237,114.00
g. Value of collateral, to the nearest cent.
$16,414.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0909 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2028-04-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$190,000.00
g. Value of collateral, to the nearest cent.
$13,178.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CF5542
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2060-06-15
e. Coupon or yield.
3.120000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$127,581.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM5234 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$289,076.00
g. Value of collateral, to the nearest cent.
$215,458.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 717166 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-06-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,090,000.00
g. Value of collateral, to the nearest cent.
$42,492.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 701582 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-01-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$12,417.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 701742 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-03-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,850,000.00
g. Value of collateral, to the nearest cent.
$336,332.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CT257125
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$10,271.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CL930982
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$14,250,000.00
g. Value of collateral, to the nearest cent.
$273,022.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782144 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-02-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,320,376.00
g. Value of collateral, to the nearest cent.
$34,847.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 698163 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-07-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$50,203.00
g. Value of collateral, to the nearest cent.
$11,332.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 661530 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-12-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$10,570,000.00
g. Value of collateral, to the nearest cent.
$82,783.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 546765 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-04-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,019,280.00
g. Value of collateral, to the nearest cent.
$76,548.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 550763 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-12-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$204,871.00
g. Value of collateral, to the nearest cent.
$5,477.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 748531 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2025-09-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$25,096.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 367088 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-07-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$9,789,400.00
g. Value of collateral, to the nearest cent.
$471,886.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003910 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-10-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,823,376.00
g. Value of collateral, to the nearest cent.
$73,990.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL735580
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$717,000.00
g. Value of collateral, to the nearest cent.
$9,921.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1135 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2028-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,203,710.00
g. Value of collateral, to the nearest cent.
$106,413.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6963 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,067,912.00
g. Value of collateral, to the nearest cent.
$2,116,869.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW0013 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,824,340.00
g. Value of collateral, to the nearest cent.
$2,894,699.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3084 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,434,918.00
g. Value of collateral, to the nearest cent.
$1,455,969.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3200 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,636,892.00
g. Value of collateral, to the nearest cent.
$2,675,590.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3428 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,132,402.00
g. Value of collateral, to the nearest cent.
$1,181,724.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV4865 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,852,070.00
g. Value of collateral, to the nearest cent.
$1,898,723.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV7175 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,659,522.00
g. Value of collateral, to the nearest cent.
$1,689,358.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6645 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,331,958.00
g. Value of collateral, to the nearest cent.
$1,369,021.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV1168 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,604,636.00
g. Value of collateral, to the nearest cent.
$1,636,664.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV1365 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,638,260.00
g. Value of collateral, to the nearest cent.
$1,689,214.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV1498 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,985,606.00
g. Value of collateral, to the nearest cent.
$2,063,613.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV1499 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,552,932.00
g. Value of collateral, to the nearest cent.
$3,680,213.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV1848 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,047,940.00
g. Value of collateral, to the nearest cent.
$1,084,466.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV2058 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,281,586.00
g. Value of collateral, to the nearest cent.
$1,321,861.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU8297 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,167,452.00
g. Value of collateral, to the nearest cent.
$1,165,499.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU9138 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,230,696.00
g. Value of collateral, to the nearest cent.
$1,267,720.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU9323 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,368,358.00
g. Value of collateral, to the nearest cent.
$1,410,912.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4696 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,411,414.00
g. Value of collateral, to the nearest cent.
$1,431,449.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4820 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,098,220.00
g. Value of collateral, to the nearest cent.
$2,158,460.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4822 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,752,528.00
g. Value of collateral, to the nearest cent.
$2,843,777.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4828 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,405,270.00
g. Value of collateral, to the nearest cent.
$1,429,789.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4878 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,064,048.00
g. Value of collateral, to the nearest cent.
$1,101,500.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6502 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,074,650.00
g. Value of collateral, to the nearest cent.
$3,134,182.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3951 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,278,488.00
g. Value of collateral, to the nearest cent.
$1,321,545.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4074 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$805,591.00
g. Value of collateral, to the nearest cent.
$819,977.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4127 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,256,898.00
g. Value of collateral, to the nearest cent.
$1,295,987.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4130 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,726,248.00
g. Value of collateral, to the nearest cent.
$3,800,620.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU5316 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,553,848.00
g. Value of collateral, to the nearest cent.
$1,582,830.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU5317 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,034,264.00
g. Value of collateral, to the nearest cent.
$3,092,045.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0596 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,225,146.00
g. Value of collateral, to the nearest cent.
$1,274,119.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0975 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$6,060,128.00
g. Value of collateral, to the nearest cent.
$6,273,090.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU1062 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,106,408.00
g. Value of collateral, to the nearest cent.
$5,117,479.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3311 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,570,032.00
g. Value of collateral, to the nearest cent.
$2,661,798.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3313 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,147,546.00
g. Value of collateral, to the nearest cent.
$1,183,952.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3423 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$922,050.00
g. Value of collateral, to the nearest cent.
$934,225.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9173 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$788,052.00
g. Value of collateral, to the nearest cent.
$801,026.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9661 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$818,837.00
g. Value of collateral, to the nearest cent.
$834,625.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9662 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,384,930.00
g. Value of collateral, to the nearest cent.
$1,409,181.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0848 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$7,192,856.00
g. Value of collateral, to the nearest cent.
$7,328,565.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AR3716 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-12-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$214,914.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS8866 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,235,068.00
g. Value of collateral, to the nearest cent.
$1,271,615.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5596 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,240,064.00
g. Value of collateral, to the nearest cent.
$1,237,866.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR7194 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,000,744.00
g. Value of collateral, to the nearest cent.
$1,031,852.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR7320 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,030,038.00
g. Value of collateral, to the nearest cent.
$1,067,829.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR8552 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,253,232.00
g. Value of collateral, to the nearest cent.
$2,250,624.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS0520 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,363,716.00
g. Value of collateral, to the nearest cent.
$2,266,110.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR3752 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,108,272.00
g. Value of collateral, to the nearest cent.
$1,119,415.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5425 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$818,506.00
g. Value of collateral, to the nearest cent.
$833,548.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5426 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,075,878.00
g. Value of collateral, to the nearest cent.
$1,093,979.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5412 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,853,968.00
g. Value of collateral, to the nearest cent.
$1,910,959.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR5589 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$722,640.00
g. Value of collateral, to the nearest cent.
$732,427.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CR2279
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
4.590000
f. The principal amount, to the nearest cent.
$20,190,800.00
g. Value of collateral, to the nearest cent.
$19,458,446.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CR2280
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$18,927,900.00
g. Value of collateral, to the nearest cent.
$17,279,376.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CR2282
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
4.810000
f. The principal amount, to the nearest cent.
$2,150,000.00
g. Value of collateral, to the nearest cent.
$2,091,749.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CR2287
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
5.530000
f. The principal amount, to the nearest cent.
$12,290,000.00
g. Value of collateral, to the nearest cent.
$12,627,361.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CR2288
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-01-15
e. Coupon or yield.
4.590000
f. The principal amount, to the nearest cent.
$19,199,200.00
g. Value of collateral, to the nearest cent.
$18,520,346.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CQ7039
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-01-15
e. Coupon or yield.
4.810000
f. The principal amount, to the nearest cent.
$18,516,600.00
g. Value of collateral, to the nearest cent.
$18,136,556.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ8743 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$851,932.00
g. Value of collateral, to the nearest cent.
$859,595.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0873 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,289,928.00
g. Value of collateral, to the nearest cent.
$2,360,675.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0183 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,083,780.00
g. Value of collateral, to the nearest cent.
$1,122,681.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0389 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,625,636.00
g. Value of collateral, to the nearest cent.
$2,698,260.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT5958 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$747,714.00
g. Value of collateral, to the nearest cent.
$760,721.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CS2726
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-05-15
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$7,600,000.00
g. Value of collateral, to the nearest cent.
$7,770,785.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS7421 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,085,966.00
g. Value of collateral, to the nearest cent.
$1,118,102.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CR2273
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
4.080000
f. The principal amount, to the nearest cent.
$17,685,400.00
g. Value of collateral, to the nearest cent.
$16,375,483.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ5157 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,143,128.00
g. Value of collateral, to the nearest cent.
$1,007,347.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ6279 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$19,860,060.00
g. Value of collateral, to the nearest cent.
$17,766,654.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ6163 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,324,160.00
g. Value of collateral, to the nearest cent.
$6,422,256.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ6589 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,544,900.00
g. Value of collateral, to the nearest cent.
$3,291,220.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ6598 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,049,950.00
g. Value of collateral, to the nearest cent.
$973,632.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ6601 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$16,301,280.00
g. Value of collateral, to the nearest cent.
$13,734,098.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ2850 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-02-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,059,776.00
g. Value of collateral, to the nearest cent.
$958,727.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ3453 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,357,200.00
g. Value of collateral, to the nearest cent.
$1,865,316.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ4430 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,487,156.00
g. Value of collateral, to the nearest cent.
$3,076,076.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ4810 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,321,638.00
g. Value of collateral, to the nearest cent.
$1,312,008.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP9103 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,217,724.00
g. Value of collateral, to the nearest cent.
$1,130,444.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ0850 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,300,480.00
g. Value of collateral, to the nearest cent.
$7,078,913.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AQ2926 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$240,000.00
g. Value of collateral, to the nearest cent.
$145,591.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 727806 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-06-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$584,206.00
g. Value of collateral, to the nearest cent.
$86,651.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 721143 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$472,239.00
g. Value of collateral, to the nearest cent.
$54,634.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 716302 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-06-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$304,000.00
g. Value of collateral, to the nearest cent.
$9,337.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CK5733
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$2,185,000.00
g. Value of collateral, to the nearest cent.
$2,034,289.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CJ8159
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-05-15
e. Coupon or yield.
2.690000
f. The principal amount, to the nearest cent.
$6,017,456.00
g. Value of collateral, to the nearest cent.
$4,984,044.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CJ8136
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-08-15
e. Coupon or yield.
2.470000
f. The principal amount, to the nearest cent.
$412,319.00
g. Value of collateral, to the nearest cent.
$334,432.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CJ9091
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-12-15
e. Coupon or yield.
3.550000
f. The principal amount, to the nearest cent.
$1,520,544.00
g. Value of collateral, to the nearest cent.
$1,386,364.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CJ9073
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-01-15
e. Coupon or yield.
2.630000
f. The principal amount, to the nearest cent.
$9,548,352.00
g. Value of collateral, to the nearest cent.
$7,828,910.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CJ9085
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-05-15
e. Coupon or yield.
2.430000
f. The principal amount, to the nearest cent.
$12,349,056.00
g. Value of collateral, to the nearest cent.
$10,763,377.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CI8982
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-01-15
e. Coupon or yield.
5.040000
f. The principal amount, to the nearest cent.
$10,661,100.00
g. Value of collateral, to the nearest cent.
$10,627,303.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CJ1396
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-05-15
e. Coupon or yield.
2.690000
f. The principal amount, to the nearest cent.
$17,815,000.00
g. Value of collateral, to the nearest cent.
$14,683,259.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CJ3285
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-15
e. Coupon or yield.
2.700000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$83,180.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CJ6473
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2059-01-15
e. Coupon or yield.
3.100000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$255,215.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CJ8130
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-03-15
e. Coupon or yield.
2.720000
f. The principal amount, to the nearest cent.
$32,597,696.00
g. Value of collateral, to the nearest cent.
$26,967,639.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CI3557
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-05-15
e. Coupon or yield.
2.480000
f. The principal amount, to the nearest cent.
$951,263.00
g. Value of collateral, to the nearest cent.
$775,223.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ9433 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,576,756.00
g. Value of collateral, to the nearest cent.
$1,242,847.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL5239
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-05-15
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$750,000.00
g. Value of collateral, to the nearest cent.
$682,625.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL3744 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,217,684.00
g. Value of collateral, to the nearest cent.
$1,040,677.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL3750 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$547,955.00
g. Value of collateral, to the nearest cent.
$464,768.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL4075
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-03-15
e. Coupon or yield.
3.870000
f. The principal amount, to the nearest cent.
$3,720,000.00
g. Value of collateral, to the nearest cent.
$3,356,974.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL4069
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-04-15
e. Coupon or yield.
2.650000
f. The principal amount, to the nearest cent.
$6,172,360.00
g. Value of collateral, to the nearest cent.
$5,584,643.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL2716
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-06-15
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$20,463,744.00
g. Value of collateral, to the nearest cent.
$17,110,792.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL2735
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
3.720000
f. The principal amount, to the nearest cent.
$13,597,300.00
g. Value of collateral, to the nearest cent.
$12,171,710.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CL2743
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-04-15
e. Coupon or yield.
3.050000
f. The principal amount, to the nearest cent.
$7,345,672.00
g. Value of collateral, to the nearest cent.
$6,093,217.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL2766
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-09-15
e. Coupon or yield.
3.810000
f. The principal amount, to the nearest cent.
$10,363,760.00
g. Value of collateral, to the nearest cent.
$9,354,431.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL4453
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$13,658,960.00
g. Value of collateral, to the nearest cent.
$11,425,430.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL0271 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,059,802.00
g. Value of collateral, to the nearest cent.
$1,041,422.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CL1959
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-04-15
e. Coupon or yield.
2.980000
f. The principal amount, to the nearest cent.
$1,842,472.00
g. Value of collateral, to the nearest cent.
$1,549,386.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL1963
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-06-15
e. Coupon or yield.
2.880000
f. The principal amount, to the nearest cent.
$2,393,764.00
g. Value of collateral, to the nearest cent.
$2,010,532.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL1967
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-08-15
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$7,403,900.00
g. Value of collateral, to the nearest cent.
$6,621,706.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL1974
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-09-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$24,550,700.00
g. Value of collateral, to the nearest cent.
$22,481,134.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CJ9348
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-04-15
e. Coupon or yield.
2.540000
f. The principal amount, to the nearest cent.
$6,189,320.00
g. Value of collateral, to the nearest cent.
$5,036,497.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CK0474
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-11-15
e. Coupon or yield.
4.900000
f. The principal amount, to the nearest cent.
$702,556.00
g. Value of collateral, to the nearest cent.
$698,872.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CK0459
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-02-15
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$87,932.00
g. Value of collateral, to the nearest cent.
$75,521.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CK3299 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$518,383.00
g. Value of collateral, to the nearest cent.
$480,364.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0513 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,026,786.00
g. Value of collateral, to the nearest cent.
$1,067,869.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0595 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,127,056.00
g. Value of collateral, to the nearest cent.
$1,169,223.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT8918 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$911,632.00
g. Value of collateral, to the nearest cent.
$933,595.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT8228 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,147,094.00
g. Value of collateral, to the nearest cent.
$1,181,654.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT8343 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,592,748.00
g. Value of collateral, to the nearest cent.
$1,656,320.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT8706 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,287,514.00
g. Value of collateral, to the nearest cent.
$1,303,529.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT8700 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,104,940.00
g. Value of collateral, to the nearest cent.
$1,117,642.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9894 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,859,716.00
g. Value of collateral, to the nearest cent.
$1,881,458.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CT6903
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-15
e. Coupon or yield.
5.550000
f. The principal amount, to the nearest cent.
$1,187,530.00
g. Value of collateral, to the nearest cent.
$1,219,662.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT7038 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,800,400.00
g. Value of collateral, to the nearest cent.
$1,863,152.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT7219 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,892,198.00
g. Value of collateral, to the nearest cent.
$1,965,658.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT7371 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,661,482.00
g. Value of collateral, to the nearest cent.
$1,705,717.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT7404 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,069,276.00
g. Value of collateral, to the nearest cent.
$1,067,595.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT7405 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$17,614,208.00
g. Value of collateral, to the nearest cent.
$17,894,394.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS8859 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,663,008.00
g. Value of collateral, to the nearest cent.
$1,696,201.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6467 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-02-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,895,720.00
g. Value of collateral, to the nearest cent.
$193,251.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6604 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-08-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$9,253.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC G07792 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$28,256,192.00
g. Value of collateral, to the nearest cent.
$4,694,787.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC G14824 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$23,857,441.00
g. Value of collateral, to the nearest cent.
$417,809.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC C01797 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$113,242.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 712858 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-11-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$284,461.00
g. Value of collateral, to the nearest cent.
$26,563.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 710852 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-09-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$802,583.00
g. Value of collateral, to the nearest cent.
$47,842.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX HYAN8583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-04-01
e. Coupon or yield.
3.485000
f. The principal amount, to the nearest cent.
$16,950,000.00
g. Value of collateral, to the nearest cent.
$15,958,495.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAS8583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,155,000.00
g. Value of collateral, to the nearest cent.
$369,003.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAH6831
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,140,000.00
g. Value of collateral, to the nearest cent.
$21,333.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIQO1405
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,672,304.00
g. Value of collateral, to the nearest cent.
$4,324,403.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.500 CL559755
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-02-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$224,829.00
g. Value of collateral, to the nearest cent.
$10,460.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAH1097
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,186,040.00
g. Value of collateral, to the nearest cent.
$73,441.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CTQK1584
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,866,116.00
g. Value of collateral, to the nearest cent.
$3,389,661.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLRA6766
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,521,660.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA7034
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$11,253,776.00
g. Value of collateral, to the nearest cent.
$8,836,827.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLRA8713
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$9,048.00
g. Value of collateral, to the nearest cent.
$8,417.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CTRB5245
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$11,486,176.00
g. Value of collateral, to the nearest cent.
$11,370,592.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM7737
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$63,246.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CTFM8460
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$71,468.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTCB1351
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,059,150.00
g. Value of collateral, to the nearest cent.
$803,251.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CI3696 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-04-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$10,807,264.00
g. Value of collateral, to the nearest cent.
$8,119,406.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CI7783 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,583,732.00
g. Value of collateral, to the nearest cent.
$2,262,702.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CI8975
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-02-15
e. Coupon or yield.
4.120000
f. The principal amount, to the nearest cent.
$6,600,432.00
g. Value of collateral, to the nearest cent.
$6,280,755.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CH2290
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-07-15
e. Coupon or yield.
2.730000
f. The principal amount, to the nearest cent.
$52,500.00
g. Value of collateral, to the nearest cent.
$43,505.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CH9352
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-05-15
e. Coupon or yield.
3.190000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$128,215.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CI1768
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-04-15
e. Coupon or yield.
2.460000
f. The principal amount, to the nearest cent.
$1,722,064.00
g. Value of collateral, to the nearest cent.
$1,398,991.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CI1777
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-06-15
e. Coupon or yield.
3.180000
f. The principal amount, to the nearest cent.
$15,777,700.00
g. Value of collateral, to the nearest cent.
$13,490,230.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL963886
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$11,929,104.00
g. Value of collateral, to the nearest cent.
$252,097.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL986278
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,920,270.00
g. Value of collateral, to the nearest cent.
$54,038.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS1746
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,758,300.00
g. Value of collateral, to the nearest cent.
$2,185,144.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLFS3841
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$36,088,704.00
g. Value of collateral, to the nearest cent.
$34,509,930.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786607 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$13,571,952.00
g. Value of collateral, to the nearest cent.
$12,081,199.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786608 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$13,248,992.00
g. Value of collateral, to the nearest cent.
$11,823,651.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786616 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$21,564,736.00
g. Value of collateral, to the nearest cent.
$19,381,783.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 784859 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$116,873,216.00
g. Value of collateral, to the nearest cent.
$11,374,397.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785243 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$32,979,200.00
g. Value of collateral, to the nearest cent.
$22,044,943.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785699 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$13,365,440.00
g. Value of collateral, to the nearest cent.
$10,195,505.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782888 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-02-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$190,000.00
g. Value of collateral, to the nearest cent.
$20,697.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 783237 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$546,869.00
g. Value of collateral, to the nearest cent.
$44,580.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 759442 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,104,766.00
g. Value of collateral, to the nearest cent.
$123,002.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 755957 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$44,532.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 678764 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-11-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$148,446.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 687827 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-08-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$115,548.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 657493 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-12-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$905,677.00
g. Value of collateral, to the nearest cent.
$18,882.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 783960 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-06-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$44,560.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 743136 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-10-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$414,275.00
g. Value of collateral, to the nearest cent.
$10,219.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 740978 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-09-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,359,536.00
g. Value of collateral, to the nearest cent.
$80,243.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM 004187 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-07-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$9,741.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 720091 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-06-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,462,484.00
g. Value of collateral, to the nearest cent.
$33,062.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 705633 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-12-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$50,050.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003458 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$7,770,000.00
g. Value of collateral, to the nearest cent.
$152,144.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 07.500 CLZS1052
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-03-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$69,240.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CTZA1984
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,165,000.00
g. Value of collateral, to the nearest cent.
$7,339.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM2249
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$19,700,000.00
g. Value of collateral, to the nearest cent.
$5,416,006.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZM2386
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$7,937.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM3343
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$595,000.00
g. Value of collateral, to the nearest cent.
$51,759.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC K35038 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$8,059,870.00
g. Value of collateral, to the nearest cent.
$591,451.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J36413 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$170,000.00
g. Value of collateral, to the nearest cent.
$56,874.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZI2303
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$898,940.00
g. Value of collateral, to the nearest cent.
$12,724.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CISB0116
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$47,000.00
g. Value of collateral, to the nearest cent.
$17,156.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP0673 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$435,532.00
g. Value of collateral, to the nearest cent.
$378,485.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP0748 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,270,782.00
g. Value of collateral, to the nearest cent.
$1,211,143.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP1949 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-10-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,060,294.00
g. Value of collateral, to the nearest cent.
$836,245.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP3382 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,266,888.00
g. Value of collateral, to the nearest cent.
$1,065,620.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CO9329 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$453,938.00
g. Value of collateral, to the nearest cent.
$363,659.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO9557 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,293,360.00
g. Value of collateral, to the nearest cent.
$7,844,854.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO9596 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,162,522.00
g. Value of collateral, to the nearest cent.
$1,045,455.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO9628 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,917,470.00
g. Value of collateral, to the nearest cent.
$2,631,612.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO9674 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-02-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,061,720.00
g. Value of collateral, to the nearest cent.
$3,191,721.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO9988 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,646,628.00
g. Value of collateral, to the nearest cent.
$2,380,452.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ0863 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,723,800.00
g. Value of collateral, to the nearest cent.
$4,875,174.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ1740 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,173,000.00
g. Value of collateral, to the nearest cent.
$3,724,460.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO3418 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,060,986.00
g. Value of collateral, to the nearest cent.
$953,471.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO1735
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
4.280000
f. The principal amount, to the nearest cent.
$2,980,800.00
g. Value of collateral, to the nearest cent.
$2,807,739.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO1749
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
4.460000
f. The principal amount, to the nearest cent.
$32,000,000.00
g. Value of collateral, to the nearest cent.
$30,511,218.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO1750
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
5.600000
f. The principal amount, to the nearest cent.
$2,689,900.00
g. Value of collateral, to the nearest cent.
$2,770,045.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO0414 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-06-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,457,384.00
g. Value of collateral, to the nearest cent.
$4,559,202.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN2458
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-01-15
e. Coupon or yield.
4.100000
f. The principal amount, to the nearest cent.
$8,950,000.00
g. Value of collateral, to the nearest cent.
$8,321,538.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN2875
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-01-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$12,480,100.00
g. Value of collateral, to the nearest cent.
$12,414,119.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN3305 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,089,708.00
g. Value of collateral, to the nearest cent.
$1,010,410.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AQ0048 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$190,000.00
g. Value of collateral, to the nearest cent.
$49,511.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN1954 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$190,490.00
g. Value of collateral, to the nearest cent.
$96,920.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA9014 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,253,828.00
g. Value of collateral, to the nearest cent.
$2,126,715.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA9015 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$12,705,248.00
g. Value of collateral, to the nearest cent.
$12,252,814.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA9017 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$250,415,616.00
g. Value of collateral, to the nearest cent.
$249,999,508.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AO3608 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-08-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$528,000.00
g. Value of collateral, to the nearest cent.
$55,688.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU9139 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,065,360.00
g. Value of collateral, to the nearest cent.
$1,114,976.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU9316 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,179,434.00
g. Value of collateral, to the nearest cent.
$1,238,790.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU9321 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,882,448.00
g. Value of collateral, to the nearest cent.
$1,945,651.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM BX3963
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-02-15
e. Coupon or yield.
2.940000
f. The principal amount, to the nearest cent.
$895,523.00
g. Value of collateral, to the nearest cent.
$754,813.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BM9738 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$160,000.00
g. Value of collateral, to the nearest cent.
$47,678.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BQ1824 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$25,009,152.00
g. Value of collateral, to the nearest cent.
$4,619,142.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BJ9892 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-01-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$80,007.00
g. Value of collateral, to the nearest cent.
$42,622.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN BL4761
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-03-15
e. Coupon or yield.
4.560000
f. The principal amount, to the nearest cent.
$614,545.00
g. Value of collateral, to the nearest cent.
$592,398.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BM6717 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,555,248.00
g. Value of collateral, to the nearest cent.
$509,307.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO4263 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,050,464.00
g. Value of collateral, to the nearest cent.
$6,839,227.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO7977
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-08-15
e. Coupon or yield.
3.180000
f. The principal amount, to the nearest cent.
$7,435,800.00
g. Value of collateral, to the nearest cent.
$6,387,598.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO7981
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
3.740000
f. The principal amount, to the nearest cent.
$3,760,000.00
g. Value of collateral, to the nearest cent.
$3,369,695.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO7505 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,722,150.00
g. Value of collateral, to the nearest cent.
$1,422,720.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO3173
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-09-15
e. Coupon or yield.
3.790000
f. The principal amount, to the nearest cent.
$29,667,136.00
g. Value of collateral, to the nearest cent.
$26,736,412.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CO3175
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-07-15
e. Coupon or yield.
4.320000
f. The principal amount, to the nearest cent.
$13,289,984.00
g. Value of collateral, to the nearest cent.
$12,534,926.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO3177
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-08-15
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$5,165,456.00
g. Value of collateral, to the nearest cent.
$4,672,100.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO3156
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$25,330,300.00
g. Value of collateral, to the nearest cent.
$21,383,696.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO3328 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,009,230.00
g. Value of collateral, to the nearest cent.
$933,952.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AA0518 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-06-20
e. Coupon or yield.
3.740000
f. The principal amount, to the nearest cent.
$210,000.00
g. Value of collateral, to the nearest cent.
$36,892.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 768613 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-06-15
e. Coupon or yield.
4.290000
f. The principal amount, to the nearest cent.
$170,000.00
g. Value of collateral, to the nearest cent.
$28,021.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CF9670
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-12-15
e. Coupon or yield.
4.120000
f. The principal amount, to the nearest cent.
$1,191,282.00
g. Value of collateral, to the nearest cent.
$1,104,927.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CB5882
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-09-15
e. Coupon or yield.
2.510000
f. The principal amount, to the nearest cent.
$438,629.00
g. Value of collateral, to the nearest cent.
$355,190.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CE9975
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$12,936.00
g. Value of collateral, to the nearest cent.
$10,550.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CF1035
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-05-15
e. Coupon or yield.
2.640000
f. The principal amount, to the nearest cent.
$22,691,456.00
g. Value of collateral, to the nearest cent.
$18,495,086.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BS6858 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,087,732.00
g. Value of collateral, to the nearest cent.
$1,039,074.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BW7419 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$395,013.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CIBY7770
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,462,176.00
g. Value of collateral, to the nearest cent.
$2,454,978.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CICA7150
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$29,527,232.00
g. Value of collateral, to the nearest cent.
$16,462,761.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBV5073
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,101,680.00
g. Value of collateral, to the nearest cent.
$6,745,406.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL5265
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-15
e. Coupon or yield.
4.390000
f. The principal amount, to the nearest cent.
$2,800,000.00
g. Value of collateral, to the nearest cent.
$2,668,785.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP3396 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,359,788.00
g. Value of collateral, to the nearest cent.
$1,228,172.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 663800 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-01-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$6,007,072.00
g. Value of collateral, to the nearest cent.
$84,225.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 617326 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-12-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$16,480,352.00
g. Value of collateral, to the nearest cent.
$727,308.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 635473 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-05-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$13,169.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 645810 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-09-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$206,892.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BH0050 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,688,968.00
g. Value of collateral, to the nearest cent.
$1,686,181.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL BF6204
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-08-15
e. Coupon or yield.
2.530000
f. The principal amount, to the nearest cent.
$1,857,170.00
g. Value of collateral, to the nearest cent.
$1,512,169.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7230
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
3.890000
f. The principal amount, to the nearest cent.
$7,170,000.00
g. Value of collateral, to the nearest cent.
$6,521,064.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7212
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
3.830000
f. The principal amount, to the nearest cent.
$34,858,800.00
g. Value of collateral, to the nearest cent.
$31,524,384.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7213
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
3.640000
f. The principal amount, to the nearest cent.
$7,160,000.00
g. Value of collateral, to the nearest cent.
$6,381,827.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP5016 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000,026.00
g. Value of collateral, to the nearest cent.
$926,059.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CN0083
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-12-15
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$4,014,952.00
g. Value of collateral, to the nearest cent.
$3,775,205.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN0310 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$489,900.00
g. Value of collateral, to the nearest cent.
$453,066.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN1799 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,015,356.00
g. Value of collateral, to the nearest cent.
$1,595,155.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN1800 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$518,047.00
g. Value of collateral, to the nearest cent.
$398,637.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCB2787
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$154,297.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM3351
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,325,696.00
g. Value of collateral, to the nearest cent.
$1,397,933.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX7660
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,154,000.00
g. Value of collateral, to the nearest cent.
$1,155,166.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY5209
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,441,396.00
g. Value of collateral, to the nearest cent.
$3,370,049.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 736316 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-02-20
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$180,000.00
g. Value of collateral, to the nearest cent.
$35,234.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AC3751 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-12-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,153,000.00
g. Value of collateral, to the nearest cent.
$144,672.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AB2135 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$530,223.00
g. Value of collateral, to the nearest cent.
$100,405.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AA6001 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-01-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$112,106.00
g. Value of collateral, to the nearest cent.
$19,659.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3614
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-09-15
e. Coupon or yield.
3.340000
f. The principal amount, to the nearest cent.
$13,280,160.00
g. Value of collateral, to the nearest cent.
$11,553,235.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3633
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$8,937,600.00
g. Value of collateral, to the nearest cent.
$8,619,634.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3634
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$1,609,000.00
g. Value of collateral, to the nearest cent.
$1,446,519.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3635
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$2,436,000.00
g. Value of collateral, to the nearest cent.
$2,208,640.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5903 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$183,870.00
g. Value of collateral, to the nearest cent.
$70,910.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5301 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$62,678.00
g. Value of collateral, to the nearest cent.
$10,069.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5368 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$107,944.00
g. Value of collateral, to the nearest cent.
$19,102.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 760080 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-08-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,829,852.00
g. Value of collateral, to the nearest cent.
$90,777.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CKMA3400
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$46,976.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CNMA4390
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-07-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$715,725.00
g. Value of collateral, to the nearest cent.
$442,262.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAB7961
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$92,285,568.00
g. Value of collateral, to the nearest cent.
$20,027,510.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AA0290 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-05-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$35,581.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 01.500 CIRC2397
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-12-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$30,000.00
g. Value of collateral, to the nearest cent.
$19,672.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC Q44273 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$481,100.00
g. Value of collateral, to the nearest cent.
$127,234.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF8487
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,395,050.00
g. Value of collateral, to the nearest cent.
$1,360,178.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG4860
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$22,641,984.00
g. Value of collateral, to the nearest cent.
$21,698,567.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD1066
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,912,312.00
g. Value of collateral, to the nearest cent.
$6,081,543.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD1502
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$35,048,640.00
g. Value of collateral, to the nearest cent.
$31,882,106.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD2223
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$47,802,560.00
g. Value of collateral, to the nearest cent.
$42,044,790.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD2756
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$294,809.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CIZS6778
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2024-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$7,200,000.00
g. Value of collateral, to the nearest cent.
$9,304.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW0014 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,324,220.00
g. Value of collateral, to the nearest cent.
$3,379,255.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW2334 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,046,438.00
g. Value of collateral, to the nearest cent.
$1,066,028.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 755656 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$199,483.00
g. Value of collateral, to the nearest cent.
$37,529.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786204 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$79,080,832.00
g. Value of collateral, to the nearest cent.
$68,482,694.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6646 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,115,446.00
g. Value of collateral, to the nearest cent.
$1,150,586.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6965 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,112,892.00
g. Value of collateral, to the nearest cent.
$2,152,451.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6960 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,057,904.00
g. Value of collateral, to the nearest cent.
$1,093,426.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6962 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,940,124.00
g. Value of collateral, to the nearest cent.
$1,990,860.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL747648
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,827,288.00
g. Value of collateral, to the nearest cent.
$161,288.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAU4359
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$226,000.00
g. Value of collateral, to the nearest cent.
$122,907.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 773527 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-10-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$15,014.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AF0125 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-06-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$38,000.00
g. Value of collateral, to the nearest cent.
$8,713.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN AG8330
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-05-15
e. Coupon or yield.
2.990000
f. The principal amount, to the nearest cent.
$7,126,056.00
g. Value of collateral, to the nearest cent.
$6,026,514.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AD2125 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$139,000.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CTSC0374
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,674,328.00
g. Value of collateral, to the nearest cent.
$2,453,765.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIZS7122
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$218,303.00
g. Value of collateral, to the nearest cent.
$9,452.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CTZA2208
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$311,000.00
g. Value of collateral, to the nearest cent.
$16,281.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CKBM6983
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$19,931,552.00
g. Value of collateral, to the nearest cent.
$16,663,656.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBO4656
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$450,000.00
g. Value of collateral, to the nearest cent.
$144,063.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBO8267
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,551,820.00
g. Value of collateral, to the nearest cent.
$1,125,171.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBO9423
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,144,352.00
g. Value of collateral, to the nearest cent.
$1,141,041.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBR7041
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,844,704.00
g. Value of collateral, to the nearest cent.
$2,308,285.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 U4BM6727
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,295,864.00
g. Value of collateral, to the nearest cent.
$3,770,730.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP5098 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,706,924.00
g. Value of collateral, to the nearest cent.
$3,164,046.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP5099 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$16,127,008.00
g. Value of collateral, to the nearest cent.
$14,097,993.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP5160 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,954,192.00
g. Value of collateral, to the nearest cent.
$7,979,018.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP8009 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$381,540.00
g. Value of collateral, to the nearest cent.
$363,408.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3691
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-02-15
e. Coupon or yield.
5.280000
f. The principal amount, to the nearest cent.
$10,990,700.00
g. Value of collateral, to the nearest cent.
$11,119,328.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CP3666
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-10-15
e. Coupon or yield.
4.470000
f. The principal amount, to the nearest cent.
$3,363,256.00
g. Value of collateral, to the nearest cent.
$3,217,415.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3686
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-02-15
e. Coupon or yield.
5.420000
f. The principal amount, to the nearest cent.
$3,305,500.00
g. Value of collateral, to the nearest cent.
$3,370,043.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP5283 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,603,980.00
g. Value of collateral, to the nearest cent.
$2,588,026.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP5007 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,252,270.00
g. Value of collateral, to the nearest cent.
$989,057.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP4987 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,915,136.00
g. Value of collateral, to the nearest cent.
$3,978,175.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL735403
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$7,421,456.00
g. Value of collateral, to the nearest cent.
$85,854.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAL9111
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$969,745.00
g. Value of collateral, to the nearest cent.
$119,716.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL4084
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,057,700.00
g. Value of collateral, to the nearest cent.
$1,094,581.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL8964
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$643,848.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI4500
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$530,000.00
g. Value of collateral, to the nearest cent.
$7,665.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZI7336
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,054,690.00
g. Value of collateral, to the nearest cent.
$55,222.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS9324 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,218,680.00
g. Value of collateral, to the nearest cent.
$1,123,084.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CI3499
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-06-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$128,895.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CG3702
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-06-15
e. Coupon or yield.
2.790000
f. The principal amount, to the nearest cent.
$1,515,106.00
g. Value of collateral, to the nearest cent.
$1,259,895.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CG5183 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,423,216.00
g. Value of collateral, to the nearest cent.
$964,213.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CG6120
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-15
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$10,450,144.00
g. Value of collateral, to the nearest cent.
$9,928,676.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CH2690
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$13,829,600.00
g. Value of collateral, to the nearest cent.
$11,980,580.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CH2693
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
2.990000
f. The principal amount, to the nearest cent.
$7,391,160.00
g. Value of collateral, to the nearest cent.
$6,261,079.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CF7684
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-03-15
e. Coupon or yield.
2.760000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$124,206.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN1264 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,376,308.00
g. Value of collateral, to the nearest cent.
$2,215,205.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM8608
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-04-15
e. Coupon or yield.
2.550000
f. The principal amount, to the nearest cent.
$2,992,064.00
g. Value of collateral, to the nearest cent.
$2,449,332.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM8627
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-15
e. Coupon or yield.
3.610000
f. The principal amount, to the nearest cent.
$14,050,160.00
g. Value of collateral, to the nearest cent.
$12,565,986.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM8632
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
3.180000
f. The principal amount, to the nearest cent.
$7,200,160.00
g. Value of collateral, to the nearest cent.
$6,177,976.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CN0079
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-09-15
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$7,275,560.00
g. Value of collateral, to the nearest cent.
$7,028,760.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CM1437
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-09-15
e. Coupon or yield.
3.740000
f. The principal amount, to the nearest cent.
$3,728,904.00
g. Value of collateral, to the nearest cent.
$3,331,394.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL6615
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-05-15
e. Coupon or yield.
2.800000
f. The principal amount, to the nearest cent.
$6,260,160.00
g. Value of collateral, to the nearest cent.
$5,227,804.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL8714 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,145,522.00
g. Value of collateral, to the nearest cent.
$959,821.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL8780 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$255,116.00
g. Value of collateral, to the nearest cent.
$235,674.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL8811 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-01-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,758,788.00
g. Value of collateral, to the nearest cent.
$1,869,161.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM1689 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$638,367.00
g. Value of collateral, to the nearest cent.
$589,581.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL4143 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$510,574.00
g. Value of collateral, to the nearest cent.
$413,522.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL5347
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-09-15
e. Coupon or yield.
4.450000
f. The principal amount, to the nearest cent.
$8,372,656.00
g. Value of collateral, to the nearest cent.
$7,963,231.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL4939
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-05-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,108,764.00
g. Value of collateral, to the nearest cent.
$1,719,747.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL5263
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-09-15
e. Coupon or yield.
4.390000
f. The principal amount, to the nearest cent.
$1,032,452.00
g. Value of collateral, to the nearest cent.
$982,116.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CS2711
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
4.790000
f. The principal amount, to the nearest cent.
$5,624,420.00
g. Value of collateral, to the nearest cent.
$5,523,853.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CS2713
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
5.170000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$10,072,020.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL889974
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$391,700.00
g. Value of collateral, to the nearest cent.
$8,914.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFS0675
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,000.00
g. Value of collateral, to the nearest cent.
$8,094.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS3353
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$74,530,304.00
g. Value of collateral, to the nearest cent.
$69,678,000.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 781998 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,250,000.00
g. Value of collateral, to the nearest cent.
$29,745.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 688386 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$6,207,136.00
g. Value of collateral, to the nearest cent.
$13,071.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 687179 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,317,680.00
g. Value of collateral, to the nearest cent.
$18,071.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 553461 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-01-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$265,700.00
g. Value of collateral, to the nearest cent.
$22,447.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 005063 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$130,770.00
g. Value of collateral, to the nearest cent.
$5,050.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004344 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-01-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$333,000.00
g. Value of collateral, to the nearest cent.
$5,454.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 707116 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$779,180.00
g. Value of collateral, to the nearest cent.
$12,471.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004006 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,143,978.00
g. Value of collateral, to the nearest cent.
$15,400.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AX8707 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$616,736.00
g. Value of collateral, to the nearest cent.
$226,482.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3238
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$765,163,520.00
g. Value of collateral, to the nearest cent.
$127,177,442.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8488 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$123,348,864.00
g. Value of collateral, to the nearest cent.
$113,983,816.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8648 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$154,300,928.00
g. Value of collateral, to the nearest cent.
$151,637,916.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7939 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$73,000.00
g. Value of collateral, to the nearest cent.
$62,784.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BS8439 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$37,536.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BW3889 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$533,882.00
g. Value of collateral, to the nearest cent.
$183,016.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCB3762
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,342,300.00
g. Value of collateral, to the nearest cent.
$7,439,618.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5019 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-02-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$1,560,880.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAD6391
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,231,318.00
g. Value of collateral, to the nearest cent.
$12,528.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8010
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$5,664.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7473 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$313,435,648.00
g. Value of collateral, to the nearest cent.
$208,817,837.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7474 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$45,441,024.00
g. Value of collateral, to the nearest cent.
$29,833,636.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7534 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-08-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$35,811,450.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AD1732 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-02-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$180,000.00
g. Value of collateral, to the nearest cent.
$29,977.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6766 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,277,000.00
g. Value of collateral, to the nearest cent.
$770,446.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6144 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$11,924.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$4,790,000,000.00
b. Excluding the value of any sponsor support:
$4,790,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.20%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.530000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000782124
c. Other unique identifier.
ARP0XR2W6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
ITHACA ENERGY NORTH SEA PLC SR 144A NT 9%26
c. LEI (if available).
213800BMMUN3AKWBIO91
d. Maturity date.
2026-07-15
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$313,000.00
g. Value of collateral, to the nearest cent.
$297,835.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27
d. Maturity date.
2027-10-31
e. Coupon or yield.
13.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$1,290.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 28
c. LEI (if available).
549300MCGUSL5B852H65
d. Maturity date.
2028-05-01
e. Coupon or yield.
8.375000
f. The principal amount, to the nearest cent.
$2,680,000.00
g. Value of collateral, to the nearest cent.
$2,783,794.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL AIRCRAFT LEASING CO LTD SR PIK 144A NT24
d. Maturity date.
2024-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$10,942,800.00
g. Value of collateral, to the nearest cent.
$10,588,095.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CSC HLDGS LLC SR GLBL 144A 28
c. LEI (if available).
3HG2WD2W22M120IUNG49
d. Maturity date.
2028-05-15
e. Coupon or yield.
11.250000
f. The principal amount, to the nearest cent.
$29,435,000.00
g. Value of collateral, to the nearest cent.
$29,839,731.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BENTELER INTL AKTIE 144A NT 10.5%28
c. LEI (if available).
529900ZAFSOBVFCKF263
d. Maturity date.
2028-05-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$486,000.00
g. Value of collateral, to the nearest cent.
$503,590.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APA CORPORATION SR NT 7.95%26
c. LEI (if available).
72ZZ1XRHOOU9P9X16K08
d. Maturity date.
2026-04-15
e. Coupon or yield.
7.950000
f. The principal amount, to the nearest cent.
$106,000.00
g. Value of collateral, to the nearest cent.
$111,353.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APA CORPORATION SR GLBL NT 43
c. LEI (if available).
72ZZ1XRHOOU9P9X16K08
d. Maturity date.
2043-04-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$2,278,000.00
g. Value of collateral, to the nearest cent.
$1,794,371.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENOVA INTL INC SR GLBL 144A 24
c. LEI (if available).
549300O8XOCQSB49UO63
d. Maturity date.
2024-09-01
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$1,448,000.00
g. Value of collateral, to the nearest cent.
$1,486,685.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FTAI INFRA ESCROW HLDGS LLC SR SEC GLBL 27
d. Maturity date.
2027-06-01
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$27,720,000.00
g. Value of collateral, to the nearest cent.
$28,083,686.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FTAI AVIATION LTD SR GLBL 144A 27
c. LEI (if available).
529900E7PUVK6BC8PE80
d. Maturity date.
2027-08-01
e. Coupon or yield.
9.750000
f. The principal amount, to the nearest cent.
$27,773,000.00
g. Value of collateral, to the nearest cent.
$30,187,862.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CALDERYS FING LLC SR SEC GLBL 28
c. LEI (if available).
254900ZIKDM74XNEFV84
d. Maturity date.
2028-06-01
e. Coupon or yield.
11.250000
f. The principal amount, to the nearest cent.
$1,902,000.00
g. Value of collateral, to the nearest cent.
$1,996,924.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CANO HEALTH LLC SR GLBL 144A 28
c. LEI (if available).
254900OGI2T8V1NXN639
d. Maturity date.
2028-10-01
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$17,374,000.00
g. Value of collateral, to the nearest cent.
$10,960,967.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTESA SANPAOLO S P A FR 4.95%060142
c. LEI (if available).
2W8N8UU78PMDQKZENC08
d. Maturity date.
2042-06-01
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$714,000.00
g. Value of collateral, to the nearest cent.
$479,343.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PANOCHE ENERGY CTR LLC SR SEC GLBL 29
d. Maturity date.
2029-07-31
e. Coupon or yield.
6.885000
f. The principal amount, to the nearest cent.
$3,057,000.00
g. Value of collateral, to the nearest cent.
$1,512,320.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL PARTNERS LP SR GLBL NT 29
d. Maturity date.
2029-01-15
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$7,859,000.00
g. Value of collateral, to the nearest cent.
$7,353,552.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CVR ENERGY INC SR GLBL 144A 28
c. LEI (if available).
529900SOYZIXZBTXB558
d. Maturity date.
2028-02-15
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$12,686,000.00
g. Value of collateral, to the nearest cent.
$11,888,226.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APA CORPORATION SR GLBL NT 28
c. LEI (if available).
72ZZ1XRHOOU9P9X16K08
d. Maturity date.
2028-10-15
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$1,723,000.00
g. Value of collateral, to the nearest cent.
$1,604,254.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APA CORPORATION SR GLBL NT 49
c. LEI (if available).
72ZZ1XRHOOU9P9X16K08
d. Maturity date.
2049-07-01
e. Coupon or yield.
5.350000
f. The principal amount, to the nearest cent.
$3,044,000.00
g. Value of collateral, to the nearest cent.
$2,505,693.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANAGRAM INTERNATIONAL INC. SR SEC GLBL 26
d. Maturity date.
2026-08-15
e. Coupon or yield.
10.000000
f. The principal amount, to the nearest cent.
$199,378.00
g. Value of collateral, to the nearest cent.
$159,474.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 26
d. Maturity date.
2026-05-15
e. Coupon or yield.
7.875000
f. The principal amount, to the nearest cent.
$464,000.00
g. Value of collateral, to the nearest cent.
$481,049.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDISON INTL PERP SUB GLBL -A
c. LEI (if available).
549300I7ROF15MAEVP56
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$3,192,000.00
g. Value of collateral, to the nearest cent.
$2,902,822.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC NT3.85%61
d. Maturity date.
2061-04-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$11,967,000.00
g. Value of collateral, to the nearest cent.
$7,358,907.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT61
d. Maturity date.
2061-12-01
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$3,968,000.00
g. Value of collateral, to the nearest cent.
$2,693,531.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP JR GLBL -B
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.550710
f. The principal amount, to the nearest cent.
$94,000.00
g. Value of collateral, to the nearest cent.
$96,080.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP -M NT 6.3%
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.300000
f. The principal amount, to the nearest cent.
$4,513,000.00
g. Value of collateral, to the nearest cent.
$4,457,941.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CABLEVISION LIGHTPATH LLC SR GLBL 144A 28
c. LEI (if available).
5493002ZVBLRLGES1R71
d. Maturity date.
2028-09-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$11,500,000.00
g. Value of collateral, to the nearest cent.
$8,818,430.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MALLINCKRODT INTL FIN SA / CB SR SEC GLBL 28
d. Maturity date.
2028-12-15
e. Coupon or yield.
11.500000
f. The principal amount, to the nearest cent.
$5,951,000.00
g. Value of collateral, to the nearest cent.
$5,234,231.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PMHC II INC SR 144A NT 9%30
c. LEI (if available).
549300GYZ1T3S8OPH343
d. Maturity date.
2030-02-15
e. Coupon or yield.
9.000000
f. The principal amount, to the nearest cent.
$435,000.00
g. Value of collateral, to the nearest cent.
$366,052.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SERVICE PPTYS TR SR GLBL NT 26
c. LEI (if available).
529900IS770AG1K9QG27
d. Maturity date.
2026-10-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$16,377,000.00
g. Value of collateral, to the nearest cent.
$14,554,294.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
QVC INC SR SEC GLBL NT28
c. LEI (if available).
549300WBLU5NKPX5X472
d. Maturity date.
2028-09-01
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$4,474,000.00
g. Value of collateral, to the nearest cent.
$2,631,737.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CGG SR 144A NT 27
c. LEI (if available).
969500FCVQ5SLAAUJV59
d. Maturity date.
2027-04-01
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$26,460,000.00
g. Value of collateral, to the nearest cent.
$22,833,414.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNIVAR SOLUTIONS USA INC SR GLBL 144A 27
c. LEI (if available).
5493008FTB9VZW6CVA82
d. Maturity date.
2027-12-01
e. Coupon or yield.
5.125000
f. The principal amount, to the nearest cent.
$8,640,000.00
g. Value of collateral, to the nearest cent.
$8,935,243.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PPTYS INC SR GLBL 144A 25
d. Maturity date.
2025-02-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,234,000.00
g. Value of collateral, to the nearest cent.
$2,178,750.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIRGIN MEDIA SECD FIN PLC SR SEC GLBL 30
c. LEI (if available).
213800X3RLP4NOTPY579
d. Maturity date.
2030-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$236,000.00
g. Value of collateral, to the nearest cent.
$206,760.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAR TECHNOLOGY CORP SR NT 4.5%24
c. LEI (if available).
549300HYPTHBJQINVG57
d. Maturity date.
2024-04-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$10,227,000.00
g. Value of collateral, to the nearest cent.
$14,227,229.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
K HOVNANIAN ENTERPRISES INC SR SEC GLBL 26
c. LEI (if available).
549300JJCQ0KAI7CJG32
d. Maturity date.
2026-02-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$16,516,000.00
g. Value of collateral, to the nearest cent.
$17,398,229.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LABL ESCROW ISSUER LLC SR GLBL 144A 27
c. LEI (if available).
5493004FUZN8R6Y3VB98
d. Maturity date.
2027-07-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$3,926,000.00
g. Value of collateral, to the nearest cent.
$3,753,714.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LABL INC SR 144A NT 29
c. LEI (if available).
5493004FUZN8R6Y3VB98
d. Maturity date.
2029-11-01
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$6,410,000.00
g. Value of collateral, to the nearest cent.
$5,439,686.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEVEL 3 FING INC SR SEC GLBL 29
c. LEI (if available).
254900AE5FEFIJOXWL19
d. Maturity date.
2029-11-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$33,924,000.00
g. Value of collateral, to the nearest cent.
$28,874,431.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MSCI INC SR GLBL 144A 31
c. LEI (if available).
549300HTIN2PD78UB763
d. Maturity date.
2031-11-01
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$188,000.00
g. Value of collateral, to the nearest cent.
$163,282.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CVR ENERGY INC SR GLBL 144A 25
c. LEI (if available).
529900SOYZIXZBTXB558
d. Maturity date.
2025-02-15
e. Coupon or yield.
5.250000
f. The principal amount, to the nearest cent.
$10,666,000.00
g. Value of collateral, to the nearest cent.
$10,657,556.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BERRY GLOBAL INC SR SEC 144A NT26
c. LEI (if available).
549300AP2Q7ERHX6RI89
d. Maturity date.
2026-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$775,000.00
g. Value of collateral, to the nearest cent.
$755,516.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BERRY GLOBAL INC SR SEC GLBL NT24
c. LEI (if available).
549300AP2Q7ERHX6RI89
d. Maturity date.
2024-02-15
e. Coupon or yield.
0.950000
f. The principal amount, to the nearest cent.
$914,000.00
g. Value of collateral, to the nearest cent.
$892,091.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BERRY PETE CO LLC SR GLBL 144A 26
c. LEI (if available).
DQ2XTZKV7SILNNV77403
d. Maturity date.
2026-02-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$642,000.00
g. Value of collateral, to the nearest cent.
$631,643.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BOMBARDIER INC GLBL 144A NT 34
c. LEI (if available).
W7L3VLU8EHQY34Z36697
d. Maturity date.
2034-05-01
e. Coupon or yield.
7.450000
f. The principal amount, to the nearest cent.
$16,808,000.00
g. Value of collateral, to the nearest cent.
$19,474,169.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 31
d. Maturity date.
2031-03-01
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$2,009,000.00
g. Value of collateral, to the nearest cent.
$2,066,973.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARAMARK SVCS INC SR GLBL 144A 25
c. LEI (if available).
42YMHYH0XMHJEXDUB065
d. Maturity date.
2025-05-01
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$11,212,000.00
g. Value of collateral, to the nearest cent.
$11,393,942.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARROW BIDCO LLC SR SEC GLBL 24
c. LEI (if available).
549300YHZN08M0H3O128
d. Maturity date.
2024-03-15
e. Coupon or yield.
9.500000
f. The principal amount, to the nearest cent.
$27,342,000.00
g. Value of collateral, to the nearest cent.
$28,350,616.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAUSCH HEALTH COS INC SR GLBL 144A 28
c. LEI (if available).
B3BS7ACMDUWISF18KY76
d. Maturity date.
2028-01-30
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,266,000.00
g. Value of collateral, to the nearest cent.
$1,946,831.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAUSCH HEALTH COS INC SR SEC GLBL 28
c. LEI (if available).
B3BS7ACMDUWISF18KY76
d. Maturity date.
2028-06-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$6,564,000.00
g. Value of collateral, to the nearest cent.
$4,060,063.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ANTERO MIDSTREAM PARTNERS LP/A 5.75%27
d. Maturity date.
2027-03-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$544,000.00
g. Value of collateral, to the nearest cent.
$538,341.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APA CORPORATION SR NT 5.1%40
c. LEI (if available).
72ZZ1XRHOOU9P9X16K08
d. Maturity date.
2040-09-01
e. Coupon or yield.
5.100000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$8,649,800.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALTICE FRANCE S A SR SEC GLBL 29
c. LEI (if available).
5493001ZMCICV4N02J21
d. Maturity date.
2029-10-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$29,526,000.00
g. Value of collateral, to the nearest cent.
$21,423,819.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JW ALUM CONTINUOUS CAST COMPAN SR SEC GLBL 26
c. LEI (if available).
5493008HJ8BWQC8XAF08
d. Maturity date.
2026-06-01
e. Coupon or yield.
10.250000
f. The principal amount, to the nearest cent.
$3,583,000.00
g. Value of collateral, to the nearest cent.
$3,599,422.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENTEGRIS ESCROWCORPORATION SR SEC GLBL 29
d. Maturity date.
2029-04-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$2,926,000.00
g. Value of collateral, to the nearest cent.
$2,765,702.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLATFELTER CORPORATION SR GLBL 144A 29
c. LEI (if available).
549300LDQLQBT38QDY28
d. Maturity date.
2029-11-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$4,516,000.00
g. Value of collateral, to the nearest cent.
$3,169,273.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 24
c. LEI (if available).
82VOJDD5PTRDMVVMGV31
d. Maturity date.
2024-04-10
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$210,000.00
g. Value of collateral, to the nearest cent.
$216,768.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIZENS FINL GROUP INC PERP SUB -G NT4%
c. LEI (if available).
2138004JDDA4ZQUPFW65
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,096,000.00
g. Value of collateral, to the nearest cent.
$851,074.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLYDESDALE ACQUISITION HLDGS SR 144A NT 30
c. LEI (if available).
254900QKSDYFR3K5YD98
d. Maturity date.
2030-04-15
e. Coupon or yield.
8.750000
f. The principal amount, to the nearest cent.
$2,142,000.00
g. Value of collateral, to the nearest cent.
$1,993,117.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COBRA ACQUISITIONCO LLC SR GLBL 144A 29
d. Maturity date.
2029-11-01
e. Coupon or yield.
6.375000
f. The principal amount, to the nearest cent.
$30,199,000.00
g. Value of collateral, to the nearest cent.
$21,016,616.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COINBASE GLOBAL INC SR GLBL 144A 28
c. LEI (if available).
5493004G3J2SC154DU06
d. Maturity date.
2028-10-01
e. Coupon or yield.
3.375000
f. The principal amount, to the nearest cent.
$17,549,000.00
g. Value of collateral, to the nearest cent.
$12,521,562.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COOPER-STANDARD AUTOMOTIVE INC SR SEC PIK 27
c. LEI (if available).
ITCH5B3Q4RTX2PH9UN62
d. Maturity date.
2027-03-31
e. Coupon or yield.
13.500000
f. The principal amount, to the nearest cent.
$27,610,000.00
g. Value of collateral, to the nearest cent.
$28,685,133.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARVANA CO SR GLBL 144A 29
c. LEI (if available).
5493003WEAK2PJ5WS063
d. Maturity date.
2029-09-01
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$7,449,000.00
g. Value of collateral, to the nearest cent.
$4,577,950.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITGO PETE CORP SR SEC GLBL 25
c. LEI (if available).
YX52P86PXMLYDOTUQ225
d. Maturity date.
2025-06-15
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$8,665,000.00
g. Value of collateral, to the nearest cent.
$8,638,177.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAMELOT FIN S A SR SEC GLBL 26
d. Maturity date.
2026-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$269,000.00
g. Value of collateral, to the nearest cent.
$256,659.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARNIVAL CORP SR GLBL 144A 27
c. LEI (if available).
F1OF2ZSX47CR0BCWA982
d. Maturity date.
2027-03-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$2,559,000.00
g. Value of collateral, to the nearest cent.
$2,416,204.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CDI ESCROW ISSUER INC SR GLBL 144A 30
d. Maturity date.
2030-04-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$2,959,000.00
g. Value of collateral, to the nearest cent.
$2,808,051.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CDW LLC / CDW FIN CORP SR GLBL NT 25
d. Maturity date.
2025-05-01
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$3,778,000.00
g. Value of collateral, to the nearest cent.
$3,698,595.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP SR GLBL 144A 26
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2026-08-31
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,823,000.00
g. Value of collateral, to the nearest cent.
$3,743,566.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP SR SEC GLBL 29
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2029-01-15
e. Coupon or yield.
8.250000
f. The principal amount, to the nearest cent.
$13,139,000.00
g. Value of collateral, to the nearest cent.
$13,765,828.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SERVICE PPTYS TR SR GLBL NT7.5%25
c. LEI (if available).
529900IS770AG1K9QG27
d. Maturity date.
2025-09-15
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$7,081,000.00
g. Value of collateral, to the nearest cent.
$7,208,269.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TEXTRON FINL CORP MTN BE 144A EXT JR SB GLBL67
c. LEI (if available).
4E8B2CNXPE5P5AY03O18
d. Maturity date.
2067-02-15
e. Coupon or yield.
7.055710
f. The principal amount, to the nearest cent.
$3,978,000.00
g. Value of collateral, to the nearest cent.
$3,068,793.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRIUMPH GROUP INC NEW SR GLBL NT 25
c. LEI (if available).
5493007L6S47Q14SL582
d. Maturity date.
2025-08-15
e. Coupon or yield.
7.750000
f. The principal amount, to the nearest cent.
$9,097,000.00
g. Value of collateral, to the nearest cent.
$9,103,423.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MALLINCKRODT INTL FIN SA / CB SR SEC GLBL 29
d. Maturity date.
2029-06-15
e. Coupon or yield.
10.000000
f. The principal amount, to the nearest cent.
$16,889,000.00
g. Value of collateral, to the nearest cent.
$2,871,130.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MOSS CREEK RES HLDGS INC 10.5%27
c. LEI (if available).
54930037SLMSPWKYIX36
d. Maturity date.
2027-05-15
e. Coupon or yield.
10.500000
f. The principal amount, to the nearest cent.
$15,979,000.00
g. Value of collateral, to the nearest cent.
$15,930,849.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CAESARS RESORT COLLECTION LLC SR SEC GLBL 25
d. Maturity date.
2025-07-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$5,635,000.00
g. Value of collateral, to the nearest cent.
$5,718,858.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-09-29
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button checked Yes   Radio button not checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
a. The identity of the Demand Feature issuer(s).
JP MORGAN SECURITIES LLC
b. The amount (i.e., percentage) of fractional support provided by each Demand Feature issuer.
100.00%
c. The period remaining until the principal amount of the security may be recovered through the Demand Feature.
7
d. Is the demand feature conditional?
Radio button not checked Yes   Radio button checked No
e. Rating(s) considered. Provide each rating assigned to the demand feature(s) or demand feature provider(s) by any NRSRO that the board of directors (or its delegate) considered in evaluating the quality, maturity or liquidity of the security (together with the name of the assigning NRSRO). If none, leave blank.
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.53%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$492,974,383.72
b. Excluding the value of any sponsor support:
$492,974,383.72
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FICC - BANK OF NEW YORK
Item C.2 The title of the issue (including coupon, if applicable).
FICC - BANK OF NEW YORK 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300H47WTHXPU08X20
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
ARP0XRDM6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$625,000,000.00
g. Value of collateral, to the nearest cent.
$776,900,249.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-07-31
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$474,042,700.00
g. Value of collateral, to the nearest cent.
$422,602,430.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$437,718,800.00
g. Value of collateral, to the nearest cent.
$432,497,393.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,600,000,000.00
b. Excluding the value of any sponsor support:
$1,600,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.73%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FICC - BANK OF NEW YORK
Item C.2 The title of the issue (including coupon, if applicable).
FICC - BANK OF NEW YORK 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300H47WTHXPU08X20
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
ARP0XRDQ7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
03.000 FGPC J25150 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$105.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8348
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$15,854,445.00
g. Value of collateral, to the nearest cent.
$15,541,425.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD1052
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$93,323,357.00
g. Value of collateral, to the nearest cent.
$82,564,250.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD1325
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$17,267,500.00
g. Value of collateral, to the nearest cent.
$15,475,862.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD1481
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,001.00
g. Value of collateral, to the nearest cent.
$1,826.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3206
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,881,953.00
g. Value of collateral, to the nearest cent.
$1,306,576.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA5529
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$134,642,229.00
g. Value of collateral, to the nearest cent.
$63,267,471.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB0090
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$720.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB4782
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$184,335,122.00
g. Value of collateral, to the nearest cent.
$172,556,896.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2047-02-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$166.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-11-30
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$29,200.00
g. Value of collateral, to the nearest cent.
$25,056.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA4919
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,910.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA3744
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$134.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CRMA1510
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$91,672.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G67710 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$749,977,924.00
g. Value of collateral, to the nearest cent.
$194,930,717.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL851630
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$54,326,524.00
g. Value of collateral, to the nearest cent.
$404,422.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL850583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$44,762,425.00
g. Value of collateral, to the nearest cent.
$715,210.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL759153
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$41.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAX1613
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,064,851.00
g. Value of collateral, to the nearest cent.
$1,001,140.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAX6481
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,270,894.00
g. Value of collateral, to the nearest cent.
$736,206.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAY1242
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,133,294.00
g. Value of collateral, to the nearest cent.
$214,467.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAW0941
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$126.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAU6000
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$11,190,168.00
g. Value of collateral, to the nearest cent.
$990,674.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAU8095
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,595,892.00
g. Value of collateral, to the nearest cent.
$732,120.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAU7307
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,376,292.00
g. Value of collateral, to the nearest cent.
$897,690.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAU0710
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,300,485.00
g. Value of collateral, to the nearest cent.
$537,329.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAU0994
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,619,400.00
g. Value of collateral, to the nearest cent.
$898,818.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAU2688
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,446,671.00
g. Value of collateral, to the nearest cent.
$172,402.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAT5134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,226,506.00
g. Value of collateral, to the nearest cent.
$83,392.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CQAS4120
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,567,937.00
g. Value of collateral, to the nearest cent.
$598,225.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRAS7969
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,665,750.00
g. Value of collateral, to the nearest cent.
$1,111,419.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIAS8591
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$275.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAR9883
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,001,675.00
g. Value of collateral, to the nearest cent.
$125,313.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAR9350
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,252,539.00
g. Value of collateral, to the nearest cent.
$595,862.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAS1636
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,090,287.00
g. Value of collateral, to the nearest cent.
$1,065,824.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAQ7047
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,560,426.00
g. Value of collateral, to the nearest cent.
$787,093.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTAQ8475
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,104,952.00
g. Value of collateral, to the nearest cent.
$217,532.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAQ5707
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,097,699.00
g. Value of collateral, to the nearest cent.
$508,935.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAO9551
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,254,175.00
g. Value of collateral, to the nearest cent.
$197,555.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CRAP9766
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,100,000.00
g. Value of collateral, to the nearest cent.
$146,755.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAL7525
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$30,030,122.00
g. Value of collateral, to the nearest cent.
$6,549,730.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAO7649
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,537,384.00
g. Value of collateral, to the nearest cent.
$631,023.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK9312
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,590,184.00
g. Value of collateral, to the nearest cent.
$246,604.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAK3106
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,326,206.00
g. Value of collateral, to the nearest cent.
$1,101,702.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAK4796
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,746,573.00
g. Value of collateral, to the nearest cent.
$68,426.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBV7623
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$999,900.00
g. Value of collateral, to the nearest cent.
$835,196.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP2917
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,460,176.00
g. Value of collateral, to the nearest cent.
$500,603.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ0135
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,699,973.00
g. Value of collateral, to the nearest cent.
$856,478.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ2383
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,653,084.00
g. Value of collateral, to the nearest cent.
$798,758.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH4628
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,118,668.00
g. Value of collateral, to the nearest cent.
$927,089.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH7667
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,487,719.00
g. Value of collateral, to the nearest cent.
$777,776.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH1485
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,084,177.00
g. Value of collateral, to the nearest cent.
$363,205.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBH2030
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,016,332.00
g. Value of collateral, to the nearest cent.
$1,209,009.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBH2333
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,420,960.00
g. Value of collateral, to the nearest cent.
$977,024.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8911
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$7,142,847.00
g. Value of collateral, to the nearest cent.
$6,619,483.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7022
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,486,475.00
g. Value of collateral, to the nearest cent.
$1,197,714.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW3903
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000,800.00
g. Value of collateral, to the nearest cent.
$978,607.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW4160
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,043,103.00
g. Value of collateral, to the nearest cent.
$750,185.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW1968
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,030,202.00
g. Value of collateral, to the nearest cent.
$1,013,902.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4271
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,633,503.00
g. Value of collateral, to the nearest cent.
$1,076,733.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM3699
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,894,428.00
g. Value of collateral, to the nearest cent.
$1,335,195.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM3180
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,007.00
g. Value of collateral, to the nearest cent.
$293.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J25842 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$11,891,717.00
g. Value of collateral, to the nearest cent.
$1,430,799.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J25843 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$12,369,162.00
g. Value of collateral, to the nearest cent.
$1,328,552.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC K30411 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$12,806,575.00
g. Value of collateral, to the nearest cent.
$1,046,959.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.500 FGPC H09173 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$140,416,278.00
g. Value of collateral, to the nearest cent.
$912,599.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC G14502 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$25,595,291.00
g. Value of collateral, to the nearest cent.
$1,446,694.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q61698 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,749,148.00
g. Value of collateral, to the nearest cent.
$749,541.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q61703 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$445.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q17245 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,950,659.00
g. Value of collateral, to the nearest cent.
$890,651.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q18598 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,856,082.00
g. Value of collateral, to the nearest cent.
$1,421,032.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q17730 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,220,245.00
g. Value of collateral, to the nearest cent.
$845,802.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q19955 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,383,175.00
g. Value of collateral, to the nearest cent.
$709,557.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q11101 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,947,492.00
g. Value of collateral, to the nearest cent.
$766,366.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q11599 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,695,847.00
g. Value of collateral, to the nearest cent.
$689,007.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL869016
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$69,862,997.00
g. Value of collateral, to the nearest cent.
$110,192.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL817753
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$33,381,310.00
g. Value of collateral, to the nearest cent.
$155,994.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP745558
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$47,361,743.00
g. Value of collateral, to the nearest cent.
$54,953.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAX1256
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,165,363.00
g. Value of collateral, to the nearest cent.
$493,547.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAY3178
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,451,005.00
g. Value of collateral, to the nearest cent.
$124,569.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAV0637
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,565,000.00
g. Value of collateral, to the nearest cent.
$266,551.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAV8835
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,035,963.00
g. Value of collateral, to the nearest cent.
$461,062.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAV9185
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$506,029.00
g. Value of collateral, to the nearest cent.
$84,279.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAW1249
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,701,053.00
g. Value of collateral, to the nearest cent.
$348,641.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTAU4839
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,388,846.00
g. Value of collateral, to the nearest cent.
$452,098.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAT4968
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,119,700.00
g. Value of collateral, to the nearest cent.
$336,247.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CWAT0900
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,128,003.00
g. Value of collateral, to the nearest cent.
$129,508.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAT1349
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,179,899.00
g. Value of collateral, to the nearest cent.
$327,038.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAT2780
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,315,841.00
g. Value of collateral, to the nearest cent.
$157,725.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAR9367
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,748,193.00
g. Value of collateral, to the nearest cent.
$234,812.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAR3056
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,867,459.00
g. Value of collateral, to the nearest cent.
$111,781.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIAR3752
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,196,976.00
g. Value of collateral, to the nearest cent.
$104,721.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CRAQ9541
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,490,371.00
g. Value of collateral, to the nearest cent.
$257,596.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CVAR1938
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,518,846.00
g. Value of collateral, to the nearest cent.
$101,008.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAL2676
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,250,000.00
g. Value of collateral, to the nearest cent.
$452,940.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP1124
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,313,855.00
g. Value of collateral, to the nearest cent.
$166,822.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBJ1081
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,856,341.00
g. Value of collateral, to the nearest cent.
$779,881.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE3601
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,081,671.00
g. Value of collateral, to the nearest cent.
$538,804.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7775
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,285,304.00
g. Value of collateral, to the nearest cent.
$1,107,906.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC H00416 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$11,187,534.00
g. Value of collateral, to the nearest cent.
$160,124.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.500 FGPC A67429 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-11-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$13,384,027.00
g. Value of collateral, to the nearest cent.
$244,337.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
07.000 FGPC G03577 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-11-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$29,814,447.00
g. Value of collateral, to the nearest cent.
$407,254.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
07.000 FGPC G03822 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-01-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$29,514,545.00
g. Value of collateral, to the nearest cent.
$435,228.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC A41752 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$78,978,951.00
g. Value of collateral, to the nearest cent.
$917,148.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.500 FGPC A44247 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$20,058,577.00
g. Value of collateral, to the nearest cent.
$661,336.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC A44666 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$157,188,776.00
g. Value of collateral, to the nearest cent.
$237,587.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC A48537 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$18,578,348.00
g. Value of collateral, to the nearest cent.
$221,997.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC A48582 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$192,841,108.00
g. Value of collateral, to the nearest cent.
$837,595.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC P58001 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$27,222,780.00
g. Value of collateral, to the nearest cent.
$373,045.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC L10232 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$45,869,573.00
g. Value of collateral, to the nearest cent.
$441,422.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC L10307 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$20,308,798.00
g. Value of collateral, to the nearest cent.
$314,086.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC L10310 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,245,456.00
g. Value of collateral, to the nearest cent.
$262,353.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4154
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,144,629.00
g. Value of collateral, to the nearest cent.
$430,862.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4183
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,264,461.00
g. Value of collateral, to the nearest cent.
$669,079.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4277
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,020,095.00
g. Value of collateral, to the nearest cent.
$487,612.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM3408
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,395,058.00
g. Value of collateral, to the nearest cent.
$517,590.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4387
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,524,466.00
g. Value of collateral, to the nearest cent.
$517,324.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM3659
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,966,730.00
g. Value of collateral, to the nearest cent.
$670,796.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM3779
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,658,563.00
g. Value of collateral, to the nearest cent.
$559,067.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL5157
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,145,739.00
g. Value of collateral, to the nearest cent.
$815,261.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM3542
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,805,708.00
g. Value of collateral, to the nearest cent.
$696,892.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM3155
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,933,804.00
g. Value of collateral, to the nearest cent.
$658,698.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL2698
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,148,420.00
g. Value of collateral, to the nearest cent.
$310,614.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL2854
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,233,091.00
g. Value of collateral, to the nearest cent.
$151,706.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAR5514
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,326,150.00
g. Value of collateral, to the nearest cent.
$336,612.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL745932
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-11-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$79,981,807.00
g. Value of collateral, to the nearest cent.
$639,825.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q29169 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,676,707.00
g. Value of collateral, to the nearest cent.
$867,207.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBE8609
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,884,503.00
g. Value of collateral, to the nearest cent.
$303,542.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAK4767
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,390,893.00
g. Value of collateral, to the nearest cent.
$145,200.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAK7741
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,336,018.00
g. Value of collateral, to the nearest cent.
$309,853.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CWAL4583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$23,701,896.00
g. Value of collateral, to the nearest cent.
$1,341,947.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAP4450
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,289,104.00
g. Value of collateral, to the nearest cent.
$706,588.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAQ0017
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,886,462.00
g. Value of collateral, to the nearest cent.
$977,665.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAQ9096
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,266,370.00
g. Value of collateral, to the nearest cent.
$978,664.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAR8634
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,734,553.00
g. Value of collateral, to the nearest cent.
$1,171,131.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAS1640
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,094,916.00
g. Value of collateral, to the nearest cent.
$1,220,873.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAU0304
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,803,743.00
g. Value of collateral, to the nearest cent.
$854,026.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAT6360
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,287,976.00
g. Value of collateral, to the nearest cent.
$334,912.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAT4918
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,586,025.00
g. Value of collateral, to the nearest cent.
$335,404.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAZ2683
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,200,000.00
g. Value of collateral, to the nearest cent.
$1,018,589.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL831440
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$61,649,342.00
g. Value of collateral, to the nearest cent.
$549,307.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTAT2390
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,177,966.00
g. Value of collateral, to the nearest cent.
$105,990.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC D98375 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,149,503.00
g. Value of collateral, to the nearest cent.
$1,149,022.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL2849
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,321,451.00
g. Value of collateral, to the nearest cent.
$329,235.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL2943
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,680,530.00
g. Value of collateral, to the nearest cent.
$197,446.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL3002
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,156,661.00
g. Value of collateral, to the nearest cent.
$730,223.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL2666
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,118,519.00
g. Value of collateral, to the nearest cent.
$598,977.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J33737 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,478,439.00
g. Value of collateral, to the nearest cent.
$547,613.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J33952 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,792,081.00
g. Value of collateral, to the nearest cent.
$748,460.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J34357 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,257,363.00
g. Value of collateral, to the nearest cent.
$639,561.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J36383 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,046,364.00
g. Value of collateral, to the nearest cent.
$171,886.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J28743 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$149,319.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J29882 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,888,084.00
g. Value of collateral, to the nearest cent.
$176,819.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J30204 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,912,240.00
g. Value of collateral, to the nearest cent.
$170,202.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J27711 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,162,785.00
g. Value of collateral, to the nearest cent.
$218,426.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J28964 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,108,923.00
g. Value of collateral, to the nearest cent.
$574,077.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC K39033 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$33,861,846.00
g. Value of collateral, to the nearest cent.
$573,257.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J22898 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,557,196.00
g. Value of collateral, to the nearest cent.
$345,988.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J24978 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,062,549.00
g. Value of collateral, to the nearest cent.
$379,368.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J25157 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,547,436.00
g. Value of collateral, to the nearest cent.
$734,429.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC A97806 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,365,009.00
g. Value of collateral, to the nearest cent.
$390,527.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC K00031 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$14,491,175.00
g. Value of collateral, to the nearest cent.
$54,430.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC K30272 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$18,324,080.00
g. Value of collateral, to the nearest cent.
$222,620.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC K39025 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$22,307,618.00
g. Value of collateral, to the nearest cent.
$362,993.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.500 FGPC K39030 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$65,118,477.00
g. Value of collateral, to the nearest cent.
$209,554.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC A90326 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$33,007,318.00
g. Value of collateral, to the nearest cent.
$869,813.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC A90398 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2039-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,076,810.00
g. Value of collateral, to the nearest cent.
$53,318.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC A97236 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,576,383.00
g. Value of collateral, to the nearest cent.
$300,342.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC H09062 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$245,171,038.00
g. Value of collateral, to the nearest cent.
$602,996.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC H09047 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$140,000,000.00
g. Value of collateral, to the nearest cent.
$563,294.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC H09089 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$16,138,641.00
g. Value of collateral, to the nearest cent.
$180,304.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC H09192 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$43,703,435.00
g. Value of collateral, to the nearest cent.
$143,116.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.500 FGPC H09184 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-09-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$45,166,461.00
g. Value of collateral, to the nearest cent.
$141,754.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J15821 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,510,176.00
g. Value of collateral, to the nearest cent.
$126,403.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J17236 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$14,302,079.00
g. Value of collateral, to the nearest cent.
$597,622.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J17967 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,889,228.00
g. Value of collateral, to the nearest cent.
$223,630.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J17942 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,048,373.00
g. Value of collateral, to the nearest cent.
$214,323.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J18129 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,248,143.00
g. Value of collateral, to the nearest cent.
$416,456.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J19924 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,257,179.00
g. Value of collateral, to the nearest cent.
$155,353.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J14369 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$10,574,237.00
g. Value of collateral, to the nearest cent.
$352,486.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J14341 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,637,982.00
g. Value of collateral, to the nearest cent.
$206,574.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J15304 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,009,125.00
g. Value of collateral, to the nearest cent.
$123,031.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J14795 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,527,749.00
g. Value of collateral, to the nearest cent.
$252,825.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J15403 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,894,700.00
g. Value of collateral, to the nearest cent.
$168,082.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J15469 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,611,086.00
g. Value of collateral, to the nearest cent.
$87,511.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC H02223 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$47,472,694.00
g. Value of collateral, to the nearest cent.
$198,621.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC H05119 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,002,625.00
g. Value of collateral, to the nearest cent.
$243,585.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC H10115 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$24,686,222.00
g. Value of collateral, to the nearest cent.
$707,180.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC H19026 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$25,423,028.00
g. Value of collateral, to the nearest cent.
$279,544.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC H19004 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$20,388,257.00
g. Value of collateral, to the nearest cent.
$105,313.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC J13165 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2025-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$21,814,480.00
g. Value of collateral, to the nearest cent.
$161,688.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC H01001 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$11,343,842.00
g. Value of collateral, to the nearest cent.
$160,677.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC H01482 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$33,185,995.00
g. Value of collateral, to the nearest cent.
$386,421.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC H01609 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$26,065,407.00
g. Value of collateral, to the nearest cent.
$168,791.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC H02643 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$31,305,985.00
g. Value of collateral, to the nearest cent.
$197,698.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC H02644 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$23,245,845.00
g. Value of collateral, to the nearest cent.
$253,469.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.500 FGPC H01814 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$113,927,594.00
g. Value of collateral, to the nearest cent.
$149,670.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC G03878 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$82,565,550.00
g. Value of collateral, to the nearest cent.
$925,354.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
07.000 FGPC G04876 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-10-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$24,995,047.00
g. Value of collateral, to the nearest cent.
$417,728.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
07.000 FGPC G04887 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-11-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$34,605,915.00
g. Value of collateral, to the nearest cent.
$345,585.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G08599 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$11,500,000.00
g. Value of collateral, to the nearest cent.
$1,092,944.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q62386 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,231,007.00
g. Value of collateral, to the nearest cent.
$337,998.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q61920 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,014,675.00
g. Value of collateral, to the nearest cent.
$226,328.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q61942 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,021,487.00
g. Value of collateral, to the nearest cent.
$223,080.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q62038 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,293,244.00
g. Value of collateral, to the nearest cent.
$487,553.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q31066 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,678,971.00
g. Value of collateral, to the nearest cent.
$511,159.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q20297 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,997,021.00
g. Value of collateral, to the nearest cent.
$361,456.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q20299 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,324,082.00
g. Value of collateral, to the nearest cent.
$195,975.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC U69902 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$258,000,000.00
g. Value of collateral, to the nearest cent.
$225,649,330.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U93034 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,062,401.00
g. Value of collateral, to the nearest cent.
$181,401.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q17383 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,515,183.00
g. Value of collateral, to the nearest cent.
$307,378.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q20119 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,828,031.00
g. Value of collateral, to the nearest cent.
$283,983.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q16722 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,291,230.00
g. Value of collateral, to the nearest cent.
$73,108.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U91393 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,657,859.00
g. Value of collateral, to the nearest cent.
$434,545.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U91647 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,014,719.00
g. Value of collateral, to the nearest cent.
$128,995.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q06703 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,661,903.00
g. Value of collateral, to the nearest cent.
$396,501.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q06696 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,651,110.00
g. Value of collateral, to the nearest cent.
$231,019.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q05105 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,322,776.00
g. Value of collateral, to the nearest cent.
$424,688.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q05827 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,029,229.00
g. Value of collateral, to the nearest cent.
$241,316.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q06568 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,202,376.00
g. Value of collateral, to the nearest cent.
$251,570.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
02.500 FGPC U70563 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,108,690.00
g. Value of collateral, to the nearest cent.
$62,680.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q03209 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,609,996.00
g. Value of collateral, to the nearest cent.
$414,323.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD1535
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$920.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD7544
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$75,318,572.00
g. Value of collateral, to the nearest cent.
$53,496,526.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8237
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$65,026,000.00
g. Value of collateral, to the nearest cent.
$58,058,064.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD1039
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,050.00
g. Value of collateral, to the nearest cent.
$1,720.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZT0264
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$19,195,392.00
g. Value of collateral, to the nearest cent.
$6,658,517.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4787
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,170,576.00
g. Value of collateral, to the nearest cent.
$528,287.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3922
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,615,427.00
g. Value of collateral, to the nearest cent.
$847,421.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3183
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,694,272.00
g. Value of collateral, to the nearest cent.
$864,979.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE3851
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,164,387.00
g. Value of collateral, to the nearest cent.
$1,008,086.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA6910
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,079,963.00
g. Value of collateral, to the nearest cent.
$592,225.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA9986
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,027,384.00
g. Value of collateral, to the nearest cent.
$563,165.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5867
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,899,859.00
g. Value of collateral, to the nearest cent.
$534,811.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA0903
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,001,926.00
g. Value of collateral, to the nearest cent.
$494,239.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0908
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,004,063.00
g. Value of collateral, to the nearest cent.
$341,295.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQA1139
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,052,482.00
g. Value of collateral, to the nearest cent.
$197,631.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL880287
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$40,697,523.00
g. Value of collateral, to the nearest cent.
$98,584.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 NP871040
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$70,006,796.00
g. Value of collateral, to the nearest cent.
$313,780.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX4604
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,071,778.00
g. Value of collateral, to the nearest cent.
$926,772.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBA2905
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,363,982.00
g. Value of collateral, to the nearest cent.
$255,970.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP887760
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$56,793,858.00
g. Value of collateral, to the nearest cent.
$120,357.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM8345
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$223,872,239.00
g. Value of collateral, to the nearest cent.
$164,339,134.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM8438
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$225,951,666.00
g. Value of collateral, to the nearest cent.
$163,211,420.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAI5986
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,478,882.00
g. Value of collateral, to the nearest cent.
$88,832.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAI7232
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,891,875.00
g. Value of collateral, to the nearest cent.
$169,225.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5222
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,321,598.00
g. Value of collateral, to the nearest cent.
$160,943.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP256327
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$56,793,417.00
g. Value of collateral, to the nearest cent.
$118,365.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF6186
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$6,585,472.00
g. Value of collateral, to the nearest cent.
$6,541,499.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN8539
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,308,749.00
g. Value of collateral, to the nearest cent.
$333,325.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN9632
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,444,517.00
g. Value of collateral, to the nearest cent.
$440,792.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN8092
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,656,498.00
g. Value of collateral, to the nearest cent.
$630,712.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN7888
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,002,237.00
g. Value of collateral, to the nearest cent.
$573,626.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.660 ML957499
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-02-01
e. Coupon or yield.
5.660000
f. The principal amount, to the nearest cent.
$39,714,789.00
g. Value of collateral, to the nearest cent.
$165,809.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP959967
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$179,258,082.00
g. Value of collateral, to the nearest cent.
$291,671.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL942511
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$49,931,959.00
g. Value of collateral, to the nearest cent.
$151,600.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP943997
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$79,090,596.00
g. Value of collateral, to the nearest cent.
$297,725.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP940520
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$34,201,893.00
g. Value of collateral, to the nearest cent.
$285,464.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CL940644
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$20,768,277.00
g. Value of collateral, to the nearest cent.
$105,806.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP920948
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-01-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$37,987,192.00
g. Value of collateral, to the nearest cent.
$89,493.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 NP922741
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$81,400,186.00
g. Value of collateral, to the nearest cent.
$156,391.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP923294
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$36,744,040.00
g. Value of collateral, to the nearest cent.
$318,440.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 NP913248
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$55,968,970.00
g. Value of collateral, to the nearest cent.
$111,596.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP913968
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$33,662,778.00
g. Value of collateral, to the nearest cent.
$289,821.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP899282
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-11-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$21,971,100.00
g. Value of collateral, to the nearest cent.
$101,857.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 NQ889153
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$40,831,311.00
g. Value of collateral, to the nearest cent.
$291,112.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP891423
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$74,485,392.00
g. Value of collateral, to the nearest cent.
$120,872.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP895656
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$27,650,269.00
g. Value of collateral, to the nearest cent.
$219,484.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP897064
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$42,207,070.00
g. Value of collateral, to the nearest cent.
$168,797.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP885032
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$67,903,420.00
g. Value of collateral, to the nearest cent.
$164,054.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF5672
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$53,097,962.00
g. Value of collateral, to the nearest cent.
$49,687,454.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF3381
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,177,072.00
g. Value of collateral, to the nearest cent.
$1,176,189.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN3154
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,160,622.00
g. Value of collateral, to the nearest cent.
$357,513.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBE2244
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,119,746.00
g. Value of collateral, to the nearest cent.
$151,743.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC N31136 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$23,583,245.00
g. Value of collateral, to the nearest cent.
$53,444.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC P51239 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$11,480,048.00
g. Value of collateral, to the nearest cent.
$436,389.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC P51359 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$7,575,393.00
g. Value of collateral, to the nearest cent.
$597,055.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC P51360 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-09-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$12,998,430.00
g. Value of collateral, to the nearest cent.
$874,203.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC P51363 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$12,432,239.00
g. Value of collateral, to the nearest cent.
$443,156.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC P51364 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$14,974,506.00
g. Value of collateral, to the nearest cent.
$610,163.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA4841
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$994,691.00
g. Value of collateral, to the nearest cent.
$934,489.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA4867
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,351,000.00
g. Value of collateral, to the nearest cent.
$3,147,104.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLMA4962
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$918.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CTMA4175
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-11-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$299,334,799.00
g. Value of collateral, to the nearest cent.
$183,345,782.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRMA1356
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,340,000.00
g. Value of collateral, to the nearest cent.
$793,379.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CWMA1555
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,745,070.00
g. Value of collateral, to the nearest cent.
$264,386.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CWMA1274
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$884,269.00
g. Value of collateral, to the nearest cent.
$75,648.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQA0281
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,652,225.00
g. Value of collateral, to the nearest cent.
$355,501.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q59601 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,475,034.00
g. Value of collateral, to the nearest cent.
$538,728.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q57654 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,271,800.00
g. Value of collateral, to the nearest cent.
$176,695.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q57770 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,258,088.00
g. Value of collateral, to the nearest cent.
$160,198.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q58355 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,786,759.00
g. Value of collateral, to the nearest cent.
$293,441.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q51504 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,003.00
g. Value of collateral, to the nearest cent.
$294.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q48725 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,150,603.00
g. Value of collateral, to the nearest cent.
$267,607.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q48850 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,260,776.00
g. Value of collateral, to the nearest cent.
$295,827.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q47946 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,050,609.00
g. Value of collateral, to the nearest cent.
$561,370.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q48657 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,611,592.00
g. Value of collateral, to the nearest cent.
$496,163.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q48678 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,656,217.00
g. Value of collateral, to the nearest cent.
$565,641.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q63957 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,330,657.00
g. Value of collateral, to the nearest cent.
$477,915.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN0998
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,219,645.00
g. Value of collateral, to the nearest cent.
$143,277.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN2564
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,544,325.00
g. Value of collateral, to the nearest cent.
$1,005,515.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7829
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,049,687.00
g. Value of collateral, to the nearest cent.
$512,978.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM8410
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,764,000.00
g. Value of collateral, to the nearest cent.
$159,665.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM8446
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,254,352.00
g. Value of collateral, to the nearest cent.
$246,148.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM8462
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,425,394.00
g. Value of collateral, to the nearest cent.
$1,011,838.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7256
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,953,580.00
g. Value of collateral, to the nearest cent.
$743,595.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7299
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,418,333.00
g. Value of collateral, to the nearest cent.
$418,587.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7301
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,386,508.00
g. Value of collateral, to the nearest cent.
$741,398.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7402
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,994,620.00
g. Value of collateral, to the nearest cent.
$791,948.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7156
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,612,450.00
g. Value of collateral, to the nearest cent.
$492,132.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7187
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,137,424.00
g. Value of collateral, to the nearest cent.
$992,390.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM5392
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,406,249.00
g. Value of collateral, to the nearest cent.
$237,583.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4713
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,931,892.00
g. Value of collateral, to the nearest cent.
$617,262.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM5455
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,231,110.00
g. Value of collateral, to the nearest cent.
$968,505.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM5748
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,892,293.00
g. Value of collateral, to the nearest cent.
$949,155.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4287
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,694,635.00
g. Value of collateral, to the nearest cent.
$804,846.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM5308
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,736,481.00
g. Value of collateral, to the nearest cent.
$935,550.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM5359
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,302,891.00
g. Value of collateral, to the nearest cent.
$436,627.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM5367
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,893,472.00
g. Value of collateral, to the nearest cent.
$853,203.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM4142
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,633,211.00
g. Value of collateral, to the nearest cent.
$616,643.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL872316
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$48,331,092.00
g. Value of collateral, to the nearest cent.
$316,292.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL852322
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$22,909,830.00
g. Value of collateral, to the nearest cent.
$219,068.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL852707
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$38,856,185.00
g. Value of collateral, to the nearest cent.
$333,776.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL868838
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$20,024,804.00
g. Value of collateral, to the nearest cent.
$541,208.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL870158
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$40,325,753.00
g. Value of collateral, to the nearest cent.
$191,515.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL848942
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$69,814,192.00
g. Value of collateral, to the nearest cent.
$326,581.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL849355
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$29,755,072.00
g. Value of collateral, to the nearest cent.
$633,132.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL850088
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$37,407,971.00
g. Value of collateral, to the nearest cent.
$397,642.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL851161
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$14,312,686.00
g. Value of collateral, to the nearest cent.
$174,925.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP745962
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-09-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$162,157,618.00
g. Value of collateral, to the nearest cent.
$462,128.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL831276
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$51,631,876.00
g. Value of collateral, to the nearest cent.
$684,711.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL831395
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$44,810,068.00
g. Value of collateral, to the nearest cent.
$796,311.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRAZ0842
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,082,639.00
g. Value of collateral, to the nearest cent.
$309,339.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAZ2620
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,294,271.00
g. Value of collateral, to the nearest cent.
$1,000,742.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAZ3371
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,007.00
g. Value of collateral, to the nearest cent.
$152.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRAY4215
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,664,259.00
g. Value of collateral, to the nearest cent.
$235,831.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CRAU9356
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,634,568.00
g. Value of collateral, to the nearest cent.
$756,984.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAU8093
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$13,247,393.00
g. Value of collateral, to the nearest cent.
$1,437,896.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAU9237
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,195,471.00
g. Value of collateral, to the nearest cent.
$733,031.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAU1320
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,209,145.00
g. Value of collateral, to the nearest cent.
$604,944.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAU2598
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,608,987.00
g. Value of collateral, to the nearest cent.
$645,610.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAU3169
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,737,648.00
g. Value of collateral, to the nearest cent.
$172,461.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAT3310
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,432,638.00
g. Value of collateral, to the nearest cent.
$396,349.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CQAT2404
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,537,949.00
g. Value of collateral, to the nearest cent.
$315,849.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRAS6038
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,322,523.00
g. Value of collateral, to the nearest cent.
$171,936.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAS9006
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,270,033.00
g. Value of collateral, to the nearest cent.
$540,505.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAR9386
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,159,179.00
g. Value of collateral, to the nearest cent.
$490,127.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAS1019
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,299,526.00
g. Value of collateral, to the nearest cent.
$385,591.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAR2410
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,046,633.00
g. Value of collateral, to the nearest cent.
$201,017.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAR3198
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,074,117.00
g. Value of collateral, to the nearest cent.
$202,245.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIAQ9719
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$12,069,639.00
g. Value of collateral, to the nearest cent.
$963,311.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIAQ1243
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$6,312,588.00
g. Value of collateral, to the nearest cent.
$327,463.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIAQ1267
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$7,687,939.00
g. Value of collateral, to the nearest cent.
$653,062.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CWAQ2254
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,617,752.00
g. Value of collateral, to the nearest cent.
$137,556.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAO7778
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,606,606.00
g. Value of collateral, to the nearest cent.
$503,913.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAP4570
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,119,131.00
g. Value of collateral, to the nearest cent.
$126,284.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAP9824
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,857,900.00
g. Value of collateral, to the nearest cent.
$289,062.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLAL4769
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,514,095.00
g. Value of collateral, to the nearest cent.
$704,295.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAL7141
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,293,945.00
g. Value of collateral, to the nearest cent.
$1,177,305.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAO0210
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$12,057,635.00
g. Value of collateral, to the nearest cent.
$1,366,300.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK9300
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,186,209.00
g. Value of collateral, to the nearest cent.
$823,227.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK9321
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,010,787.00
g. Value of collateral, to the nearest cent.
$740,473.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK9322
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,786,388.00
g. Value of collateral, to the nearest cent.
$445,506.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAK5161
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$9,924,557.00
g. Value of collateral, to the nearest cent.
$544,423.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAK6963
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,910,809.00
g. Value of collateral, to the nearest cent.
$285,852.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK9052
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,150,109.00
g. Value of collateral, to the nearest cent.
$597,913.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK9313
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,548,823.00
g. Value of collateral, to the nearest cent.
$430,895.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK1583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,260,670.00
g. Value of collateral, to the nearest cent.
$581,836.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAK3483
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,233,341.00
g. Value of collateral, to the nearest cent.
$477,213.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAI7392
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,871,228.00
g. Value of collateral, to the nearest cent.
$114,472.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAI8949
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,567,016.00
g. Value of collateral, to the nearest cent.
$121,719.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAJ9184
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$24,412,992.00
g. Value of collateral, to the nearest cent.
$1,112,400.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBV5067
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,115,421.00
g. Value of collateral, to the nearest cent.
$1,092,179.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBV5097
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,122,230.00
g. Value of collateral, to the nearest cent.
$975,215.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBV5162
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,148,639.00
g. Value of collateral, to the nearest cent.
$963,874.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBV7331
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,158,400.00
g. Value of collateral, to the nearest cent.
$537,583.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP1183
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,868,601.00
g. Value of collateral, to the nearest cent.
$796,489.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP3617
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,091,027.00
g. Value of collateral, to the nearest cent.
$628,910.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP5756
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,337,500.00
g. Value of collateral, to the nearest cent.
$792,022.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP6444
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,421,950.00
g. Value of collateral, to the nearest cent.
$1,079,542.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBQ4234
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,165,163.00
g. Value of collateral, to the nearest cent.
$970,212.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBP1134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,701,895.00
g. Value of collateral, to the nearest cent.
$992,409.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP1137
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,792,019.00
g. Value of collateral, to the nearest cent.
$848,987.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP1144
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,338,187.00
g. Value of collateral, to the nearest cent.
$1,040,722.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP1145
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,532,113.00
g. Value of collateral, to the nearest cent.
$808,307.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP1147
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,170,393.00
g. Value of collateral, to the nearest cent.
$441,167.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBO9365
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,891,668.00
g. Value of collateral, to the nearest cent.
$794,748.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO9991
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,276,272.00
g. Value of collateral, to the nearest cent.
$528,402.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBH9418
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,499,575.00
g. Value of collateral, to the nearest cent.
$223,001.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ0116
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,782,746.00
g. Value of collateral, to the nearest cent.
$1,097,332.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH4277
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,776,513.00
g. Value of collateral, to the nearest cent.
$706,537.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBH6683
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$18,918,329.00
g. Value of collateral, to the nearest cent.
$797,880.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBH7346
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,636,985.00
g. Value of collateral, to the nearest cent.
$876,674.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBH7573
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,746,542.00
g. Value of collateral, to the nearest cent.
$879,498.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH3067
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,502,445.00
g. Value of collateral, to the nearest cent.
$619,802.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH3270
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,017,590.00
g. Value of collateral, to the nearest cent.
$477,874.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBH3265
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,103,086.00
g. Value of collateral, to the nearest cent.
$900,394.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE3605
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,012,944.00
g. Value of collateral, to the nearest cent.
$851,077.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE3772
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$19,128,496.00
g. Value of collateral, to the nearest cent.
$6,370,211.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE8436
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,421,343.00
g. Value of collateral, to the nearest cent.
$1,383,491.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE8750
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,260,241.00
g. Value of collateral, to the nearest cent.
$872,776.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBE2669
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,215,061.00
g. Value of collateral, to the nearest cent.
$622,890.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8918
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,138,375.00
g. Value of collateral, to the nearest cent.
$1,108,517.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8410
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,026,656.00
g. Value of collateral, to the nearest cent.
$862,030.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8578
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,026,750.00
g. Value of collateral, to the nearest cent.
$1,000,263.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,023,340.00
g. Value of collateral, to the nearest cent.
$996,990.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7646
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,138,702.00
g. Value of collateral, to the nearest cent.
$1,112,878.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7680
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,090,767.00
g. Value of collateral, to the nearest cent.
$1,059,622.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7776
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,174,064.00
g. Value of collateral, to the nearest cent.
$1,107,519.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7903
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,147,808.00
g. Value of collateral, to the nearest cent.
$1,122,435.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7934
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,109,580.00
g. Value of collateral, to the nearest cent.
$1,087,633.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW6431
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,112,710.00
g. Value of collateral, to the nearest cent.
$823,912.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW6445
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,177,520.00
g. Value of collateral, to the nearest cent.
$1,159,047.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW7030
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,282,407.00
g. Value of collateral, to the nearest cent.
$1,061,310.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8076
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,009,407.00
g. Value of collateral, to the nearest cent.
$979,978.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBW7479
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,070,638.00
g. Value of collateral, to the nearest cent.
$906,843.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW5447
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,218,102.00
g. Value of collateral, to the nearest cent.
$1,006,955.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW6140
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,640,950.00
g. Value of collateral, to the nearest cent.
$1,144,621.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7150
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,046,500.00
g. Value of collateral, to the nearest cent.
$1,013,793.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7162
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,020,542.00
g. Value of collateral, to the nearest cent.
$1,001,997.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW6349
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,156,822.00
g. Value of collateral, to the nearest cent.
$879,355.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW6369
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,138,147.00
g. Value of collateral, to the nearest cent.
$1,118,308.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW3706
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,077,895.00
g. Value of collateral, to the nearest cent.
$1,058,937.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW4827
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,156,929.00
g. Value of collateral, to the nearest cent.
$1,120,318.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW5204
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,019,386.00
g. Value of collateral, to the nearest cent.
$973,396.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW6196
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,170,608.00
g. Value of collateral, to the nearest cent.
$1,149,530.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW1848
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,177,749.00
g. Value of collateral, to the nearest cent.
$1,148,643.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBW1850
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,137,024.00
g. Value of collateral, to the nearest cent.
$1,131,133.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW2312
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,047,272.00
g. Value of collateral, to the nearest cent.
$6,668,915.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW3598
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,168,669.00
g. Value of collateral, to the nearest cent.
$1,095,101.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW3118
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,047,202.00
g. Value of collateral, to the nearest cent.
$889,007.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW1714
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,207,159.00
g. Value of collateral, to the nearest cent.
$1,183,136.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW1721
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,427,548.00
g. Value of collateral, to the nearest cent.
$1,122,283.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW1816
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,090,491.00
g. Value of collateral, to the nearest cent.
$1,029,501.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBW1859
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,036,210.00
g. Value of collateral, to the nearest cent.
$1,031,094.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW1862
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,102,103.00
g. Value of collateral, to the nearest cent.
$1,055,907.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBW1844
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,131,950.00
g. Value of collateral, to the nearest cent.
$1,125,002.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBV8388
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,853,328.00
g. Value of collateral, to the nearest cent.
$6,465,331.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBV8828
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,158,878.00
g. Value of collateral, to the nearest cent.
$1,139,695.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBV8831
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,100,974.00
g. Value of collateral, to the nearest cent.
$949,490.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBV9112
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,140,021.00
g. Value of collateral, to the nearest cent.
$1,106,316.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBV9710
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,179,050.00
g. Value of collateral, to the nearest cent.
$1,116,798.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBW0464
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,019,279.00
g. Value of collateral, to the nearest cent.
$910,158.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBV5072
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,211,705.00
g. Value of collateral, to the nearest cent.
$1,136,812.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC A48686 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$102,081,050.00
g. Value of collateral, to the nearest cent.
$1,163,884.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC A61517 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-10-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$101,720,869.00
g. Value of collateral, to the nearest cent.
$1,322,059.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
07.000 FGPC G03442 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-10-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$100,546,208.00
g. Value of collateral, to the nearest cent.
$1,282,702.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
06.000 FGPC P51367 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$37,341,895.00
g. Value of collateral, to the nearest cent.
$1,026,175.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC L10220 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$202,830,371.00
g. Value of collateral, to the nearest cent.
$1,460,265.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW9387
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,022,807.00
g. Value of collateral, to the nearest cent.
$945,268.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW7909
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,176,510.00
g. Value of collateral, to the nearest cent.
$1,140,390.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM4242
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,134,162.00
g. Value of collateral, to the nearest cent.
$1,153,444.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM3660
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,016,494.00
g. Value of collateral, to the nearest cent.
$323,571.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL9850
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$270.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM3288
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,647,849.00
g. Value of collateral, to the nearest cent.
$491,751.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLZL2282
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,332,773.00
g. Value of collateral, to the nearest cent.
$355,928.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIZK3828
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$15,546,923.00
g. Value of collateral, to the nearest cent.
$743,413.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIZK3899
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,401,425.00
g. Value of collateral, to the nearest cent.
$179,764.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIZK3929
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,993,671.00
g. Value of collateral, to the nearest cent.
$411,767.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIZK3934
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2027-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,003,042.00
g. Value of collateral, to the nearest cent.
$84,035.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CIZK6172
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$13,546,204.00
g. Value of collateral, to the nearest cent.
$1,398,713.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J36382 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2032-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,079,135.00
g. Value of collateral, to the nearest cent.
$292,391.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLZI5046
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,023.00
g. Value of collateral, to the nearest cent.
$4.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J30209 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,421,793.00
g. Value of collateral, to the nearest cent.
$78,705.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J30339 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,237,862.00
g. Value of collateral, to the nearest cent.
$1,327,187.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J33606 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,580,661.00
g. Value of collateral, to the nearest cent.
$1,220,076.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J26343 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$13,706,763.00
g. Value of collateral, to the nearest cent.
$1,279,727.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC J28177 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2029-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,355,690.00
g. Value of collateral, to the nearest cent.
$1,240,905.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J25554 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$11,015,781.00
g. Value of collateral, to the nearest cent.
$1,081,950.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
07.000 FGPC A82013 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-09-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$8,930,187.00
g. Value of collateral, to the nearest cent.
$291,284.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.500 FGPC A90953 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$22,033,079.00
g. Value of collateral, to the nearest cent.
$1,043,047.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC A94284 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,003,636.00
g. Value of collateral, to the nearest cent.
$1,113,490.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q62796 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,409,573.00
g. Value of collateral, to the nearest cent.
$717,645.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q62923 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,004,959.00
g. Value of collateral, to the nearest cent.
$103,587.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q62961 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,763,109.00
g. Value of collateral, to the nearest cent.
$1,002,702.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q63082 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,873,733.00
g. Value of collateral, to the nearest cent.
$848,935.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q62126 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,902,405.00
g. Value of collateral, to the nearest cent.
$794,874.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q62208 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,000,712.00
g. Value of collateral, to the nearest cent.
$743,668.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q62228 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,968,504.00
g. Value of collateral, to the nearest cent.
$665,791.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U93186 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,155,067.00
g. Value of collateral, to the nearest cent.
$776,437.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q35715 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,302,149.00
g. Value of collateral, to the nearest cent.
$886,153.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q39894 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,636,873.00
g. Value of collateral, to the nearest cent.
$1,336,590.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q29156 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,156,050.00
g. Value of collateral, to the nearest cent.
$393,509.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q17688 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,494,898.00
g. Value of collateral, to the nearest cent.
$74,903.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q16986 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,845,957.00
g. Value of collateral, to the nearest cent.
$813,004.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q17118 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,069,354.00
g. Value of collateral, to the nearest cent.
$504,479.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U91914 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,613,259.00
g. Value of collateral, to the nearest cent.
$876,225.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U92993 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,706,831.00
g. Value of collateral, to the nearest cent.
$744,372.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q07066 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,815,373.00
g. Value of collateral, to the nearest cent.
$699,362.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U90675 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,364,185.00
g. Value of collateral, to the nearest cent.
$541,578.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q05213 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,439,409.00
g. Value of collateral, to the nearest cent.
$793,760.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q03146 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,976,320.00
g. Value of collateral, to the nearest cent.
$1,105,403.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD3475
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,026.00
g. Value of collateral, to the nearest cent.
$1,024.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD3425
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,639,771.00
g. Value of collateral, to the nearest cent.
$2,652,772.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD0921
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$67,249,536.00
g. Value of collateral, to the nearest cent.
$53,452,532.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN6326
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,599,557.00
g. Value of collateral, to the nearest cent.
$592,295.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 3VZT1098
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$485,214.00
g. Value of collateral, to the nearest cent.
$63,491.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CNSA0047
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,026.00
g. Value of collateral, to the nearest cent.
$1,023.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD0722
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$73,976,832.00
g. Value of collateral, to the nearest cent.
$54,360,501.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN6203
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,144,701.00
g. Value of collateral, to the nearest cent.
$442,458.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN6095
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,234,173.00
g. Value of collateral, to the nearest cent.
$580,108.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN6096
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,025,195.00
g. Value of collateral, to the nearest cent.
$167,360.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4777
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,747,995.00
g. Value of collateral, to the nearest cent.
$1,371,882.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4860
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,121,009.00
g. Value of collateral, to the nearest cent.
$417,647.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN5010
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,063,721.00
g. Value of collateral, to the nearest cent.
$126,315.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN5053
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,394,852.00
g. Value of collateral, to the nearest cent.
$397,646.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4032
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,399,456.00
g. Value of collateral, to the nearest cent.
$1,190,615.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4750
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,965,563.00
g. Value of collateral, to the nearest cent.
$397,989.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4740
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,663,189.00
g. Value of collateral, to the nearest cent.
$627,094.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3186
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,260,628.00
g. Value of collateral, to the nearest cent.
$465,106.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3194
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,435,770.00
g. Value of collateral, to the nearest cent.
$649,420.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3962
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,428,906.00
g. Value of collateral, to the nearest cent.
$693,015.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3963
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$291.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3156
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,705,431.00
g. Value of collateral, to the nearest cent.
$434,814.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3160
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,019,796.00
g. Value of collateral, to the nearest cent.
$460,320.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3205
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,124,963.00
g. Value of collateral, to the nearest cent.
$1,019,790.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 3VZN0494
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$266,401.00
g. Value of collateral, to the nearest cent.
$55,780.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1004
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,418,985.00
g. Value of collateral, to the nearest cent.
$1,164,569.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1020
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,050,586.00
g. Value of collateral, to the nearest cent.
$1,020,522.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1173
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,034,159.00
g. Value of collateral, to the nearest cent.
$1,009,220.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0006
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,205,606.00
g. Value of collateral, to the nearest cent.
$1,170,630.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0021
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,166,478.00
g. Value of collateral, to the nearest cent.
$1,135,402.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0225
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,211,098.00
g. Value of collateral, to the nearest cent.
$1,190,383.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0435
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,067,835.00
g. Value of collateral, to the nearest cent.
$1,039,526.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0512
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,216,000.00
g. Value of collateral, to the nearest cent.
$1,193,401.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0731
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,187,840.00
g. Value of collateral, to the nearest cent.
$1,152,886.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE9574
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,114,076.00
g. Value of collateral, to the nearest cent.
$1,087,483.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE9646
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,293,994.00
g. Value of collateral, to the nearest cent.
$1,194,732.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE9652
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,079,456.00
g. Value of collateral, to the nearest cent.
$978,576.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0791
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,271,750.00
g. Value of collateral, to the nearest cent.
$1,016,082.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0798
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,210,805.00
g. Value of collateral, to the nearest cent.
$1,183,837.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0864
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,221,281.00
g. Value of collateral, to the nearest cent.
$1,188,668.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8789
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,180,301.00
g. Value of collateral, to the nearest cent.
$1,161,957.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE9091
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,925,008.00
g. Value of collateral, to the nearest cent.
$6,390,295.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE9170
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,233,758.00
g. Value of collateral, to the nearest cent.
$1,118,379.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE9215
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,200,603.00
g. Value of collateral, to the nearest cent.
$1,179,957.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE9318
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,012,489.00
g. Value of collateral, to the nearest cent.
$5,031,064.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE9291
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,133,995.00
g. Value of collateral, to the nearest cent.
$997,336.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8632
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,137,950.00
g. Value of collateral, to the nearest cent.
$1,113,106.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8645
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,111,075.00
g. Value of collateral, to the nearest cent.
$942,949.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE8679
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,413,370.00
g. Value of collateral, to the nearest cent.
$792,098.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8721
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,167,750.00
g. Value of collateral, to the nearest cent.
$1,143,253.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8748
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,004,274.00
g. Value of collateral, to the nearest cent.
$877,994.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8799
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,074,645.00
g. Value of collateral, to the nearest cent.
$1,037,843.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8871
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,210,636.00
g. Value of collateral, to the nearest cent.
$1,176,254.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE8940
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$13,494,597.00
g. Value of collateral, to the nearest cent.
$12,129,583.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8969
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,051,894.00
g. Value of collateral, to the nearest cent.
$989,491.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8165
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,329,150.00
g. Value of collateral, to the nearest cent.
$1,170,702.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8280
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,021,492.00
g. Value of collateral, to the nearest cent.
$995,125.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7424
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,063,840.00
g. Value of collateral, to the nearest cent.
$904,343.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE7508
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,309,205.00
g. Value of collateral, to the nearest cent.
$1,109,438.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7553
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,191,393.00
g. Value of collateral, to the nearest cent.
$1,156,146.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7656
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,122,520.00
g. Value of collateral, to the nearest cent.
$1,096,086.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7946
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,027,304.00
g. Value of collateral, to the nearest cent.
$995,639.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE5506
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,017,331.00
g. Value of collateral, to the nearest cent.
$937,900.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE5511
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,052,658.00
g. Value of collateral, to the nearest cent.
$1,031,461.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE5624
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000,096.00
g. Value of collateral, to the nearest cent.
$982,405.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE5672
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,043,175.00
g. Value of collateral, to the nearest cent.
$896,079.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE5867
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,518,286.00
g. Value of collateral, to the nearest cent.
$844,849.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQE8087
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,529,086.00
g. Value of collateral, to the nearest cent.
$6,661,761.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE3658
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,099,443.00
g. Value of collateral, to the nearest cent.
$1,080,870.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE3671
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,374,358.00
g. Value of collateral, to the nearest cent.
$1,058,708.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE4328
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,154,995.00
g. Value of collateral, to the nearest cent.
$1,122,848.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE6298
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,095,903.00
g. Value of collateral, to the nearest cent.
$1,078,216.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQC2687
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,267,797.00
g. Value of collateral, to the nearest cent.
$1,017,042.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQC8654
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,253,023.00
g. Value of collateral, to the nearest cent.
$706,698.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD2809
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,080,191.00
g. Value of collateral, to the nearest cent.
$731,414.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQE4399
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,315,642.00
g. Value of collateral, to the nearest cent.
$1,028,995.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA6087
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,512,542.00
g. Value of collateral, to the nearest cent.
$832,008.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQB0734
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,012,600.00
g. Value of collateral, to the nearest cent.
$678,362.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQB4450
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$84,668,598.00
g. Value of collateral, to the nearest cent.
$59,999,576.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQC1251
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,050,227.00
g. Value of collateral, to the nearest cent.
$640,307.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5877
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,261,430.00
g. Value of collateral, to the nearest cent.
$977,016.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5869
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,031,944.00
g. Value of collateral, to the nearest cent.
$1,123,440.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5971
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,544,109.00
g. Value of collateral, to the nearest cent.
$1,103,870.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA6043
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,271,578.00
g. Value of collateral, to the nearest cent.
$1,229,638.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA6062
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,895,582.00
g. Value of collateral, to the nearest cent.
$935,516.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQA6204
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,893,288.00
g. Value of collateral, to the nearest cent.
$847,420.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5746
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,267,279.00
g. Value of collateral, to the nearest cent.
$1,039,808.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5759
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,184,715.00
g. Value of collateral, to the nearest cent.
$580,564.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA5873
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,457,469.00
g. Value of collateral, to the nearest cent.
$757,691.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA4224
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,611,661.00
g. Value of collateral, to the nearest cent.
$934,403.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA6180
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,061,564.00
g. Value of collateral, to the nearest cent.
$1,389,248.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQA6187
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,115,329.00
g. Value of collateral, to the nearest cent.
$321,629.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQA6203
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,404,480.00
g. Value of collateral, to the nearest cent.
$1,033,585.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA1381
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,842,050.00
g. Value of collateral, to the nearest cent.
$1,255,488.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA2150
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,426,507.00
g. Value of collateral, to the nearest cent.
$895,859.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA2564
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,839,637.00
g. Value of collateral, to the nearest cent.
$1,207,004.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQA3861
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$141,837,055.00
g. Value of collateral, to the nearest cent.
$60,362,033.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA1124
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,120,194.00
g. Value of collateral, to the nearest cent.
$798,672.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA1129
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,288,588.00
g. Value of collateral, to the nearest cent.
$287,507.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0465
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,192,088.00
g. Value of collateral, to the nearest cent.
$821,582.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0548
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,869,028.00
g. Value of collateral, to the nearest cent.
$1,343,706.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA0555
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,249,317.00
g. Value of collateral, to the nearest cent.
$553,864.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0721
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,825,319.00
g. Value of collateral, to the nearest cent.
$908,612.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0086
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,998,098.00
g. Value of collateral, to the nearest cent.
$952,627.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL880316
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$23,417,020.00
g. Value of collateral, to the nearest cent.
$192,520.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP880456
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$31,003,544.00
g. Value of collateral, to the nearest cent.
$154,930.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL880086
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$45,274,691.00
g. Value of collateral, to the nearest cent.
$699,846.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP878450
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$23,470,296.00
g. Value of collateral, to the nearest cent.
$105,977.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP878451
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$53,222,926.00
g. Value of collateral, to the nearest cent.
$98,356.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL878096
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$70,038,522.00
g. Value of collateral, to the nearest cent.
$869,966.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL878097
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$56,234,268.00
g. Value of collateral, to the nearest cent.
$503,853.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP878663
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$28,323,440.00
g. Value of collateral, to the nearest cent.
$323,996.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL879177
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$42,965,864.00
g. Value of collateral, to the nearest cent.
$1,073,201.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL872293
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$80,528,721.00
g. Value of collateral, to the nearest cent.
$887,265.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFS4422
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$872.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS4483
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$1,000.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB0608
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$250,877,302.00
g. Value of collateral, to the nearest cent.
$178,822,445.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB1126
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$243,895,039.00
g. Value of collateral, to the nearest cent.
$173,594,066.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB6479
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$107,506,314.00
g. Value of collateral, to the nearest cent.
$106,308,327.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCB6504
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,147,447.00
g. Value of collateral, to the nearest cent.
$1,082,345.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY5222
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,001.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY6992
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,087,396.00
g. Value of collateral, to the nearest cent.
$1,110,013.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA2713
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,002,194.00
g. Value of collateral, to the nearest cent.
$1,196,827.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA5850
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,764,643.00
g. Value of collateral, to the nearest cent.
$1,378,200.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX9761
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,077,700.00
g. Value of collateral, to the nearest cent.
$1,091,728.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY0687
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,007,322.00
g. Value of collateral, to the nearest cent.
$1,020,120.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY1134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$975.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3468
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,014,100.00
g. Value of collateral, to the nearest cent.
$1,025,155.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY3475
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,114,185.00
g. Value of collateral, to the nearest cent.
$1,143,365.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3321
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$996.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX6779
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,074,700.00
g. Value of collateral, to the nearest cent.
$1,089,362.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX8481
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,107,147.00
g. Value of collateral, to the nearest cent.
$1,058,301.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8691
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,029,467.00
g. Value of collateral, to the nearest cent.
$1,043,158.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX9026
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,022,041.00
g. Value of collateral, to the nearest cent.
$1,014,037.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX9102
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,139,200.00
g. Value of collateral, to the nearest cent.
$1,147,866.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX5245
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,002,069.00
g. Value of collateral, to the nearest cent.
$964,984.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX5777
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,178,936.00
g. Value of collateral, to the nearest cent.
$1,189,388.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX5914
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,117,876.00
g. Value of collateral, to the nearest cent.
$1,143,038.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX5948
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,038,731.00
g. Value of collateral, to the nearest cent.
$993,759.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX6362
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,058,706.00
g. Value of collateral, to the nearest cent.
$1,059,610.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX6726
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,020,155.00
g. Value of collateral, to the nearest cent.
$1,052,470.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX4014
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,139,256.00
g. Value of collateral, to the nearest cent.
$1,145,844.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX4611
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,052,270.00
g. Value of collateral, to the nearest cent.
$1,043,976.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX4629
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,152,625.00
g. Value of collateral, to the nearest cent.
$1,150,794.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX5100
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,032,155.00
g. Value of collateral, to the nearest cent.
$978,963.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX5134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,153,763.00
g. Value of collateral, to the nearest cent.
$1,044,452.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX2199
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,009,283.00
g. Value of collateral, to the nearest cent.
$989,814.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBD5192
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,589,803.00
g. Value of collateral, to the nearest cent.
$429,118.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBD8003
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,325,821.00
g. Value of collateral, to the nearest cent.
$414,136.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBD7724
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,458,096.00
g. Value of collateral, to the nearest cent.
$654,928.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRBC0100
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$52,550.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBD5350
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,090,786.00
g. Value of collateral, to the nearest cent.
$423,619.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL880824
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$18,413,002.00
g. Value of collateral, to the nearest cent.
$234,719.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL882005
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$40,725,724.00
g. Value of collateral, to the nearest cent.
$535,970.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP881738
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$23,642,459.00
g. Value of collateral, to the nearest cent.
$148,583.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL880307
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$59,491,914.00
g. Value of collateral, to the nearest cent.
$234,508.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX2231
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,056,810.00
g. Value of collateral, to the nearest cent.
$1,007,796.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX2374
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,218,454.00
g. Value of collateral, to the nearest cent.
$1,163,895.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX2837
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,039,804.00
g. Value of collateral, to the nearest cent.
$776,487.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX3155
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,153,368.00
g. Value of collateral, to the nearest cent.
$1,134,405.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX3442
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,065,050.00
g. Value of collateral, to the nearest cent.
$1,072,111.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX1111
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,016,267.00
g. Value of collateral, to the nearest cent.
$927,048.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX1246
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,194,794.00
g. Value of collateral, to the nearest cent.
$1,162,359.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX1247
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,048,646.00
g. Value of collateral, to the nearest cent.
$1,029,697.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX1346
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,141,139.00
g. Value of collateral, to the nearest cent.
$1,050,483.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX1359
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,151,902.00
g. Value of collateral, to the nearest cent.
$1,155,552.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX1536
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,221,063.00
g. Value of collateral, to the nearest cent.
$932,727.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW9388
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,076,993.00
g. Value of collateral, to the nearest cent.
$942,486.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW9424
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,237,306.00
g. Value of collateral, to the nearest cent.
$1,127,473.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW9527
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,147,767.00
g. Value of collateral, to the nearest cent.
$1,118,445.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW9955
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,094,028.00
g. Value of collateral, to the nearest cent.
$912,626.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX0974
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,254,006.00
g. Value of collateral, to the nearest cent.
$1,090,613.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX1057
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,001,972.00
g. Value of collateral, to the nearest cent.
$996,918.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8587
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,005,633.00
g. Value of collateral, to the nearest cent.
$893,579.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8782
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,257,912.00
g. Value of collateral, to the nearest cent.
$1,111,719.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8794
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,193,857.00
g. Value of collateral, to the nearest cent.
$1,074,827.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8795
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,112,060.00
g. Value of collateral, to the nearest cent.
$1,092,732.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM9054
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$730.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS1661
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$761.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAK1516
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,003,418.00
g. Value of collateral, to the nearest cent.
$332,950.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK1554
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,668,825.00
g. Value of collateral, to the nearest cent.
$187,569.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL555135
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$62,697,048.00
g. Value of collateral, to the nearest cent.
$89,641.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAI2822
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$10,093,204.00
g. Value of collateral, to the nearest cent.
$998,959.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5213
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,868,739.00
g. Value of collateral, to the nearest cent.
$1,414,918.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5220
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,582,662.00
g. Value of collateral, to the nearest cent.
$811,509.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CK257457
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-10-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$644,610,531.00
g. Value of collateral, to the nearest cent.
$512,451.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6720
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,139,090.00
g. Value of collateral, to the nearest cent.
$1,136,389.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6939
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$12,254,573.00
g. Value of collateral, to the nearest cent.
$12,224,663.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6932
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$12,002,674.00
g. Value of collateral, to the nearest cent.
$11,978,540.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CTQK1195
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$8,772,651.00
g. Value of collateral, to the nearest cent.
$6,609,600.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA4749
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,217,098.00
g. Value of collateral, to the nearest cent.
$561,697.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA4805
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,525,850.00
g. Value of collateral, to the nearest cent.
$1,248,875.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG1934
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,353,170.00
g. Value of collateral, to the nearest cent.
$1,357,419.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG2562
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,132,241.00
g. Value of collateral, to the nearest cent.
$1,141,552.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG5275
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$7,925,944.00
g. Value of collateral, to the nearest cent.
$8,105,795.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG6059
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,016.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6091
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,044,000.00
g. Value of collateral, to the nearest cent.
$1,047,206.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG6604
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,135,125.00
g. Value of collateral, to the nearest cent.
$1,183,698.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG1776
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,104,119.00
g. Value of collateral, to the nearest cent.
$1,092,017.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG0921
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,252,933.00
g. Value of collateral, to the nearest cent.
$1,156,516.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG0922
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,071,037.00
g. Value of collateral, to the nearest cent.
$1,058,295.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG1183
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,023,441.00
g. Value of collateral, to the nearest cent.
$1,012,972.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG1643
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,045,600.00
g. Value of collateral, to the nearest cent.
$1,078,159.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG1644
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,000,880.00
g. Value of collateral, to the nearest cent.
$1,029,029.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF9073
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,234,722.00
g. Value of collateral, to the nearest cent.
$1,179,947.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF9074
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,013,295.00
g. Value of collateral, to the nearest cent.
$989,067.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG0848
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,108,239.00
g. Value of collateral, to the nearest cent.
$1,095,449.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG0573
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,001,838.00
g. Value of collateral, to the nearest cent.
$1,020,393.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQG0552
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,060,098.00
g. Value of collateral, to the nearest cent.
$1,050,612.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG0578
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$872,499.00
g. Value of collateral, to the nearest cent.
$885,948.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF7876
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,071,785.00
g. Value of collateral, to the nearest cent.
$980,802.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF7956
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,115,524.00
g. Value of collateral, to the nearest cent.
$1,143,915.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF8888
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,220,273.00
g. Value of collateral, to the nearest cent.
$1,166,552.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF8892
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,326,612.00
g. Value of collateral, to the nearest cent.
$1,140,076.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF8209
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,048,116.00
g. Value of collateral, to the nearest cent.
$1,047,984.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF8411
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,105,750.00
g. Value of collateral, to the nearest cent.
$1,104,763.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF6320
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$6,636,426.00
g. Value of collateral, to the nearest cent.
$6,487,548.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF6432
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,036,395.00
g. Value of collateral, to the nearest cent.
$1,012,287.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF6648
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,161,734.00
g. Value of collateral, to the nearest cent.
$1,196,395.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF7227
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,191,905.00
g. Value of collateral, to the nearest cent.
$1,182,006.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQF7236
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,123,353.00
g. Value of collateral, to the nearest cent.
$1,071,311.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF7808
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,124,983.00
g. Value of collateral, to the nearest cent.
$1,090,310.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF5430
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,121,038.00
g. Value of collateral, to the nearest cent.
$984,906.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF5419
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,048,750.00
g. Value of collateral, to the nearest cent.
$1,032,106.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO9985
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,341,584.00
g. Value of collateral, to the nearest cent.
$744,378.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBP1060
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,057,438.00
g. Value of collateral, to the nearest cent.
$578,593.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8278
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,400,873.00
g. Value of collateral, to the nearest cent.
$1,163,888.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8523
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,328,843.00
g. Value of collateral, to the nearest cent.
$758,407.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8756
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,352,269.00
g. Value of collateral, to the nearest cent.
$557,899.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8761
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,141,123.00
g. Value of collateral, to the nearest cent.
$703,524.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO7792
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,009,001.00
g. Value of collateral, to the nearest cent.
$509,983.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8243
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,167,506.00
g. Value of collateral, to the nearest cent.
$828,783.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8268
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,713,731.00
g. Value of collateral, to the nearest cent.
$799,332.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8270
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,233,675.00
g. Value of collateral, to the nearest cent.
$1,379,956.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO3685
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,267,909.00
g. Value of collateral, to the nearest cent.
$658,008.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO4042
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,453,712.00
g. Value of collateral, to the nearest cent.
$1,425,075.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO7784
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,322,766.00
g. Value of collateral, to the nearest cent.
$476,590.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBO7785
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,009,971.00
g. Value of collateral, to the nearest cent.
$486,363.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO2370
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,237,996.00
g. Value of collateral, to the nearest cent.
$346,953.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBO2375
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,806,965.00
g. Value of collateral, to the nearest cent.
$287,528.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO2354
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,323,797.00
g. Value of collateral, to the nearest cent.
$869,894.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO2359
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,705,416.00
g. Value of collateral, to the nearest cent.
$492,117.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO2365
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,044,693.00
g. Value of collateral, to the nearest cent.
$665,156.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO2431
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,165,618.00
g. Value of collateral, to the nearest cent.
$1,068,863.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO0567
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,730,475.00
g. Value of collateral, to the nearest cent.
$850,863.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO1161
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,314,349.00
g. Value of collateral, to the nearest cent.
$570,193.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO1528
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,277,153.00
g. Value of collateral, to the nearest cent.
$1,457,809.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO2688
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,014,714.00
g. Value of collateral, to the nearest cent.
$463,599.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO2368
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,108,695.00
g. Value of collateral, to the nearest cent.
$953,884.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBO0296
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,505,470.00
g. Value of collateral, to the nearest cent.
$644,106.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBO0299
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,711,142.00
g. Value of collateral, to the nearest cent.
$449,373.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN9486
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,051,590.00
g. Value of collateral, to the nearest cent.
$438,390.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN9557
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,028,464.00
g. Value of collateral, to the nearest cent.
$1,010,129.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN7933
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,428,184.00
g. Value of collateral, to the nearest cent.
$622,606.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN8266
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,823,587.00
g. Value of collateral, to the nearest cent.
$461,821.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN8300
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,067,458.00
g. Value of collateral, to the nearest cent.
$654,276.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN7822
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,735,071.00
g. Value of collateral, to the nearest cent.
$568,809.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN6805
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,119,828.00
g. Value of collateral, to the nearest cent.
$777,591.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN6785
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,913,963.00
g. Value of collateral, to the nearest cent.
$606,179.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN6952
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,269,081.00
g. Value of collateral, to the nearest cent.
$867,252.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN5471
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,557,693.00
g. Value of collateral, to the nearest cent.
$656,851.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN5944
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,026,337.00
g. Value of collateral, to the nearest cent.
$539,880.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN6554
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,036,801.00
g. Value of collateral, to the nearest cent.
$535,136.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN6534
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,007,546.00
g. Value of collateral, to the nearest cent.
$257,445.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN4873
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,479,246.00
g. Value of collateral, to the nearest cent.
$849,400.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN4887
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,001,498.00
g. Value of collateral, to the nearest cent.
$275,654.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN5408
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,166,421.00
g. Value of collateral, to the nearest cent.
$917,705.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL995867
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$38,614,462.00
g. Value of collateral, to the nearest cent.
$937,469.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAB2479
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,562,200.00
g. Value of collateral, to the nearest cent.
$659,285.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CZAB4026
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,604,656.00
g. Value of collateral, to the nearest cent.
$1,302,826.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP954858
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$43,575,433.00
g. Value of collateral, to the nearest cent.
$409,557.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL979900
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$39,425,401.00
g. Value of collateral, to the nearest cent.
$573,260.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL982357
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$28,252,634.00
g. Value of collateral, to the nearest cent.
$889,440.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP944132
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$47,226,993.00
g. Value of collateral, to the nearest cent.
$153,601.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL934095
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$64,037,419.00
g. Value of collateral, to the nearest cent.
$628,993.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL940537
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$68,270,530.00
g. Value of collateral, to the nearest cent.
$609,566.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP940659
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-09-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$34,622,189.00
g. Value of collateral, to the nearest cent.
$84,882.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL940767
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$74,986,338.00
g. Value of collateral, to the nearest cent.
$460,967.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL928224
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$40,777,224.00
g. Value of collateral, to the nearest cent.
$750,085.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CL928603
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$38,259,401.00
g. Value of collateral, to the nearest cent.
$1,452,755.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL903793
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$40,958,905.00
g. Value of collateral, to the nearest cent.
$448,793.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 NP911550
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$49,625,778.00
g. Value of collateral, to the nearest cent.
$116,256.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP897411
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$35,853,336.00
g. Value of collateral, to the nearest cent.
$74,119.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP891142
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$24,220,567.00
g. Value of collateral, to the nearest cent.
$127,901.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLFS5237
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,382,212.00
g. Value of collateral, to the nearest cent.
$1,378,838.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP887038
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$38,829,601.00
g. Value of collateral, to the nearest cent.
$253,584.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF5830
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,217,745.00
g. Value of collateral, to the nearest cent.
$1,164,539.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF5888
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,031,743.00
g. Value of collateral, to the nearest cent.
$1,024,983.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF4198
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,123,350.00
g. Value of collateral, to the nearest cent.
$1,150,160.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF4276
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,123,239.00
g. Value of collateral, to the nearest cent.
$876,745.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF5318
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,146,000.00
g. Value of collateral, to the nearest cent.
$893,797.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1294
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,156,066.00
g. Value of collateral, to the nearest cent.
$1,123,102.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1537
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,069,277.00
g. Value of collateral, to the nearest cent.
$925,065.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF2792
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,150,715.00
g. Value of collateral, to the nearest cent.
$1,099,700.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF2770
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,171,260.00
g. Value of collateral, to the nearest cent.
$1,175,954.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF2785
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,093,132.00
g. Value of collateral, to the nearest cent.
$975,565.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQF2786
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,330,649.00
g. Value of collateral, to the nearest cent.
$687,405.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0740
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,331,438.00
g. Value of collateral, to the nearest cent.
$1,177,056.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF0962
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,090,716.00
g. Value of collateral, to the nearest cent.
$949,707.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1026
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,003,384.00
g. Value of collateral, to the nearest cent.
$669,437.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN3678
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,200,160.00
g. Value of collateral, to the nearest cent.
$507,910.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN3864
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,845,474.00
g. Value of collateral, to the nearest cent.
$513,572.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN4845
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,216,956.00
g. Value of collateral, to the nearest cent.
$691,815.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN4852
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,048,121.00
g. Value of collateral, to the nearest cent.
$972,269.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN2084
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,284,873.00
g. Value of collateral, to the nearest cent.
$730,832.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN0984
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,913,611.00
g. Value of collateral, to the nearest cent.
$288,353.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBN1207
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,660,467.00
g. Value of collateral, to the nearest cent.
$889,222.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN1278
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,218,548.00
g. Value of collateral, to the nearest cent.
$1,159,890.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN1457
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,265,764.00
g. Value of collateral, to the nearest cent.
$1,197,729.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN1864
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,387,082.00
g. Value of collateral, to the nearest cent.
$599,743.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN0573
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,721,830.00
g. Value of collateral, to the nearest cent.
$277,166.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN0696
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,869,995.00
g. Value of collateral, to the nearest cent.
$1,213,841.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN0714
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,321,475.00
g. Value of collateral, to the nearest cent.
$900,068.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN0716
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,067,465.00
g. Value of collateral, to the nearest cent.
$673,269.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK9051
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,224,505.00
g. Value of collateral, to the nearest cent.
$1,428,873.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBK9601
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,787,175.00
g. Value of collateral, to the nearest cent.
$811,163.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK9762
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,667,187.00
g. Value of collateral, to the nearest cent.
$425,402.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBM5704
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$143.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN0507
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,194,332.00
g. Value of collateral, to the nearest cent.
$482,827.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK8665
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,431,867.00
g. Value of collateral, to the nearest cent.
$400,274.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK8690
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,830,579.00
g. Value of collateral, to the nearest cent.
$770,956.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6691
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,394,052.00
g. Value of collateral, to the nearest cent.
$740,314.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6879
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,237,764.00
g. Value of collateral, to the nearest cent.
$477,336.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6888
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,600,396.00
g. Value of collateral, to the nearest cent.
$656,114.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK7243
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,263,088.00
g. Value of collateral, to the nearest cent.
$685,284.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6144
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,051,487.00
g. Value of collateral, to the nearest cent.
$1,166,765.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6150
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,753,688.00
g. Value of collateral, to the nearest cent.
$924,832.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK7199
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,002,029.00
g. Value of collateral, to the nearest cent.
$1,215,931.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6169
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,480,756.00
g. Value of collateral, to the nearest cent.
$1,419,985.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6172
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,303,238.00
g. Value of collateral, to the nearest cent.
$1,092,105.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6032
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,148,380.00
g. Value of collateral, to the nearest cent.
$1,187,535.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6043
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,775,108.00
g. Value of collateral, to the nearest cent.
$996,115.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6129
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,673,696.00
g. Value of collateral, to the nearest cent.
$772,285.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK0123
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,414,457.00
g. Value of collateral, to the nearest cent.
$1,171,509.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBK0116
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,471,725.00
g. Value of collateral, to the nearest cent.
$311,244.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBK0152
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,329,050.00
g. Value of collateral, to the nearest cent.
$427,243.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBK0733
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,804,763.00
g. Value of collateral, to the nearest cent.
$1,306,326.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK2042
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$23,592,158.00
g. Value of collateral, to the nearest cent.
$6,435,863.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBJ7541
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,503,520.00
g. Value of collateral, to the nearest cent.
$728,758.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBJ7813
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,137,785.00
g. Value of collateral, to the nearest cent.
$1,410,381.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ8197
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,623,530.00
g. Value of collateral, to the nearest cent.
$847,607.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ8365
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,056,714.00
g. Value of collateral, to the nearest cent.
$1,192,998.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBJ2948
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,562,633.00
g. Value of collateral, to the nearest cent.
$436,710.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ3411
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,559,193.00
g. Value of collateral, to the nearest cent.
$314,836.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ4347
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,979,781.00
g. Value of collateral, to the nearest cent.
$769,899.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ4670
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,777,372.00
g. Value of collateral, to the nearest cent.
$1,324,645.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBJ7117
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,772,297.00
g. Value of collateral, to the nearest cent.
$731,736.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBE3525
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,310,375.00
g. Value of collateral, to the nearest cent.
$503,386.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE3591
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,400,234.00
g. Value of collateral, to the nearest cent.
$777,807.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE3596
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,199,698.00
g. Value of collateral, to the nearest cent.
$146,680.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBD5353
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,944,174.00
g. Value of collateral, to the nearest cent.
$951,733.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAD3135
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$18,175,031.00
g. Value of collateral, to the nearest cent.
$1,005,896.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 NPAE0290
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,837,703.00
g. Value of collateral, to the nearest cent.
$804,191.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CZAE0512
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,621,932.00
g. Value of collateral, to the nearest cent.
$981,770.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAE2768
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,525,068.00
g. Value of collateral, to the nearest cent.
$107,108.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLAD0223
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$57,360,507.00
g. Value of collateral, to the nearest cent.
$981,218.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAD0939
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,048.00
g. Value of collateral, to the nearest cent.
$159.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRMA2734
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$340,889.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CQMA2916
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,267,510.00
g. Value of collateral, to the nearest cent.
$824,234.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CVMA1301
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,853,450.00
g. Value of collateral, to the nearest cent.
$160,658.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CWMA1302
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,024,827.00
g. Value of collateral, to the nearest cent.
$70,649.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CVAB8432
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,810,658.00
g. Value of collateral, to the nearest cent.
$159,520.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CWAB9717
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,805,748.00
g. Value of collateral, to the nearest cent.
$261,314.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAB9916
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,502,892.00
g. Value of collateral, to the nearest cent.
$205,641.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLAC1509
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$17,872,820.00
g. Value of collateral, to the nearest cent.
$895,949.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAC6616
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$45,368,868.00
g. Value of collateral, to the nearest cent.
$1,367,930.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CWAB6108
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$11,696,569.00
g. Value of collateral, to the nearest cent.
$910,017.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRAB7012
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,600,000.00
g. Value of collateral, to the nearest cent.
$1,392,402.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAB7551
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,426,094.00
g. Value of collateral, to the nearest cent.
$126,424.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAB8231
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,995,354.00
g. Value of collateral, to the nearest cent.
$767,156.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTAB8422
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,568,542.00
g. Value of collateral, to the nearest cent.
$247,738.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0283
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,229,499.00
g. Value of collateral, to the nearest cent.
$883,386.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQA0278
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,592,028.00
g. Value of collateral, to the nearest cent.
$575,722.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA0399
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,459,622.00
g. Value of collateral, to the nearest cent.
$666,166.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q59890 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,342,799.00
g. Value of collateral, to the nearest cent.
$942,179.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q59891 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,515,144.00
g. Value of collateral, to the nearest cent.
$871,287.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q59262 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,499,450.00
g. Value of collateral, to the nearest cent.
$787,576.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58368 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,590,230.00
g. Value of collateral, to the nearest cent.
$399,811.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58465 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,607,777.00
g. Value of collateral, to the nearest cent.
$794,973.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q59889 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,788,245.00
g. Value of collateral, to the nearest cent.
$387,263.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q57806 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,176,726.00
g. Value of collateral, to the nearest cent.
$737,543.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58384 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,540,725.00
g. Value of collateral, to the nearest cent.
$326,381.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q53958 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,205,075.00
g. Value of collateral, to the nearest cent.
$519,160.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q56865 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,099,300.00
g. Value of collateral, to the nearest cent.
$726,129.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58035 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,881,246.00
g. Value of collateral, to the nearest cent.
$853,502.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58036 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,496,721.00
g. Value of collateral, to the nearest cent.
$625,627.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58037 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,199,752.00
g. Value of collateral, to the nearest cent.
$513,157.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q52072 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,263,845.00
g. Value of collateral, to the nearest cent.
$613,697.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q53513 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,400,083.00
g. Value of collateral, to the nearest cent.
$647,267.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q53638 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,067,336.00
g. Value of collateral, to the nearest cent.
$460,684.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q53917 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,011,151.00
g. Value of collateral, to the nearest cent.
$284,989.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q50952 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,604,625.00
g. Value of collateral, to the nearest cent.
$850,021.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q51217 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,759,471.00
g. Value of collateral, to the nearest cent.
$789,171.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q51218 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,222,619.00
g. Value of collateral, to the nearest cent.
$1,254,110.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q51255 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,416,293.00
g. Value of collateral, to the nearest cent.
$1,173,754.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q49046 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,700,650.00
g. Value of collateral, to the nearest cent.
$893,984.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q49260 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,819,206.00
g. Value of collateral, to the nearest cent.
$1,184,295.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q50600 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,737,556.00
g. Value of collateral, to the nearest cent.
$579,461.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q48688 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,138,772.00
g. Value of collateral, to the nearest cent.
$844,965.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q48791 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,518,683.00
g. Value of collateral, to the nearest cent.
$1,161,629.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q48155 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,577,096.00
g. Value of collateral, to the nearest cent.
$681,881.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q48174 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,588,433.00
g. Value of collateral, to the nearest cent.
$715,922.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q63397 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,945,661.00
g. Value of collateral, to the nearest cent.
$758,614.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q63742 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,844,507.00
g. Value of collateral, to the nearest cent.
$125,658.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 3VZN0693
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,268,676.00
g. Value of collateral, to the nearest cent.
$173,316.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7413
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,002,008.00
g. Value of collateral, to the nearest cent.
$250,384.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM8901
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,582,261.00
g. Value of collateral, to the nearest cent.
$1,335,002.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7203
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,124,691.00
g. Value of collateral, to the nearest cent.
$1,213,449.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM5724
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,344,463.00
g. Value of collateral, to the nearest cent.
$1,087,703.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7186
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,461,061.00
g. Value of collateral, to the nearest cent.
$1,058,905.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM8026
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,521,605.00
g. Value of collateral, to the nearest cent.
$1,296,636.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM8027
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$320.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4541
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,654,745.00
g. Value of collateral, to the nearest cent.
$1,034,351.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4963
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,524,740.00
g. Value of collateral, to the nearest cent.
$1,092,957.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM4366
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,671,280.00
g. Value of collateral, to the nearest cent.
$924,254.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM5377
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,683,620.00
g. Value of collateral, to the nearest cent.
$1,082,959.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL831404
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$19,140,364.00
g. Value of collateral, to the nearest cent.
$218,262.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIAT0494
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,167,754.00
g. Value of collateral, to the nearest cent.
$77,198.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTAQ3323
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,188,885.00
g. Value of collateral, to the nearest cent.
$156,883.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAO7619
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,087,113.00
g. Value of collateral, to the nearest cent.
$442,589.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTAK9301
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,994,414.00
g. Value of collateral, to the nearest cent.
$1,118,436.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAK3715
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,439,788.00
g. Value of collateral, to the nearest cent.
$349,308.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U91598 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,151,744.00
g. Value of collateral, to the nearest cent.
$138,410.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q07087 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,985,417.00
g. Value of collateral, to the nearest cent.
$936,709.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC U90901 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,120,766.00
g. Value of collateral, to the nearest cent.
$1,213,811.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q05149 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$14,398,310.00
g. Value of collateral, to the nearest cent.
$1,455,983.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q06248 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,874,817.00
g. Value of collateral, to the nearest cent.
$1,119,710.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q01903 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$17,237,672.00
g. Value of collateral, to the nearest cent.
$1,122,906.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q02918 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2041-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,110,259.00
g. Value of collateral, to the nearest cent.
$858,341.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD0945
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,003.00
g. Value of collateral, to the nearest cent.
$804.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN6331
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,685,000.00
g. Value of collateral, to the nearest cent.
$865,827.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN5959
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,462,980.00
g. Value of collateral, to the nearest cent.
$1,091,538.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN5961
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,039,361.00
g. Value of collateral, to the nearest cent.
$1,078,483.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN6041
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,526,906.00
g. Value of collateral, to the nearest cent.
$825,173.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4932
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,560,311.00
g. Value of collateral, to the nearest cent.
$622,833.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLZN4057
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,237,651.00
g. Value of collateral, to the nearest cent.
$1,192,190.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4129
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,540,056.00
g. Value of collateral, to the nearest cent.
$1,332,141.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN4710
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,451,278.00
g. Value of collateral, to the nearest cent.
$592,915.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3987
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,185,559.00
g. Value of collateral, to the nearest cent.
$725,169.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN3162
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,436,376.00
g. Value of collateral, to the nearest cent.
$418,574.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 3VZN0495
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,100,000.00
g. Value of collateral, to the nearest cent.
$443,628.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE8625
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,044,055.00
g. Value of collateral, to the nearest cent.
$1,009,366.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE7945
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,124,425.00
g. Value of collateral, to the nearest cent.
$1,090,447.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQE5395
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,042,917.00
g. Value of collateral, to the nearest cent.
$980,607.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD3323
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,490,560.00
g. Value of collateral, to the nearest cent.
$1,086,587.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQD6942
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$13,801,266.00
g. Value of collateral, to the nearest cent.
$11,014,568.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA5745
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,281,750.00
g. Value of collateral, to the nearest cent.
$694,572.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA4360
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,584,172.00
g. Value of collateral, to the nearest cent.
$704,454.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA6179
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,015,267.00
g. Value of collateral, to the nearest cent.
$1,203,638.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC G61601 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$257,312,768.00
g. Value of collateral, to the nearest cent.
$53,113,958.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA3343
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,162,481.00
g. Value of collateral, to the nearest cent.
$537,284.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA1236
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,664,694.00
g. Value of collateral, to the nearest cent.
$845,932.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0451
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,742,589.00
g. Value of collateral, to the nearest cent.
$1,340,328.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0455
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,596,341.00
g. Value of collateral, to the nearest cent.
$829,509.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQA0081
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,154,743.00
g. Value of collateral, to the nearest cent.
$353,259.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL880422
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$22,429,474.00
g. Value of collateral, to the nearest cent.
$293,678.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL880212
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$60,325,296.00
g. Value of collateral, to the nearest cent.
$1,101,227.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL879495
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$22,710,926.00
g. Value of collateral, to the nearest cent.
$423,062.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL879508
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$37,931,107.00
g. Value of collateral, to the nearest cent.
$79,958.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL879509
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$20,691,374.00
g. Value of collateral, to the nearest cent.
$569,139.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL871311
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$48,584,772.00
g. Value of collateral, to the nearest cent.
$265,991.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL872280
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$90,808,739.00
g. Value of collateral, to the nearest cent.
$766,901.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCA3337
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,333,600.00
g. Value of collateral, to the nearest cent.
$923,498.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCA6398
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$591.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX7204
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$994.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBD6031
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,295,063.00
g. Value of collateral, to the nearest cent.
$411,763.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBA3085
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,484,499.00
g. Value of collateral, to the nearest cent.
$1,124,876.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRBC3492
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$550,000.00
g. Value of collateral, to the nearest cent.
$293,844.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBD0976
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,534,437.00
g. Value of collateral, to the nearest cent.
$629,128.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL880829
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$57,713,477.00
g. Value of collateral, to the nearest cent.
$469,982.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL881723
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$38,736,051.00
g. Value of collateral, to the nearest cent.
$377,919.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAZ8218
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,497,473.00
g. Value of collateral, to the nearest cent.
$768,065.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8787
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,073,655.00
g. Value of collateral, to the nearest cent.
$1,045,673.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CQAK0765
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,760,000.00
g. Value of collateral, to the nearest cent.
$535,639.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAH3583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,246,285.00
g. Value of collateral, to the nearest cent.
$55,459.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAH4474
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,140,994.00
g. Value of collateral, to the nearest cent.
$93,321.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLQA4810
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,049,800.00
g. Value of collateral, to the nearest cent.
$758,127.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO9994
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,321,452.00
g. Value of collateral, to the nearest cent.
$643,740.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO9987
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,570,763.00
g. Value of collateral, to the nearest cent.
$1,006,587.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8271
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,357,596.00
g. Value of collateral, to the nearest cent.
$986,266.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8818
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,021,891.00
g. Value of collateral, to the nearest cent.
$947,874.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO7794
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,001,206.00
g. Value of collateral, to the nearest cent.
$428,836.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO8242
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,308,136.00
g. Value of collateral, to the nearest cent.
$810,623.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO5233
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,410,207.00
g. Value of collateral, to the nearest cent.
$594,267.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO7786
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,862,212.00
g. Value of collateral, to the nearest cent.
$929,732.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO0569
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,738,039.00
g. Value of collateral, to the nearest cent.
$717,584.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN9626
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,637,305.00
g. Value of collateral, to the nearest cent.
$534,012.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN9736
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,517,171.00
g. Value of collateral, to the nearest cent.
$1,031,972.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBO0315
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,085,989.00
g. Value of collateral, to the nearest cent.
$379,960.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBO0306
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,486,941.00
g. Value of collateral, to the nearest cent.
$673,483.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN9502
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,970,430.00
g. Value of collateral, to the nearest cent.
$810,993.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN9618
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,063,732.00
g. Value of collateral, to the nearest cent.
$271,786.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN8879
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,528,625.00
g. Value of collateral, to the nearest cent.
$452,499.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN8289
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,470,066.00
g. Value of collateral, to the nearest cent.
$864,622.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN8279
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,281,808.00
g. Value of collateral, to the nearest cent.
$296,790.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN7868
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,010,113.00
g. Value of collateral, to the nearest cent.
$247,840.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN7874
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,815,775.00
g. Value of collateral, to the nearest cent.
$590,216.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN7929
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,294,827.00
g. Value of collateral, to the nearest cent.
$694,325.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN6789
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,383,341.00
g. Value of collateral, to the nearest cent.
$882,925.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN6949
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,535,513.00
g. Value of collateral, to the nearest cent.
$509,498.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN7019
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,909,650.00
g. Value of collateral, to the nearest cent.
$807,716.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN5945
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,349,838.00
g. Value of collateral, to the nearest cent.
$492,469.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN5946
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,600,373.00
g. Value of collateral, to the nearest cent.
$565,127.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN4860
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,504,655.00
g. Value of collateral, to the nearest cent.
$574,844.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL940768
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$73,269,718.00
g. Value of collateral, to the nearest cent.
$421,347.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP944054
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$117,322,272.00
g. Value of collateral, to the nearest cent.
$407,045.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CL923447
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$38,661,626.00
g. Value of collateral, to the nearest cent.
$753,399.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL904672
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$23,332,270.00
g. Value of collateral, to the nearest cent.
$389,437.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP899810
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$55,532,540.00
g. Value of collateral, to the nearest cent.
$150,535.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL900928
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$60,817,450.00
g. Value of collateral, to the nearest cent.
$712,802.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP900174
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$81,412,677.00
g. Value of collateral, to the nearest cent.
$366,308.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 NP889809
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-10-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$64,105,677.00
g. Value of collateral, to the nearest cent.
$280,216.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQF4921
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$10,652,264.00
g. Value of collateral, to the nearest cent.
$10,243,139.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQF4922
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$6,649,000.00
g. Value of collateral, to the nearest cent.
$6,460,896.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN5465
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,483,186.00
g. Value of collateral, to the nearest cent.
$774,313.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN5470
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,156,352.00
g. Value of collateral, to the nearest cent.
$455,775.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBN3871
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,163,756.00
g. Value of collateral, to the nearest cent.
$1,113,208.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN4857
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,233,686.00
g. Value of collateral, to the nearest cent.
$743,730.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN2148
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,001,447.00
g. Value of collateral, to the nearest cent.
$460,865.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN2981
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,057,540.00
g. Value of collateral, to the nearest cent.
$473,179.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN2995
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,076,512.00
g. Value of collateral, to the nearest cent.
$660,070.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN3155
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,486,811.00
g. Value of collateral, to the nearest cent.
$510,923.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN1033
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,024,277.00
g. Value of collateral, to the nearest cent.
$335,592.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN0588
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,066,324.00
g. Value of collateral, to the nearest cent.
$887,071.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBN0713
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,237,381.00
g. Value of collateral, to the nearest cent.
$1,157,939.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK9008
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,126,716.00
g. Value of collateral, to the nearest cent.
$813,925.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK7247
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,168,372.00
g. Value of collateral, to the nearest cent.
$719,940.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK8692
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,947,518.00
g. Value of collateral, to the nearest cent.
$519,475.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK8784
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,468,219.00
g. Value of collateral, to the nearest cent.
$298,561.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK9876
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,780,850.00
g. Value of collateral, to the nearest cent.
$1,205,098.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6690
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,078,457.00
g. Value of collateral, to the nearest cent.
$735,786.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK7244
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,148,872.00
g. Value of collateral, to the nearest cent.
$1,015,366.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,758,275.00
g. Value of collateral, to the nearest cent.
$1,037,275.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK7076
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,367,723.00
g. Value of collateral, to the nearest cent.
$574,270.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK7170
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,132,795.00
g. Value of collateral, to the nearest cent.
$466,709.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK6081
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,441,878.00
g. Value of collateral, to the nearest cent.
$1,391,157.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBK0122
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,616,567.00
g. Value of collateral, to the nearest cent.
$675,782.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBJ8310
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,806,372.00
g. Value of collateral, to the nearest cent.
$1,084,253.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ8363
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,123,471.00
g. Value of collateral, to the nearest cent.
$828,871.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBJ7337
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,521,611.00
g. Value of collateral, to the nearest cent.
$1,141,341.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH7668
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,072,340.00
g. Value of collateral, to the nearest cent.
$416,660.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE3600
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,261,884.00
g. Value of collateral, to the nearest cent.
$812,476.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBD5369
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,478,996.00
g. Value of collateral, to the nearest cent.
$700,160.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLMA4096
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$35,147.00
g. Value of collateral, to the nearest cent.
$15,470.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA4257
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$467.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CWMA1483
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$848,134.00
g. Value of collateral, to the nearest cent.
$112,961.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRMA2592
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$725,556.00
g. Value of collateral, to the nearest cent.
$244,358.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRMA2633
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$477,513.00
g. Value of collateral, to the nearest cent.
$163,906.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CJMA0569
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$9.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CRMA1715
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,295,000.00
g. Value of collateral, to the nearest cent.
$300,212.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CQMA1169
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$935,000.00
g. Value of collateral, to the nearest cent.
$116,876.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CTMA0777
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$18,094,310.00
g. Value of collateral, to the nearest cent.
$1,149,567.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIAB4213
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$11,829,057.00
g. Value of collateral, to the nearest cent.
$636,700.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP995218
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-10-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$70,617,782.00
g. Value of collateral, to the nearest cent.
$155,998.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL995378
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-01-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$631,391.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q59602 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,362,017.00
g. Value of collateral, to the nearest cent.
$1,069,514.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA0841
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,902,363.00
g. Value of collateral, to the nearest cent.
$1,096,444.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58535 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,191,396.00
g. Value of collateral, to the nearest cent.
$875,365.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58538 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,268,607.00
g. Value of collateral, to the nearest cent.
$646,471.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC Q58718 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,875,300.00
g. Value of collateral, to the nearest cent.
$1,134,040.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q57827 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,572,296.00
g. Value of collateral, to the nearest cent.
$618,230.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q57312 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,005,975.00
g. Value of collateral, to the nearest cent.
$167,743.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q52095 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,839,771.00
g. Value of collateral, to the nearest cent.
$682,363.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q53142 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,474,482.00
g. Value of collateral, to the nearest cent.
$695,308.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q50592 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,792,570.00
g. Value of collateral, to the nearest cent.
$547,757.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q49304 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,848,698.00
g. Value of collateral, to the nearest cent.
$1,283,678.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G67703 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,725,000.00
g. Value of collateral, to the nearest cent.
$1,081,939.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q48714 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,226,024.00
g. Value of collateral, to the nearest cent.
$1,342,644.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q48724 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,228,944.00
g. Value of collateral, to the nearest cent.
$668,371.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q48209 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,313,823.00
g. Value of collateral, to the nearest cent.
$1,124,676.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q63189 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,611,920.00
g. Value of collateral, to the nearest cent.
$764,759.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC Q42043 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,670,308.00
g. Value of collateral, to the nearest cent.
$1,280,773.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC Q44618 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,362,676.00
g. Value of collateral, to the nearest cent.
$923,158.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC Q62230 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,044,030.00
g. Value of collateral, to the nearest cent.
$687,751.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZN2922
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,435,776.00
g. Value of collateral, to the nearest cent.
$473,925.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZM7272
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,916,587.00
g. Value of collateral, to the nearest cent.
$1,233,346.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U91343 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,398,194.00
g. Value of collateral, to the nearest cent.
$659,388.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U40123 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2026-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,033,894.00
g. Value of collateral, to the nearest cent.
$160,772.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP880413
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-10-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$72,713,831.00
g. Value of collateral, to the nearest cent.
$364,302.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 NP880419
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-12-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$58,282,584.00
g. Value of collateral, to the nearest cent.
$75,180.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL872247
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$103,791,407.00
g. Value of collateral, to the nearest cent.
$370,863.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP887660
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$24,715,651.00
g. Value of collateral, to the nearest cent.
$164,383.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 NP888880
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-12-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$110,000,000.00
g. Value of collateral, to the nearest cent.
$503,944.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CZ994095
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$54,897,668.00
g. Value of collateral, to the nearest cent.
$605,348.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL942487
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$53,603,161.00
g. Value of collateral, to the nearest cent.
$361,981.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 NP915801
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$41,787,669.00
g. Value of collateral, to the nearest cent.
$184,285.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 NP901421
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-10-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$26,780,465.00
g. Value of collateral, to the nearest cent.
$161,986.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 NP995509
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$225,553,576.00
g. Value of collateral, to the nearest cent.
$1,170,603.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,952,000,000.00
b. Excluding the value of any sponsor support:
$2,952,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.35%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001675365
c. Other unique identifier.
ARP0XRJW8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FKAR 03.850 WAWA4820
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,627,817.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS7540
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-01-01
e. Coupon or yield.
4.390000
f. The principal amount, to the nearest cent.
$10,351,000.00
g. Value of collateral, to the nearest cent.
$10,171,175.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS7863
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-03-01
e. Coupon or yield.
4.430000
f. The principal amount, to the nearest cent.
$3,658,000.00
g. Value of collateral, to the nearest cent.
$3,578,342.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HXBS8135
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-05-01
e. Coupon or yield.
4.310000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,762,976.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HXBS8205
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-05-01
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$12,450,000.00
g. Value of collateral, to the nearest cent.
$12,440,558.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS8322
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-04-01
e. Coupon or yield.
4.740000
f. The principal amount, to the nearest cent.
$5,350,000.00
g. Value of collateral, to the nearest cent.
$5,399,187.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS8292
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-04-01
e. Coupon or yield.
4.620000
f. The principal amount, to the nearest cent.
$12,450,000.00
g. Value of collateral, to the nearest cent.
$12,439,280.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNMS 02.940 MLBS4813
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.940000
f. The principal amount, to the nearest cent.
$2,090,000.00
g. Value of collateral, to the nearest cent.
$1,540,054.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS6182
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
4.320000
f. The principal amount, to the nearest cent.
$2,863,110.00
g. Value of collateral, to the nearest cent.
$2,724,939.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX H2BS6099
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-10-01
e. Coupon or yield.
4.840000
f. The principal amount, to the nearest cent.
$2,586,766.00
g. Value of collateral, to the nearest cent.
$2,515,340.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS6422
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
4.170000
f. The principal amount, to the nearest cent.
$2,274,383.00
g. Value of collateral, to the nearest cent.
$2,129,982.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HLBS6629
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.350000
f. The principal amount, to the nearest cent.
$2,483,528.00
g. Value of collateral, to the nearest cent.
$2,203,264.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HLBS6741
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.710000
f. The principal amount, to the nearest cent.
$2,417,415.00
g. Value of collateral, to the nearest cent.
$2,235,468.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS3447
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-10-01
e. Coupon or yield.
2.265000
f. The principal amount, to the nearest cent.
$18,400,000.00
g. Value of collateral, to the nearest cent.
$12,225,061.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HLBS3452
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.435000
f. The principal amount, to the nearest cent.
$15,733,310.00
g. Value of collateral, to the nearest cent.
$9,833,462.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HLBS3459
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.420000
f. The principal amount, to the nearest cent.
$4,250,000.00
g. Value of collateral, to the nearest cent.
$2,919,244.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1981
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.590000
f. The principal amount, to the nearest cent.
$7,931,677.00
g. Value of collateral, to the nearest cent.
$7,233,195.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1525
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-02-01
e. Coupon or yield.
3.680000
f. The principal amount, to the nearest cent.
$2,316,095.00
g. Value of collateral, to the nearest cent.
$2,184,873.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1526
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-02-01
e. Coupon or yield.
3.730000
f. The principal amount, to the nearest cent.
$10,164,745.00
g. Value of collateral, to the nearest cent.
$9,523,962.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1584
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-02-01
e. Coupon or yield.
3.890000
f. The principal amount, to the nearest cent.
$1,606,000.00
g. Value of collateral, to the nearest cent.
$1,383,073.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1618
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-03-01
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$5,574,930.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1644
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-03-01
e. Coupon or yield.
3.660000
f. The principal amount, to the nearest cent.
$4,506,000.00
g. Value of collateral, to the nearest cent.
$4,133,434.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1890
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,823,021.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1362
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-01-01
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$5,458,000.00
g. Value of collateral, to the nearest cent.
$4,861,674.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1383
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-01-01
e. Coupon or yield.
3.860000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,490,976.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1454
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-01-01
e. Coupon or yield.
3.870000
f. The principal amount, to the nearest cent.
$3,262,000.00
g. Value of collateral, to the nearest cent.
$2,816,969.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNMS 04.080 MLBL1502
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.080000
f. The principal amount, to the nearest cent.
$7,500,000.00
g. Value of collateral, to the nearest cent.
$6,211,813.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1480
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-02-01
e. Coupon or yield.
3.520000
f. The principal amount, to the nearest cent.
$2,106,222.00
g. Value of collateral, to the nearest cent.
$1,975,011.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1519
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-02-01
e. Coupon or yield.
3.870000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,743,632.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1016
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-12-01
e. Coupon or yield.
3.955000
f. The principal amount, to the nearest cent.
$4,036,000.00
g. Value of collateral, to the nearest cent.
$3,865,102.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1108
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-02-01
e. Coupon or yield.
4.060000
f. The principal amount, to the nearest cent.
$16,000,000.00
g. Value of collateral, to the nearest cent.
$15,237,893.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1126
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,615,870.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1189
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-02-01
e. Coupon or yield.
3.960000
f. The principal amount, to the nearest cent.
$25,149,000.00
g. Value of collateral, to the nearest cent.
$23,740,379.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1313
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-01-01
e. Coupon or yield.
3.985000
f. The principal amount, to the nearest cent.
$7,900,000.00
g. Value of collateral, to the nearest cent.
$7,508,206.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1305
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-01-01
e. Coupon or yield.
3.940000
f. The principal amount, to the nearest cent.
$4,421,000.00
g. Value of collateral, to the nearest cent.
$4,188,074.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1675
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.170000
f. The principal amount, to the nearest cent.
$4,856,489.00
g. Value of collateral, to the nearest cent.
$4,142,410.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0933
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-12-01
e. Coupon or yield.
4.210000
f. The principal amount, to the nearest cent.
$6,899,000.00
g. Value of collateral, to the nearest cent.
$1,193,947.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0939
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-12-01
e. Coupon or yield.
4.300000
f. The principal amount, to the nearest cent.
$977,000.00
g. Value of collateral, to the nearest cent.
$402,257.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1007
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-12-01
e. Coupon or yield.
4.030000
f. The principal amount, to the nearest cent.
$10,152,227.00
g. Value of collateral, to the nearest cent.
$9,648,050.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1011
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-12-01
e. Coupon or yield.
4.020000
f. The principal amount, to the nearest cent.
$3,859,423.00
g. Value of collateral, to the nearest cent.
$3,669,072.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2006
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-04-01
e. Coupon or yield.
3.710000
f. The principal amount, to the nearest cent.
$1,036,000.00
g. Value of collateral, to the nearest cent.
$956,504.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2032
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-04-01
e. Coupon or yield.
3.675000
f. The principal amount, to the nearest cent.
$15,365,000.00
g. Value of collateral, to the nearest cent.
$14,104,493.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2142
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.350000
f. The principal amount, to the nearest cent.
$7,970,053.00
g. Value of collateral, to the nearest cent.
$7,107,443.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2180
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-06-01
e. Coupon or yield.
3.370000
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$5,494,322.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2213
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.340000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,798,282.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1873
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.080000
f. The principal amount, to the nearest cent.
$7,895,024.00
g. Value of collateral, to the nearest cent.
$6,676,419.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1984
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.590000
f. The principal amount, to the nearest cent.
$8,117,100.00
g. Value of collateral, to the nearest cent.
$7,402,289.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1985
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.590000
f. The principal amount, to the nearest cent.
$8,759,700.00
g. Value of collateral, to the nearest cent.
$7,988,300.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1986
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.590000
f. The principal amount, to the nearest cent.
$8,938,350.00
g. Value of collateral, to the nearest cent.
$8,151,218.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1961
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-04-01
e. Coupon or yield.
3.620000
f. The principal amount, to the nearest cent.
$7,500,000.00
g. Value of collateral, to the nearest cent.
$6,849,425.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 840187 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-02-01
e. Coupon or yield.
3.009000
f. The principal amount, to the nearest cent.
$140,669,771.00
g. Value of collateral, to the nearest cent.
$24,322,273.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841084 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-08-01
e. Coupon or yield.
3.255000
f. The principal amount, to the nearest cent.
$109,300,000.00
g. Value of collateral, to the nearest cent.
$26,143,735.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841374 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-02-01
e. Coupon or yield.
3.086000
f. The principal amount, to the nearest cent.
$27,022,313.00
g. Value of collateral, to the nearest cent.
$17,012,895.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841417 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-06-01
e. Coupon or yield.
2.870000
f. The principal amount, to the nearest cent.
$21,051,594.00
g. Value of collateral, to the nearest cent.
$15,906,952.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841569 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.551000
f. The principal amount, to the nearest cent.
$50,888,655.00
g. Value of collateral, to the nearest cent.
$48,429,964.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 02.950 WAWA4809
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-01-01
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$788,586.00
g. Value of collateral, to the nearest cent.
$617,619.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 8D0478 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.320000
f. The principal amount, to the nearest cent.
$23,986,046.00
g. Value of collateral, to the nearest cent.
$22,482,894.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS8338
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-04-01
e. Coupon or yield.
4.610000
f. The principal amount, to the nearest cent.
$11,522,000.00
g. Value of collateral, to the nearest cent.
$11,509,056.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS8366
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-05-01
e. Coupon or yield.
4.660000
f. The principal amount, to the nearest cent.
$9,522,000.00
g. Value of collateral, to the nearest cent.
$9,545,989.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS8604
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-05-01
e. Coupon or yield.
4.410000
f. The principal amount, to the nearest cent.
$17,926,000.00
g. Value of collateral, to the nearest cent.
$17,645,529.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841562 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.502000
f. The principal amount, to the nearest cent.
$76,420,544.00
g. Value of collateral, to the nearest cent.
$71,268,272.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841564 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.997000
f. The principal amount, to the nearest cent.
$40,000,000.00
g. Value of collateral, to the nearest cent.
$38,520,840.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS4065
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-02-01
e. Coupon or yield.
2.210000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,236,070.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS4144
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$745,000.00
g. Value of collateral, to the nearest cent.
$596,800.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL6486
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-04-01
e. Coupon or yield.
2.310000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$43,094.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL9579
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-02-01
e. Coupon or yield.
1.980000
f. The principal amount, to the nearest cent.
$2,175,000.00
g. Value of collateral, to the nearest cent.
$1,403,212.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS0152
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-12-01
e. Coupon or yield.
1.610000
f. The principal amount, to the nearest cent.
$3,689,000.00
g. Value of collateral, to the nearest cent.
$2,681,175.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS0391
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-01-01
e. Coupon or yield.
1.630000
f. The principal amount, to the nearest cent.
$55,000.00
g. Value of collateral, to the nearest cent.
$42,920.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS3265
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-10-01
e. Coupon or yield.
2.290000
f. The principal amount, to the nearest cent.
$20,436,000.00
g. Value of collateral, to the nearest cent.
$13,622,950.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS3284
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-10-01
e. Coupon or yield.
2.150000
f. The principal amount, to the nearest cent.
$2,598,122.00
g. Value of collateral, to the nearest cent.
$1,826,990.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2951
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-06-01
e. Coupon or yield.
3.370000
f. The principal amount, to the nearest cent.
$16,355,496.00
g. Value of collateral, to the nearest cent.
$14,651,667.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HLBL3695
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-08-01
e. Coupon or yield.
3.460000
f. The principal amount, to the nearest cent.
$2,683,000.00
g. Value of collateral, to the nearest cent.
$2,085,297.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL4519
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-12-01
e. Coupon or yield.
2.640000
f. The principal amount, to the nearest cent.
$549,290.00
g. Value of collateral, to the nearest cent.
$483,331.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL5134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-01-01
e. Coupon or yield.
2.460000
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$217,545.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL5565
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-01-01
e. Coupon or yield.
2.990000
f. The principal amount, to the nearest cent.
$1,668,000.00
g. Value of collateral, to the nearest cent.
$1,301,810.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2264
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-04-01
e. Coupon or yield.
3.610000
f. The principal amount, to the nearest cent.
$136,473.00
g. Value of collateral, to the nearest cent.
$117,189.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2339
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.340000
f. The principal amount, to the nearest cent.
$12,812,358.00
g. Value of collateral, to the nearest cent.
$11,520,120.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2498
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-06-01
e. Coupon or yield.
3.400000
f. The principal amount, to the nearest cent.
$13,000,000.00
g. Value of collateral, to the nearest cent.
$11,625,241.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2556
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-06-01
e. Coupon or yield.
3.370000
f. The principal amount, to the nearest cent.
$934,963.00
g. Value of collateral, to the nearest cent.
$842,503.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HLBL2761
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$1,565,000.00
g. Value of collateral, to the nearest cent.
$1,261,928.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1982
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-05-01
e. Coupon or yield.
3.590000
f. The principal amount, to the nearest cent.
$560,000.00
g. Value of collateral, to the nearest cent.
$510,685.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1014
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-12-01
e. Coupon or yield.
3.955000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,576,568.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0495
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-11-01
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,581,996.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0589
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-01-01
e. Coupon or yield.
4.020000
f. The principal amount, to the nearest cent.
$8,592,000.00
g. Value of collateral, to the nearest cent.
$8,255,064.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0726
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-01-01
e. Coupon or yield.
4.010000
f. The principal amount, to the nearest cent.
$8,400,000.00
g. Value of collateral, to the nearest cent.
$8,005,188.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0745
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-01-01
e. Coupon or yield.
4.090000
f. The principal amount, to the nearest cent.
$6,135,784.00
g. Value of collateral, to the nearest cent.
$5,479,406.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0757
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-02-01
e. Coupon or yield.
4.110000
f. The principal amount, to the nearest cent.
$4,953,334.00
g. Value of collateral, to the nearest cent.
$4,775,752.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0381
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-10-01
e. Coupon or yield.
3.825000
f. The principal amount, to the nearest cent.
$2,343,000.00
g. Value of collateral, to the nearest cent.
$2,210,204.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0368
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-10-01
e. Coupon or yield.
4.030000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$941,264.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0407
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-11-01
e. Coupon or yield.
4.020000
f. The principal amount, to the nearest cent.
$7,860,000.00
g. Value of collateral, to the nearest cent.
$6,989,665.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNMS 04.220 2MBL0435
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-06-01
e. Coupon or yield.
4.220000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,146,159.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0466
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-10-01
e. Coupon or yield.
3.690000
f. The principal amount, to the nearest cent.
$5,691,000.00
g. Value of collateral, to the nearest cent.
$5,276,592.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0122
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-10-01
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$6,110,000.00
g. Value of collateral, to the nearest cent.
$5,717,595.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0264
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-11-01
e. Coupon or yield.
3.830000
f. The principal amount, to the nearest cent.
$22,162,621.00
g. Value of collateral, to the nearest cent.
$21,119,441.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0292
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-11-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$12,731,000.00
g. Value of collateral, to the nearest cent.
$11,994,248.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0323
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.210000
f. The principal amount, to the nearest cent.
$2,300,000.00
g. Value of collateral, to the nearest cent.
$1,974,339.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0870
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.280000
f. The principal amount, to the nearest cent.
$5,719,931.00
g. Value of collateral, to the nearest cent.
$4,938,140.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0019
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-10-01
e. Coupon or yield.
3.780000
f. The principal amount, to the nearest cent.
$9,000,000.00
g. Value of collateral, to the nearest cent.
$8,263,386.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0057
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-09-01
e. Coupon or yield.
3.970000
f. The principal amount, to the nearest cent.
$1,125,000.00
g. Value of collateral, to the nearest cent.
$970,066.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0058
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-09-01
e. Coupon or yield.
3.970000
f. The principal amount, to the nearest cent.
$702,000.00
g. Value of collateral, to the nearest cent.
$603,864.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX H2BL0062
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-07-01
e. Coupon or yield.
3.780000
f. The principal amount, to the nearest cent.
$2,174,000.00
g. Value of collateral, to the nearest cent.
$1,895,540.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9673
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-08-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$1,879,259.00
g. Value of collateral, to the nearest cent.
$1,796,450.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9931
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.240000
f. The principal amount, to the nearest cent.
$1,375,000.00
g. Value of collateral, to the nearest cent.
$1,228,188.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9902
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-09-01
e. Coupon or yield.
3.810000
f. The principal amount, to the nearest cent.
$3,521,163.00
g. Value of collateral, to the nearest cent.
$2,978,142.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9915
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-08-01
e. Coupon or yield.
3.790000
f. The principal amount, to the nearest cent.
$11,525,000.00
g. Value of collateral, to the nearest cent.
$10,841,986.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0856
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-02-01
e. Coupon or yield.
4.180000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,905,034.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY387846
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-08-01
e. Coupon or yield.
3.740000
f. The principal amount, to the nearest cent.
$4,400,000.00
g. Value of collateral, to the nearest cent.
$3,812,254.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9785
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-07-01
e. Coupon or yield.
3.775000
f. The principal amount, to the nearest cent.
$12,000,000.00
g. Value of collateral, to the nearest cent.
$11,192,962.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9883
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-07-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$664,848.00
g. Value of collateral, to the nearest cent.
$634,474.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9884
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.020000
f. The principal amount, to the nearest cent.
$5,770,550.00
g. Value of collateral, to the nearest cent.
$4,809,095.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9426
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.040000
f. The principal amount, to the nearest cent.
$8,750,000.00
g. Value of collateral, to the nearest cent.
$7,367,645.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYAN9592
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-08-01
e. Coupon or yield.
3.810000
f. The principal amount, to the nearest cent.
$3,260,000.00
g. Value of collateral, to the nearest cent.
$3,098,131.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109729
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.720000
f. The principal amount, to the nearest cent.
$19,415,917.00
g. Value of collateral, to the nearest cent.
$18,415,958.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109768
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-09-01
e. Coupon or yield.
3.910000
f. The principal amount, to the nearest cent.
$8,000,000.00
g. Value of collateral, to the nearest cent.
$7,155,626.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY387929
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-09-01
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$9,270,000.00
g. Value of collateral, to the nearest cent.
$8,672,786.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY387952
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-09-01
e. Coupon or yield.
3.880000
f. The principal amount, to the nearest cent.
$4,958,817.00
g. Value of collateral, to the nearest cent.
$4,505,905.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY387999
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-08-01
e. Coupon or yield.
3.610000
f. The principal amount, to the nearest cent.
$28,319,668.00
g. Value of collateral, to the nearest cent.
$26,439,393.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109466
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-08-01
e. Coupon or yield.
3.830000
f. The principal amount, to the nearest cent.
$2,116,000.00
g. Value of collateral, to the nearest cent.
$1,939,941.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109486
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-10-01
e. Coupon or yield.
3.830000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,684,983.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109555
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-09-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$8,978,000.00
g. Value of collateral, to the nearest cent.
$8,447,501.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109613
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-09-01
e. Coupon or yield.
3.560000
f. The principal amount, to the nearest cent.
$2,768,000.00
g. Value of collateral, to the nearest cent.
$2,631,030.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109631
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-10-01
e. Coupon or yield.
3.710000
f. The principal amount, to the nearest cent.
$7,400,000.00
g. Value of collateral, to the nearest cent.
$6,898,307.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 02.920 WNWN1142
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-01-01
e. Coupon or yield.
2.920000
f. The principal amount, to the nearest cent.
$7,810,000.00
g. Value of collateral, to the nearest cent.
$6,125,245.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 04.150 WNWN1199
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-01-01
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$15,534,000.00
g. Value of collateral, to the nearest cent.
$14,898,975.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 04.250 WNWN2338
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-01-01
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$10,009,000.00
g. Value of collateral, to the nearest cent.
$9,564,907.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109407
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-08-01
e. Coupon or yield.
3.910000
f. The principal amount, to the nearest cent.
$130,000.00
g. Value of collateral, to the nearest cent.
$123,473.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 04.090 WAWA2229
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-11-01
e. Coupon or yield.
4.090000
f. The principal amount, to the nearest cent.
$9,000.00
g. Value of collateral, to the nearest cent.
$8,371.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 04.250 WAWA2804
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-09-01
e. Coupon or yield.
4.250000
f. The principal amount, to the nearest cent.
$3,483,460.00
g. Value of collateral, to the nearest cent.
$3,224,324.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 02.400 WNWN0087
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-11-01
e. Coupon or yield.
2.400000
f. The principal amount, to the nearest cent.
$5,855,435.00
g. Value of collateral, to the nearest cent.
$4,390,147.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 03.670 WNWN0097
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-05-01
e. Coupon or yield.
3.670000
f. The principal amount, to the nearest cent.
$4,888,000.00
g. Value of collateral, to the nearest cent.
$4,355,981.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841570 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.562000
f. The principal amount, to the nearest cent.
$51,334,153.00
g. Value of collateral, to the nearest cent.
$48,905,248.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841571 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.551000
f. The principal amount, to the nearest cent.
$55,241,968.00
g. Value of collateral, to the nearest cent.
$52,083,414.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841550 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
4.006000
f. The principal amount, to the nearest cent.
$34,142,985.00
g. Value of collateral, to the nearest cent.
$32,014,225.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841551 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.793000
f. The principal amount, to the nearest cent.
$28,301,898.00
g. Value of collateral, to the nearest cent.
$26,267,743.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841568 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.547000
f. The principal amount, to the nearest cent.
$55,946,213.00
g. Value of collateral, to the nearest cent.
$53,157,457.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HXBS8454
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-07-01
e. Coupon or yield.
4.280000
f. The principal amount, to the nearest cent.
$54,528,000.00
g. Value of collateral, to the nearest cent.
$53,446,582.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HXBS9115
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-07-01
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$35,000,000.00
g. Value of collateral, to the nearest cent.
$34,997,853.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0855
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-01-01
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$1,696,000.00
g. Value of collateral, to the nearest cent.
$1,615,661.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0243
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-11-01
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$15,259,000.00
g. Value of collateral, to the nearest cent.
$14,276,681.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL2950
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-06-01
e. Coupon or yield.
3.370000
f. The principal amount, to the nearest cent.
$28,320,282.00
g. Value of collateral, to the nearest cent.
$25,370,026.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 03.190 WNWN3233
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-07-01
e. Coupon or yield.
3.190000
f. The principal amount, to the nearest cent.
$25,495,000.00
g. Value of collateral, to the nearest cent.
$22,667,001.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841582 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.485000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$48,318,825.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841583 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.669000
f. The principal amount, to the nearest cent.
$40,096,371.00
g. Value of collateral, to the nearest cent.
$39,000,450.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841584 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.001000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$48,641,125.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841585 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.147000
f. The principal amount, to the nearest cent.
$44,000,857.00
g. Value of collateral, to the nearest cent.
$43,006,972.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841588 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
3.352000
f. The principal amount, to the nearest cent.
$30,232,365.00
g. Value of collateral, to the nearest cent.
$30,207,251.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841591 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
3.834000
f. The principal amount, to the nearest cent.
$34,758,870.00
g. Value of collateral, to the nearest cent.
$33,294,930.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 8D0489 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.669000
f. The principal amount, to the nearest cent.
$618,769.00
g. Value of collateral, to the nearest cent.
$569,868.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBS4704
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-03-01
e. Coupon or yield.
2.610000
f. The principal amount, to the nearest cent.
$1,560,881.00
g. Value of collateral, to the nearest cent.
$1,218,181.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HLBL2763
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.990000
f. The principal amount, to the nearest cent.
$991,000.00
g. Value of collateral, to the nearest cent.
$803,063.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL1672
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-02-01
e. Coupon or yield.
3.960000
f. The principal amount, to the nearest cent.
$5,995,000.00
g. Value of collateral, to the nearest cent.
$5,718,019.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0382
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-10-01
e. Coupon or yield.
3.825000
f. The principal amount, to the nearest cent.
$6,879,759.00
g. Value of collateral, to the nearest cent.
$6,489,830.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0218
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-12-01
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$29,365,871.00
g. Value of collateral, to the nearest cent.
$27,773,467.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HYBL0092
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-10-01
e. Coupon or yield.
3.690000
f. The principal amount, to the nearest cent.
$7,602,000.00
g. Value of collateral, to the nearest cent.
$7,048,437.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109732
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-09-01
e. Coupon or yield.
3.780000
f. The principal amount, to the nearest cent.
$3,629,765.00
g. Value of collateral, to the nearest cent.
$3,455,445.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MNAR XX.XXX HY109645
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2030-09-01
e. Coupon or yield.
3.730000
f. The principal amount, to the nearest cent.
$5,184,406.00
g. Value of collateral, to the nearest cent.
$4,839,095.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FKAR 02.770 WNWN0077
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-03-01
e. Coupon or yield.
2.770000
f. The principal amount, to the nearest cent.
$26,971,000.00
g. Value of collateral, to the nearest cent.
$20,398,176.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-09-01
e. Coupon or yield.
3.180000
f. The principal amount, to the nearest cent.
$14,000,000.00
g. Value of collateral, to the nearest cent.
$11,655,573.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2044-03-01
e. Coupon or yield.
3.830000
f. The principal amount, to the nearest cent.
$38,516,419.00
g. Value of collateral, to the nearest cent.
$30,538,430.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,652,000,000.00
b. Excluding the value of any sponsor support:
$1,652,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.76%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BOFA SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
BOFA SECURITIES INC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300HN4UKV1E2R3U73
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001675365
c. Other unique identifier.
ARP0XRJX6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-03-31
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$162,436,500.00
g. Value of collateral, to the nearest cent.
$148,956,977.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-06-30
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$8,406,300.00
g. Value of collateral, to the nearest cent.
$8,023,122.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-12-31
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$292,566,500.00
g. Value of collateral, to the nearest cent.
$249,999,974.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,000,000.00
b. Excluding the value of any sponsor support:
$399,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK PLC
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK PLC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
G5GSEF7VJP5I7OUK5573
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001484212
c. Other unique identifier.
ARP0XRK30
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FNMS 06.000 CLMA5108
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$133,433,589.00
g. Value of collateral, to the nearest cent.
$134,890,416.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA4600
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$119,080,000.00
g. Value of collateral, to the nearest cent.
$100,871,576.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA4918
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$141,718,559.00
g. Value of collateral, to the nearest cent.
$134,509,394.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLMA5073
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$136,967,658.00
g. Value of collateral, to the nearest cent.
$137,435,271.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA5106
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$156,796,760.00
g. Value of collateral, to the nearest cent.
$153,701,069.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB6081
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$60,390,945.00
g. Value of collateral, to the nearest cent.
$59,658,694.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB5848
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$150,380,026.00
g. Value of collateral, to the nearest cent.
$146,677,307.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA5107
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$132,563,928.00
g. Value of collateral, to the nearest cent.
$132,181,127.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQC3918
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$142,000,000.00
g. Value of collateral, to the nearest cent.
$104,564,682.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD1657
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$154,158,051.00
g. Value of collateral, to the nearest cent.
$125,511,516.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,194,000,000.00
b. Excluding the value of any sponsor support:
$1,194,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.55%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK PLC
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK PLC 5.420000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
G5GSEF7VJP5I7OUK5573
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001484212
c. Other unique identifier.
ARP0XRK48
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
ENTERGY CORP NEW COM
c. LEI (if available).
4XM3TW50JULSLG8BNC79
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$521,462.00
g. Value of collateral, to the nearest cent.
$53,851,380.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOLOGIC INC COM
c. LEI (if available).
549300DYP6F5ZJL0LB74
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$909,170.00
g. Value of collateral, to the nearest cent.
$73,360,927.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LAM RESEARCH CORP COM
c. LEI (if available).
549300I4GMO6D34U1T02
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,562.00
g. Value of collateral, to the nearest cent.
$10,502,988.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MONSTER BEVERAGE CORP NEW COM
c. LEI (if available).
52990090AP0E7HCB6F33
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$85,222.00
g. Value of collateral, to the nearest cent.
$4,955,659.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SMITH A O CORP COM
c. LEI (if available).
549300XG4US7UJNECY36
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$448,529.00
g. Value of collateral, to the nearest cent.
$32,379,308.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SNAP ON INC COM
c. LEI (if available).
HHWAT5TDOYZMM26KKQ73
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$57,800.00
g. Value of collateral, to the nearest cent.
$15,726,802.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LILLY ELI & CO COM
c. LEI (if available).
FRDRIPF3EKNDJ2CQJL29
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,982.00
g. Value of collateral, to the nearest cent.
$10,078,307.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WYNN RESORTS LTD COM
c. LEI (if available).
254900CEKKWIHTEAB172
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$673,160.00
g. Value of collateral, to the nearest cent.
$73,360,976.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALLEGION PLC ORD SHS
c. LEI (if available).
984500560CAC2E6FB757
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$97,536.00
g. Value of collateral, to the nearest cent.
$11,215,664.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHNSON CTLS INTL PLC SHS
c. LEI (if available).
549300XQ6S1GYKGBL205
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$622,048.00
g. Value of collateral, to the nearest cent.
$43,039,501.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHILIP MORRIS INTL INC COM
c. LEI (if available).
HL3H1H2BGXWVG3BSWR90
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$148,960.00
g. Value of collateral, to the nearest cent.
$14,875,145.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROYAL CARIBBEAN GROUP COM
c. LEI (if available).
K2NEH8QNVW44JIWK7Z55
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$504,696.00
g. Value of collateral, to the nearest cent.
$54,794,844.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TJX COS INC NEW COM
c. LEI (if available).
V167QI9I69W364E2DY52
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2.00
g. Value of collateral, to the nearest cent.
$173.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BECTON DICKINSON & CO COM
c. LEI (if available).
ICE2EP6D98PQUILVRZ91
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$15,090.00
g. Value of collateral, to the nearest cent.
$4,230,028.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADVANCE AUTO PARTS INC COM
c. LEI (if available).
529900UCNQ5H9FSL0Y70
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$683,574.00
g. Value of collateral, to the nearest cent.
$50,017,109.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AUTOZONE INC COM
c. LEI (if available).
GA3JGKJ41LJKXDN23E90
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,773.00
g. Value of collateral, to the nearest cent.
$4,393,086.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FAIR ISAAC CORP COM
c. LEI (if available).
RI6HET5SJUEY30V1PS26
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$791.00
g. Value of collateral, to the nearest cent.
$652,551.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CDW CORP COM
c. LEI (if available).
9845001B052ABF0B6755
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,896.00
g. Value of collateral, to the nearest cent.
$2,029,706.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HCA HEALTHCARE INC COM
c. LEI (if available).
529900PH4ZGUH2MNEU89
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$51.00
g. Value of collateral, to the nearest cent.
$13,935.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HESS CORP COM
c. LEI (if available).
UASVRYNXNK17ULIGK870
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$23,374.00
g. Value of collateral, to the nearest cent.
$3,483,193.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
METTLER TOLEDO INTERNATIONAL COM
c. LEI (if available).
5493000BD5GJNUDIUG10
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,223.00
g. Value of collateral, to the nearest cent.
$6,834,347.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BIOGEN INC COM
c. LEI (if available).
W8J5WZB5IY3K0NDQT671
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$34,628.00
g. Value of collateral, to the nearest cent.
$9,184,384.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRIGHTCOVE INC COM
c. LEI (if available).
5493006VI8OCN44T4W47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$11.00
g. Value of collateral, to the nearest cent.
$43.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ACTIVISION BLIZZARD INC COM
c. LEI (if available).
549300TPQQDBP9GNOF40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3.00
g. Value of collateral, to the nearest cent.
$277.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COLGATE PALMOLIVE CO COM
c. LEI (if available).
YMEGZFW4SBUSS5BQXF88
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$970,124.00
g. Value of collateral, to the nearest cent.
$73,360,776.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPLE INC COM
c. LEI (if available).
HWUPKR0MPOU8FGXBT394
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$374,614.00
g. Value of collateral, to the nearest cent.
$73,360,659.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
META PLATFORMS INC CL A
c. LEI (if available).
BQ4BKCS1HXDV9HN80Z93
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$225,393.00
g. Value of collateral, to the nearest cent.
$73,360,913.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUMANA INC COM
c. LEI (if available).
529900YLDW34GJAO4J06
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$161,837.00
g. Value of collateral, to the nearest cent.
$73,360,712.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MICROSOFT CORP COM
c. LEI (if available).
INR2EJN1ERAN0W5ZP974
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$216,806.00
g. Value of collateral, to the nearest cent.
$73,360,646.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MONDELEZ INTL INC CL A
c. LEI (if available).
549300DV9GIB88LZ5P30
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$977,620.00
g. Value of collateral, to the nearest cent.
$73,360,604.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NVIDIA CORPORATION COM
c. LEI (if available).
549300S4KLFTLO7GSQ80
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$156,922.00
g. Value of collateral, to the nearest cent.
$73,361,035.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PHILLIPS 66 COM
c. LEI (if available).
5493005JBO5YSIGK1814
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$475,056.00
g. Value of collateral, to the nearest cent.
$52,422,429.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REPUBLIC SVCS INC COM
c. LEI (if available).
NKNQHM6BLECKVOQP7O46
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$484,231.00
g. Value of collateral, to the nearest cent.
$73,360,996.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMETEK INC COM
c. LEI (if available).
549300WZDEF9KKE40E98
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$463,576.00
g. Value of collateral, to the nearest cent.
$73,360,902.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMPHENOL CORP NEW CL A
c. LEI (if available).
549300D3L3G0R4U4VT04
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$837,740.00
g. Value of collateral, to the nearest cent.
$73,360,891.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ELEVANCE HEALTH INC COM
c. LEI (if available).
8MYN82XMYQH89CTMTH67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$82,662.00
g. Value of collateral, to the nearest cent.
$38,606,460.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPLIED MATLS INC COM
c. LEI (if available).
41BNNE1AFPNAZELZ6K07
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$132,592.00
g. Value of collateral, to the nearest cent.
$20,144,702.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STRYKER CORPORATION COM
c. LEI (if available).
5493002F0SC4JTBU5137
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$50,725.00
g. Value of collateral, to the nearest cent.
$14,355,175.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CUMMINS INC COM
c. LEI (if available).
ZUNI8PYC725B6H8JU438
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$260,911.00
g. Value of collateral, to the nearest cent.
$67,510,721.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CENTENE CORP DEL COM
c. LEI (if available).
549300Z7JJ4TQSQGT333
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,108,506.00
g. Value of collateral, to the nearest cent.
$73,360,927.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRAPHITE BIO INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$23.00
g. Value of collateral, to the nearest cent.
$57.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EQT CORP COM
c. LEI (if available).
4NT01YGM4X7ZX86ISY52
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$104,600.00
g. Value of collateral, to the nearest cent.
$4,422,488.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRAINGER W W INC COM
c. LEI (if available).
549300TWZSP6O1IH2V34
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,212.00
g. Value of collateral, to the nearest cent.
$1,617,790.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ENPHASE ENERGY INC COM
c. LEI (if available).
5493008U7KIGMI59Z314
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$83.00
g. Value of collateral, to the nearest cent.
$12,809.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DIAMONDBACK ENERGY INC COM
c. LEI (if available).
549300R22LSX6OHWEN64
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$80.00
g. Value of collateral, to the nearest cent.
$11,651.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHIPOTLE MEXICAN GRILL INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,512.00
g. Value of collateral, to the nearest cent.
$2,891,730.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AIR PRODS & CHEMS INC COM
c. LEI (if available).
7QEON6Y1RL5XR3R1W237
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$60,453.00
g. Value of collateral, to the nearest cent.
$18,343,253.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEAGATE TECHNOLOGY HLDNGS PLC ORD SHS
c. LEI (if available).
635400RUXIFEZSRU8X70
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$77,286.00
g. Value of collateral, to the nearest cent.
$4,903,796.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VERISIGN INC COM
c. LEI (if available).
LMPL4N8ZOJRMF0KOF759
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$352,223.00
g. Value of collateral, to the nearest cent.
$73,361,006.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED RENTALS INC COM
c. LEI (if available).
5323X5O7RN0NKFCDRY08
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$101.00
g. Value of collateral, to the nearest cent.
$45,053.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.42%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,467,000,000.00
b. Excluding the value of any sponsor support:
$1,467,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.67%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BNP PARIBAS SA
Item C.2 The title of the issue (including coupon, if applicable).
BNP PARIBAS SA 5.470000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
R0MUWSFPU8MPRO8K5P83
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000872786
c. Other unique identifier.
ARP0XRK55
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
ALCOA NEDERLAND HLDG B V SR GLBL 144A 29
c. LEI (if available).
5493000UL1QLQLT1VQ42
d. Maturity date.
2029-03-31
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$1,081,992.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ALGONQUIN POWER & UTILITIES CO JR SB GLBL
c. LEI (if available).
549300K5VIUTJXQL7X75
d. Maturity date.
2082-01-18
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,613.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN EXPRESS CO ALT TIER I PERP
c. LEI (if available).
R4PP93JZOLY261QX3811
d. Maturity date.
2079-12-31
e. Coupon or yield.
3.550000
f. The principal amount, to the nearest cent.
$1,985,000.00
g. Value of collateral, to the nearest cent.
$1,669,099.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M D C HLDGS INC CR SEN SR NT6%43
c. LEI (if available).
5299005FV4VNV75R8R35
d. Maturity date.
2043-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,786.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M D C HLDGS INC CR SEN SR GLBL61
c. LEI (if available).
5299005FV4VNV75R8R35
d. Maturity date.
2061-08-06
e. Coupon or yield.
3.966000
f. The principal amount, to the nearest cent.
$9,066,000.00
g. Value of collateral, to the nearest cent.
$5,377,127.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC PERP JR SB -P NT
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2099-12-31
e. Coupon or yield.
8.210860
f. The principal amount, to the nearest cent.
$728,000.00
g. Value of collateral, to the nearest cent.
$739,809.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ING GROEP N.V. ALT TIER I PERP
c. LEI (if available).
549300NYKK9MWM7GGW15
d. Maturity date.
2500-12-31
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$4,050,000.00
g. Value of collateral, to the nearest cent.
$3,081,697.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INTL GAME TECH PLC SR SEC 144A NT25
c. LEI (if available).
549300UQ6KHRCZDRGZ76
d. Maturity date.
2025-02-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,400,000.00
g. Value of collateral, to the nearest cent.
$2,474,500.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIBERTY MUT GROUP INC EXT JR SB GLBL87
c. LEI (if available).
QUR0DG15Z6FFGYCHH861
d. Maturity date.
2087-03-07
e. Coupon or yield.
7.800000
f. The principal amount, to the nearest cent.
$1,306,000.00
g. Value of collateral, to the nearest cent.
$1,379,849.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIBERTY MUT GROUP INC EXT JR SB GLBL87
c. LEI (if available).
QUR0DG15Z6FFGYCHH861
d. Maturity date.
2087-03-07
e. Coupon or yield.
7.800000
f. The principal amount, to the nearest cent.
$481,000.00
g. Value of collateral, to the nearest cent.
$508,198.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LIBERTY MUT GROUP INC JR SB -F 144A 51
c. LEI (if available).
QUR0DG15Z6FFGYCHH861
d. Maturity date.
2051-12-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$2,519,000.00
g. Value of collateral, to the nearest cent.
$2,023,111.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GENERAL ELECTRIC CO PERP SUB GLBL -B
c. LEI (if available).
3C7474T6CDKPR9K6YT90
d. Maturity date.
2099-12-31
e. Coupon or yield.
7.872000
f. The principal amount, to the nearest cent.
$313,000.00
g. Value of collateral, to the nearest cent.
$316,148.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC PERP SUB GLBL NT
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$489,000.00
g. Value of collateral, to the nearest cent.
$429,337.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC TIER I PERP GLBL
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2500-12-31
e. Coupon or yield.
3.800000
f. The principal amount, to the nearest cent.
$6,435,000.00
g. Value of collateral, to the nearest cent.
$5,367,883.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSCANADA TRUST SUB COCO 79
c. LEI (if available).
549300Y0MFCAXLBWUV51
d. Maturity date.
2079-09-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,408,000.00
g. Value of collateral, to the nearest cent.
$2,104,658.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SYNCHRONY FINANCIAL SUB GLBL NT 33
c. LEI (if available).
549300RS7EWPM9MA6C78
d. Maturity date.
2033-02-02
e. Coupon or yield.
7.250000
f. The principal amount, to the nearest cent.
$115,000.00
g. Value of collateral, to the nearest cent.
$111,509.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANDS CHINA LTD CR SEN SR GLBL30
c. LEI (if available).
549300EVO6UZDGY05787
d. Maturity date.
2030-06-18
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$3,175,000.00
g. Value of collateral, to the nearest cent.
$2,923,087.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SANDS CHINA LTD CR SEN SR GLBL29
c. LEI (if available).
549300EVO6UZDGY05787
d. Maturity date.
2029-03-08
e. Coupon or yield.
3.350000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$174,898.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEMPRA PERP SUB GLBL -C
c. LEI (if available).
PBBKGKLRK5S5C0Y4T545
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$23,955.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMERA INC SUB COCO 76
c. LEI (if available).
NQZVQT2P5IUF2PGA1Q48
d. Maturity date.
2076-06-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$23,696,000.00
g. Value of collateral, to the nearest cent.
$23,219,118.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMG RESOURCES AUGUST 2006 PTY SR 144A NT 31
c. LEI (if available).
549300EFD6S2NFE9D745
d. Maturity date.
2031-04-01
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$41,000.00
g. Value of collateral, to the nearest cent.
$35,843.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMG RESOURCES AUGUST 2006 PTY SR 144A NT 30
c. LEI (if available).
549300EFD6S2NFE9D745
d. Maturity date.
2030-04-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$5,275,000.00
g. Value of collateral, to the nearest cent.
$5,132,656.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBRAER NETHERLANDS FIN SR GLBL NT5.4%27
c. LEI (if available).
724500PBR8LR26XBSP67
d. Maturity date.
2027-02-01
e. Coupon or yield.
5.400000
f. The principal amount, to the nearest cent.
$688,000.00
g. Value of collateral, to the nearest cent.
$694,150.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMERA INC SUB COCO 76
c. LEI (if available).
NQZVQT2P5IUF2PGA1Q48
d. Maturity date.
2076-06-15
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$16,166,000.00
g. Value of collateral, to the nearest cent.
$15,840,659.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DEUTSCHE BK AG ALT TIER I COCO
c. LEI (if available).
7LTWFZYICNSX8D621K86
d. Maturity date.
2099-12-31
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$7,000,000.00
g. Value of collateral, to the nearest cent.
$6,544,258.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DEUTSCHE BK AG ALT TIER I PERP
c. LEI (if available).
7LTWFZYICNSX8D621K86
d. Maturity date.
2099-12-31
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$9,800,000.00
g. Value of collateral, to the nearest cent.
$8,306,708.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 23
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2023-09-18
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$191,000.00
g. Value of collateral, to the nearest cent.
$194,824.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 26
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2026-06-26
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$35,000.00
g. Value of collateral, to the nearest cent.
$33,806.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 30
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2030-04-29
e. Coupon or yield.
6.875000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$95,645.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ECOPETROL S A SR GLBL NT 33
c. LEI (if available).
254900IDGKCJICKBPA66
d. Maturity date.
2033-01-13
e. Coupon or yield.
8.875000
f. The principal amount, to the nearest cent.
$350,000.00
g. Value of collateral, to the nearest cent.
$358,456.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP -Z NT7.375%
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,039.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP -Z NT7.375%
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
7.375000
f. The principal amount, to the nearest cent.
$347,000.00
g. Value of collateral, to the nearest cent.
$360,671.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN EXPRESS CO ALT TIER I PERP
c. LEI (if available).
R4PP93JZOLY261QX3811
d. Maturity date.
2079-12-31
e. Coupon or yield.
3.550000
f. The principal amount, to the nearest cent.
$3,014,000.00
g. Value of collateral, to the nearest cent.
$2,534,340.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SITIOS LATINOAMERICA S A B DE GLBL 144A NT 32
d. Maturity date.
2032-04-04
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$186,171.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZIONS BANCORPORATION NATL ASSN PERP JR GLBL -J
c. LEI (if available).
8WH0EE09O9V05QJZ3V89
d. Maturity date.
2500-12-31
e. Coupon or yield.
7.200000
f. The principal amount, to the nearest cent.
$131,000.00
g. Value of collateral, to the nearest cent.
$122,276.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZIONS BANCORPORATION NATL ASSN PERP JR GLBL -J
c. LEI (if available).
8WH0EE09O9V05QJZ3V89
d. Maturity date.
2500-12-31
e. Coupon or yield.
7.200000
f. The principal amount, to the nearest cent.
$6,889,000.00
g. Value of collateral, to the nearest cent.
$6,430,261.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KLABIN AUSTRIA GMBH SR GLBL REGS 29
c. LEI (if available).
984500578YEA8DD41B09
d. Maturity date.
2029-04-03
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$500,513.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO PERP JR SB GLBL
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$2,470,267.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO PERP JR SB GLBL
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$1,997,000.00
g. Value of collateral, to the nearest cent.
$1,973,249.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WESTERN ALLIANCE BANCORP LW TIER II 31
c. LEI (if available).
5493003VJXZ5JXT9S762
d. Maturity date.
2031-06-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$457,000.00
g. Value of collateral, to the nearest cent.
$377,405.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WESTERN ALLIANCE BANCORP LW TIER II 31
c. LEI (if available).
5493003VJXZ5JXT9S762
d. Maturity date.
2031-06-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,866,000.00
g. Value of collateral, to the nearest cent.
$3,192,671.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VENTURE GLOBAL CALCASIEU PASS SR SEC 144A NT31
c. LEI (if available).
549300GKHS6RS20NLH85
d. Maturity date.
2031-08-15
e. Coupon or yield.
4.125000
f. The principal amount, to the nearest cent.
$18,540,000.00
g. Value of collateral, to the nearest cent.
$16,035,076.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VODAFONE GROUP PLC SUB GLBL NT 7%79
c. LEI (if available).
213800TB53ELEUKM7Q61
d. Maturity date.
2079-04-04
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,473,000.00
g. Value of collateral, to the nearest cent.
$2,586,425.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO EXT JR SB GLBL86
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2086-12-01
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$3,696,000.00
g. Value of collateral, to the nearest cent.
$3,668,844.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO EXT JR SB GLBL86
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2086-12-01
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$992.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO PERP JR SB GLBL
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$19,762.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP JR GLBL -B
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.550710
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$255,531.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP JR GLBL -B
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.550710
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,022.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AERCAP GLOBAL AVIATION TR JR SB 144A NT 45
c. LEI (if available).
635400FBSV8LXXNRV758
d. Maturity date.
2045-06-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$364,000.00
g. Value of collateral, to the nearest cent.
$358,571.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT45
d. Maturity date.
2045-10-23
e. Coupon or yield.
6.484000
f. The principal amount, to the nearest cent.
$16,000.00
g. Value of collateral, to the nearest cent.
$15,127.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP -M NT 6.3%
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.300000
f. The principal amount, to the nearest cent.
$526,000.00
g. Value of collateral, to the nearest cent.
$519,582.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC TIER I PERP GLBL
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.700000
f. The principal amount, to the nearest cent.
$1,562,000.00
g. Value of collateral, to the nearest cent.
$1,379,183.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT63
d. Maturity date.
2063-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$47,000.00
g. Value of collateral, to the nearest cent.
$38,447.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP SUB GLBL -D
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.786710
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,018.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP -M NT 6.3%
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.300000
f. The principal amount, to the nearest cent.
$96,000.00
g. Value of collateral, to the nearest cent.
$94,828.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT52
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.900000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$13,154.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT61
d. Maturity date.
2061-12-01
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$66,000.00
g. Value of collateral, to the nearest cent.
$44,801.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT42
d. Maturity date.
2042-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,959,000.00
g. Value of collateral, to the nearest cent.
$6,722,557.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT62
d. Maturity date.
2062-06-30
e. Coupon or yield.
3.950000
f. The principal amount, to the nearest cent.
$54,000.00
g. Value of collateral, to the nearest cent.
$33,023.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SEMPRA PERP SUB GLBL -C
c. LEI (if available).
PBBKGKLRK5S5C0Y4T545
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$1,626,000.00
g. Value of collateral, to the nearest cent.
$1,558,056.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OPEN TEXT CORP SR SEC GLBL 27
c. LEI (if available).
549300HP7ONDQODZJV16
d. Maturity date.
2027-12-01
e. Coupon or yield.
6.900000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$411,480.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROVIDENT FING TR I PERP JR SB GLBL
d. Maturity date.
2038-03-15
e. Coupon or yield.
7.405000
f. The principal amount, to the nearest cent.
$36,686,000.00
g. Value of collateral, to the nearest cent.
$37,306,156.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO SANTANDER S.A. ALT TIER I PERP
c. LEI (if available).
5493006QMFDDMYWIAM13
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$3,600,000.00
g. Value of collateral, to the nearest cent.
$2,898,049.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PROPERTIES LP GLBL NT 5.625%52
c. LEI (if available).
254900X4QE7SGKQLLN38
d. Maturity date.
2052-05-15
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$366,000.00
g. Value of collateral, to the nearest cent.
$336,377.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO JR SB -B DEB 29
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2029-11-15
e. Coupon or yield.
7.950000
f. The principal amount, to the nearest cent.
$1,841,000.00
g. Value of collateral, to the nearest cent.
$2,027,499.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT47
d. Maturity date.
2047-05-01
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$16,541.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER 5.375%38
d. Maturity date.
2038-04-01
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$20,000.00
g. Value of collateral, to the nearest cent.
$17,493.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER 5.375%38
d. Maturity date.
2038-04-01
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,749.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC NT5.75%48
d. Maturity date.
2048-04-01
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$3,984,000.00
g. Value of collateral, to the nearest cent.
$3,467,859.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT51
d. Maturity date.
2051-04-01
e. Coupon or yield.
3.700000
f. The principal amount, to the nearest cent.
$8,000.00
g. Value of collateral, to the nearest cent.
$5,125.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BANCO SANTANDER S.A. ALT TIER I PERP
c. LEI (if available).
5493006QMFDDMYWIAM13
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$3,200,000.00
g. Value of collateral, to the nearest cent.
$2,576,043.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NISSAN MOTOR CO LTD SR GLBL REGS 25
c. LEI (if available).
353800DRBDH1LUTNAY26
d. Maturity date.
2025-09-17
e. Coupon or yield.
3.522000
f. The principal amount, to the nearest cent.
$240,000.00
g. Value of collateral, to the nearest cent.
$229,354.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M & T BK CORP ALT TIER I PERP
c. LEI (if available).
549300WYXDDBYRASEG81
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.450000
f. The principal amount, to the nearest cent.
$1,360,000.00
g. Value of collateral, to the nearest cent.
$1,347,027.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M & T BK CORP ALT TIER I PERP
c. LEI (if available).
549300WYXDDBYRASEG81
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,797,000.00
g. Value of collateral, to the nearest cent.
$1,608,315.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M & T BK CORP ALT TIER I PERP
c. LEI (if available).
549300WYXDDBYRASEG81
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,952,000.00
g. Value of collateral, to the nearest cent.
$4,432,040.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMERICA INC PERP SUB GLBL -A
c. LEI (if available).
I9Q57JVPWHHZ3ZGBW498
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$885.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CARNIVAL CORP SR SEC GLBL 28
c. LEI (if available).
F1OF2ZSX47CR0BCWA982
d. Maturity date.
2028-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$62,460,000.00
g. Value of collateral, to the nearest cent.
$56,646,778.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
REGIONS FINANCIAL CORP NEW TIER I PERP GLBL
c. LEI (if available).
CW05CS5KW59QTC0DG824
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.750000
f. The principal amount, to the nearest cent.
$158,000.00
g. Value of collateral, to the nearest cent.
$153,172.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC TIER I PERP GLBL
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$86,857.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC ALT TIER I PERP
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2500-12-31
e. Coupon or yield.
3.650000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$83,483.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMERICA INC PERP SUB GLBL -A
c. LEI (if available).
I9Q57JVPWHHZ3ZGBW498
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.625000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,770.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UBS GROUP AG ALT TIER I PERP
c. LEI (if available).
549300SZJ9VS8SGXAN81
d. Maturity date.
2079-12-31
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$21,508,000.00
g. Value of collateral, to the nearest cent.
$16,290,583.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDISON INTL PERP SR GLBL -B
c. LEI (if available).
549300I7ROF15MAEVP56
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,138,000.00
g. Value of collateral, to the nearest cent.
$1,011,555.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOLDMAN SACHS GROUP INC PERP SB O NT5.3%
c. LEI (if available).
784F5XWPLTWKTBV3E584
d. Maturity date.
2099-12-31
e. Coupon or yield.
5.300000
f. The principal amount, to the nearest cent.
$13,000.00
g. Value of collateral, to the nearest cent.
$12,773.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMG RESOURCES AUGUST 2006 PTY SR 144A NT 32
c. LEI (if available).
549300EFD6S2NFE9D745
d. Maturity date.
2032-04-15
e. Coupon or yield.
6.125000
f. The principal amount, to the nearest cent.
$78,000.00
g. Value of collateral, to the nearest cent.
$76,361.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDISON INTL PERP SR GLBL -B
c. LEI (if available).
549300I7ROF15MAEVP56
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$87,000.00
g. Value of collateral, to the nearest cent.
$77,333.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC ALT TIER I PERP
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.150000
f. The principal amount, to the nearest cent.
$464,000.00
g. Value of collateral, to the nearest cent.
$393,096.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EDISON INTL PERP SUB GLBL -A
c. LEI (if available).
549300I7ROF15MAEVP56
d. Maturity date.
2500-12-31
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,728.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC GLBL NT41
d. Maturity date.
2041-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,353.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FORD MTR CO DEL SR NT 4.75%43
c. LEI (if available).
20S05OYHG0MQM4VUIC57
d. Maturity date.
2043-01-15
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$180,000.00
g. Value of collateral, to the nearest cent.
$140,951.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APPLE INC SR GLBL NT 25
c. LEI (if available).
HWUPKR0MPOU8FGXBT394
d. Maturity date.
2025-05-11
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$3,410,000.00
g. Value of collateral, to the nearest cent.
$3,198,818.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT4.4%46
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2046-04-15
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$27,000.00
g. Value of collateral, to the nearest cent.
$21,519.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT4.4%46
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2046-04-15
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,594.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCHE HOLDINGS INC SR 144A NT 24
c. LEI (if available).
PVJRP0EQNV6OGDPZGY95
d. Maturity date.
2024-03-08
e. Coupon or yield.
1.882000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$196,927.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBRAER NETHERLANDS FIN SR GLBL 144A 30
c. LEI (if available).
724500PBR8LR26XBSP67
d. Maturity date.
2030-07-28
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$4,044,355.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EMBRAER NETHERLANDS FIN SR REGS NT 28
c. LEI (if available).
724500PBR8LR26XBSP67
d. Maturity date.
2028-01-17
e. Coupon or yield.
6.950000
f. The principal amount, to the nearest cent.
$1,560,000.00
g. Value of collateral, to the nearest cent.
$1,586,160.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELLS FARGO & CO NEW PERP SR GLBL-A
c. LEI (if available).
PBLD0EJDB5FWOLXP3B76
d. Maturity date.
2500-12-31
e. Coupon or yield.
7.625000
f. The principal amount, to the nearest cent.
$132,000.00
g. Value of collateral, to the nearest cent.
$135,697.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMPEER FINANCIAL ACA PERP B-1 144A NT
c. LEI (if available).
54930020HTACTODKHT04
d. Maturity date.
2500-12-31
e. Coupon or yield.
4.875000
f. The principal amount, to the nearest cent.
$1,600,000.00
g. Value of collateral, to the nearest cent.
$1,468,466.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCHE HOLDINGS INC SR 144A NT 25
c. LEI (if available).
PVJRP0EQNV6OGDPZGY95
d. Maturity date.
2025-03-10
e. Coupon or yield.
2.132000
f. The principal amount, to the nearest cent.
$2,499,000.00
g. Value of collateral, to the nearest cent.
$2,399,990.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIME WARNER CABLE INC SR DEB 6.55%37
c. LEI (if available).
549300U5NFR7S6E3GM41
d. Maturity date.
2037-05-01
e. Coupon or yield.
6.550000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$582,909.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIME WARNER CABLE INC SR DEB 6.55%37
c. LEI (if available).
549300U5NFR7S6E3GM41
d. Maturity date.
2037-05-01
e. Coupon or yield.
6.550000
f. The principal amount, to the nearest cent.
$54,000.00
g. Value of collateral, to the nearest cent.
$52,461.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOUTHERN CALIF EDISON CO PERP JR GLBL -E
c. LEI (if available).
9R1Z5I36FERIBVKW4P77
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.498140
f. The principal amount, to the nearest cent.
$596,000.00
g. Value of collateral, to the nearest cent.
$606,733.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOUTHERN CALIF EDISON CO PERP JR GLBL -E
c. LEI (if available).
9R1Z5I36FERIBVKW4P77
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.498140
f. The principal amount, to the nearest cent.
$2,624,000.00
g. Value of collateral, to the nearest cent.
$2,671,256.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BARCLAYS PLC ALT TIER I PERP
c. LEI (if available).
213800LBQA1Y9L22JB70
d. Maturity date.
2500-12-31
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$18,906,000.00
g. Value of collateral, to the nearest cent.
$18,846,824.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSCANADA TRUST JR SB-2016A NT76
c. LEI (if available).
549300Y0MFCAXLBWUV51
d. Maturity date.
2076-08-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,924.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSCANADA TRUST JR SB-2016A NT76
c. LEI (if available).
549300Y0MFCAXLBWUV51
d. Maturity date.
2076-08-15
e. Coupon or yield.
5.875000
f. The principal amount, to the nearest cent.
$3,639,000.00
g. Value of collateral, to the nearest cent.
$3,501,046.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIME WARNER CABLE INC SR GLBL DB5.5%41
c. LEI (if available).
549300U5NFR7S6E3GM41
d. Maturity date.
2041-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$46,000.00
g. Value of collateral, to the nearest cent.
$39,060.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MSCI INC SR GLBL 144A 33
c. LEI (if available).
549300HTIN2PD78UB763
d. Maturity date.
2033-08-15
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,492.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SOCIETE GENERALE ALT TIER I PERP
c. LEI (if available).
O2RNE8IBXP4R0TD8PU41
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.750000
f. The principal amount, to the nearest cent.
$3,208,000.00
g. Value of collateral, to the nearest cent.
$2,808,652.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CHARTER COMMUNICATIONS OPER SR SEC NT3.85%61
d. Maturity date.
2061-04-01
e. Coupon or yield.
3.850000
f. The principal amount, to the nearest cent.
$60,000.00
g. Value of collateral, to the nearest cent.
$36,896.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CMS ENERGY CORP JR SB GLBL NT 50
c. LEI (if available).
549300IA9XFBAGNIBW29
d. Maturity date.
2050-06-01
e. Coupon or yield.
4.750000
f. The principal amount, to the nearest cent.
$99,000.00
g. Value of collateral, to the nearest cent.
$87,754.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC ALT TIER I PERP
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2079-12-31
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$8,529,000.00
g. Value of collateral, to the nearest cent.
$7,419,186.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP SUB -T NT
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,018.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP SUB -T NT
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
6.250000
f. The principal amount, to the nearest cent.
$184,000.00
g. Value of collateral, to the nearest cent.
$187,319.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC ALT TIER I PERP
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2099-12-31
e. Coupon or yield.
5.950000
f. The principal amount, to the nearest cent.
$98,000.00
g. Value of collateral, to the nearest cent.
$96,182.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NISSAN MOTOR CO LTD SR GLBL 144A 27
c. LEI (if available).
353800DRBDH1LUTNAY26
d. Maturity date.
2027-09-17
e. Coupon or yield.
4.345000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,824,807.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OCCIDENTAL PETE CORP SR GLBL NT6.6%46
c. LEI (if available).
IM7X0T3ECJW4C1T7ON55
d. Maturity date.
2046-03-15
e. Coupon or yield.
6.600000
f. The principal amount, to the nearest cent.
$74,000.00
g. Value of collateral, to the nearest cent.
$79,982.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M & T BK CORP PERP SUB GLBL -1
c. LEI (if available).
549300WYXDDBYRASEG81
d. Maturity date.
2079-12-31
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$770.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TRANSCANADA TRUST SUB 2017-A NT 77
c. LEI (if available).
549300Y0MFCAXLBWUV51
d. Maturity date.
2077-03-15
e. Coupon or yield.
5.300000
f. The principal amount, to the nearest cent.
$79,000.00
g. Value of collateral, to the nearest cent.
$71,694.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
STANFORD UNIV CALIF GLBL -2017 BD 48
c. LEI (if available).
JIUV0DC2REIJXQ26CR37
d. Maturity date.
2048-05-01
e. Coupon or yield.
3.647000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,536.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRSTENERGY CORP -C 4.85%47
c. LEI (if available).
549300SVYJS666PQJH88
d. Maturity date.
2047-07-15
e. Coupon or yield.
5.100000
f. The principal amount, to the nearest cent.
$126,000.00
g. Value of collateral, to the nearest cent.
$113,684.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CITIGROUP INC PERP SUB -A NT
c. LEI (if available).
6SHGI4ZSSLCXXQSBB395
d. Maturity date.
2500-12-31
e. Coupon or yield.
9.698730
f. The principal amount, to the nearest cent.
$4,576,000.00
g. Value of collateral, to the nearest cent.
$4,591,741.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCHE HOLDINGS INC SR GLBL 144A 24
c. LEI (if available).
PVJRP0EQNV6OGDPZGY95
d. Maturity date.
2024-03-05
e. Coupon or yield.
0.450000
f. The principal amount, to the nearest cent.
$1,598,000.00
g. Value of collateral, to the nearest cent.
$1,552,672.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ROCHE HOLDINGS INC SR GLBL 144A 24
c. LEI (if available).
PVJRP0EQNV6OGDPZGY95
d. Maturity date.
2024-03-05
e. Coupon or yield.
5.330020
f. The principal amount, to the nearest cent.
$3,597,000.00
g. Value of collateral, to the nearest cent.
$3,625,888.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MATTEL INC SR GLBL NT6.2%40
c. LEI (if available).
549300VELLG24KHTJ564
d. Maturity date.
2040-10-01
e. Coupon or yield.
6.200000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,905.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.47%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$293,000,000.00
b. Excluding the value of any sponsor support:
$293,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.13%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DAIWA CAPITAL MARKETS AMERICA INC
Item C.2 The title of the issue (including coupon, if applicable).
DAIWA CAPITAL MARKETS AMERICA INC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
M67H5PRC0NQKM73ZAS82
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000026617
c. Other unique identifier.
ARP0XRK63
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FNMS 05.500 CLBY5408
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$14,641,718.00
g. Value of collateral, to the nearest cent.
$14,601,443.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7720
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,657,900.00
g. Value of collateral, to the nearest cent.
$1,653,749.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBV8291
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,451,207.00
g. Value of collateral, to the nearest cent.
$2,260,158.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA9004 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,403,034.00
g. Value of collateral, to the nearest cent.
$3,304,222.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA9006 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$193,378.00
g. Value of collateral, to the nearest cent.
$194,365.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CK1545 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$734,869.00
g. Value of collateral, to the nearest cent.
$684,791.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 3PZM9323
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,192.00
g. Value of collateral, to the nearest cent.
$582.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 3PZM9327
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$142,053,042.00
g. Value of collateral, to the nearest cent.
$15,071,062.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 3PZM9330
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,104.00
g. Value of collateral, to the nearest cent.
$108.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD3526
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$54,053,482.00
g. Value of collateral, to the nearest cent.
$54,226,633.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD3527
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,833,052.00
g. Value of collateral, to the nearest cent.
$5,840,298.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD3044
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$421,120.00
g. Value of collateral, to the nearest cent.
$408,376.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AQ0567 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$33,255,201.00
g. Value of collateral, to the nearest cent.
$4,434,427.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8307
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$74,814,405.00
g. Value of collateral, to the nearest cent.
$71,279,741.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8349
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$35,871,178.00
g. Value of collateral, to the nearest cent.
$35,767,593.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD8350
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,001.00
g. Value of collateral, to the nearest cent.
$3,033.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD8332
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,930,088.00
g. Value of collateral, to the nearest cent.
$1,909,072.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD2888
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,040.00
g. Value of collateral, to the nearest cent.
$1,027.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG7022
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$102,173.00
g. Value of collateral, to the nearest cent.
$102,652.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQE9494
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$882,329.00
g. Value of collateral, to the nearest cent.
$801,621.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF2713
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,001.00
g. Value of collateral, to the nearest cent.
$990.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CLQG1921
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$3,074.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA9475
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,960.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6603
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,995.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQG6640
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$960.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6653
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,005.00
g. Value of collateral, to the nearest cent.
$2,017.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6747
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$1,022.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG6758
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,992.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBP7667
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,274.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG7410
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,995.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLQG7486
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$10,240.00
g. Value of collateral, to the nearest cent.
$10,351.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLRA7557
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$911.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD8347
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$688,228.00
g. Value of collateral, to the nearest cent.
$660,901.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8348
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,025,811.00
g. Value of collateral, to the nearest cent.
$3,946,328.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8324
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$980.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLAS8185
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$206.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBO9411
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$278,342.00
g. Value of collateral, to the nearest cent.
$264,642.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLSD8342
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$64,213,909.00
g. Value of collateral, to the nearest cent.
$63,658,971.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD8343
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$24,538,741.00
g. Value of collateral, to the nearest cent.
$24,654,664.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBW5297
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$120,782.00
g. Value of collateral, to the nearest cent.
$119,381.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX7782
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,001.00
g. Value of collateral, to the nearest cent.
$1,878.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLRA9540
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,000.00
g. Value of collateral, to the nearest cent.
$5,266.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.500 CTRB5222
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2043-01-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,525.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY6761
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$562,896.00
g. Value of collateral, to the nearest cent.
$569,041.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA5337
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,008.00
g. Value of collateral, to the nearest cent.
$382.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBP8126
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,046.00
g. Value of collateral, to the nearest cent.
$1,148.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB4800
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$849,926.00
g. Value of collateral, to the nearest cent.
$765,542.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLCB5525
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$965.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB6750
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,675,621.00
g. Value of collateral, to the nearest cent.
$1,661,430.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM8880
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,753,950.00
g. Value of collateral, to the nearest cent.
$2,688,015.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3047
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,072.00
g. Value of collateral, to the nearest cent.
$3,064.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3955
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$997.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS4114
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$328,920.00
g. Value of collateral, to the nearest cent.
$309,427.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS4697
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$16,448,336.00
g. Value of collateral, to the nearest cent.
$16,034,142.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB3365
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$2,487.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA5008
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,002.00
g. Value of collateral, to the nearest cent.
$2,846.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA5070
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,704,859.00
g. Value of collateral, to the nearest cent.
$7,362,402.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLFS3584
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$42,245,939.00
g. Value of collateral, to the nearest cent.
$42,375,859.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFS4377
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$108,799.00
g. Value of collateral, to the nearest cent.
$94,004.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLMA5073
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$843,981.00
g. Value of collateral, to the nearest cent.
$846,862.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA5105
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,841.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA5106
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$198,858.00
g. Value of collateral, to the nearest cent.
$194,931.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA4564
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$305,546.00
g. Value of collateral, to the nearest cent.
$243,347.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CTMA4587
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$3,175.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7649 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-10-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,002.00
g. Value of collateral, to the nearest cent.
$743.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA5072
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,528,412.00
g. Value of collateral, to the nearest cent.
$3,499,319.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AQ0531 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-09-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,837,049.00
g. Value of collateral, to the nearest cent.
$1,639,869.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLMA5089
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,773,602.00
g. Value of collateral, to the nearest cent.
$6,304,481.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLMA5108
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$4,043.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-17
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$3,679,600.00
g. Value of collateral, to the nearest cent.
$3,638,049.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-24
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$13,446,500.00
g. Value of collateral, to the nearest cent.
$13,281,309.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-05-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$54.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2053-02-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$189.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-07-15
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$23,356,200.00
g. Value of collateral, to the nearest cent.
$26,931,643.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-11-09
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$282,000.00
g. Value of collateral, to the nearest cent.
$277,857.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-07-11
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$250,000.00
g. Value of collateral, to the nearest cent.
$237,762.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-05-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$16,000,000.00
g. Value of collateral, to the nearest cent.
$13,560,434.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-09-30
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$86.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-09-30
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$497,000.00
g. Value of collateral, to the nearest cent.
$446,776.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$27,354,800.00
g. Value of collateral, to the nearest cent.
$26,626,296.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$7,828,400.00
g. Value of collateral, to the nearest cent.
$7,388,639.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-10-15
e. Coupon or yield.
1.625000
f. The principal amount, to the nearest cent.
$22,999,800.00
g. Value of collateral, to the nearest cent.
$23,428,030.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2033-01-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$203,000.00
g. Value of collateral, to the nearest cent.
$198,239.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD2654
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,049.00
g. Value of collateral, to the nearest cent.
$1,974.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD2190
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$279,972.00
g. Value of collateral, to the nearest cent.
$261,046.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD2253
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$88,680,656.00
g. Value of collateral, to the nearest cent.
$78,432,903.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD8191
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$35,350.00
g. Value of collateral, to the nearest cent.
$26,351.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLSD8256
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$51,746,137.00
g. Value of collateral, to the nearest cent.
$46,574,412.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 06.000 CLSD8290
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,756,108.00
g. Value of collateral, to the nearest cent.
$3,561,994.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD8322
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,555,825.00
g. Value of collateral, to the nearest cent.
$4,312,437.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-31
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD8340
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,116,656.00
g. Value of collateral, to the nearest cent.
$2,023,905.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQF7439
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$19,056,000.00
g. Value of collateral, to the nearest cent.
$18,383,289.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G08779 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$90,103,436.00
g. Value of collateral, to the nearest cent.
$12,866,286.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.000 CLRA6574
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$50,000,792.00
g. Value of collateral, to the nearest cent.
$44,056,213.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA8550
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$61,776,935.00
g. Value of collateral, to the nearest cent.
$60,686,965.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC V82963 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,494,508.00
g. Value of collateral, to the nearest cent.
$381,736.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIQO0883
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2037-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$423,808.00
g. Value of collateral, to the nearest cent.
$352,952.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLQG2177
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,465,279.00
g. Value of collateral, to the nearest cent.
$3,446,035.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLQG6223
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$245,856.00
g. Value of collateral, to the nearest cent.
$235,829.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD8341
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$45,369,172.00
g. Value of collateral, to the nearest cent.
$44,236,300.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX5038
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$40,080,029.00
g. Value of collateral, to the nearest cent.
$38,555,183.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY1766
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$14,590,539.00
g. Value of collateral, to the nearest cent.
$14,271,169.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIAB6192
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,204.00
g. Value of collateral, to the nearest cent.
$101.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA4549
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,957,000.00
g. Value of collateral, to the nearest cent.
$7,049,605.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCB3486
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$63,952,183.00
g. Value of collateral, to the nearest cent.
$54,487,076.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA4656
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$1,793.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA4978
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,110,575.00
g. Value of collateral, to the nearest cent.
$4,895,378.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CTMA5076
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,267.00
g. Value of collateral, to the nearest cent.
$1,295.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7988 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,610,000.00
g. Value of collateral, to the nearest cent.
$8,731,088.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8101 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$541,000.00
g. Value of collateral, to the nearest cent.
$493,583.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA5071
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$38,002.00
g. Value of collateral, to the nearest cent.
$37,127.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AQ0553 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-11-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$27,570,562.00
g. Value of collateral, to the nearest cent.
$3,240,228.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CU0301 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$11,065,129.00
g. Value of collateral, to the nearest cent.
$11,543,344.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLZT1857
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$114,200,000.00
g. Value of collateral, to the nearest cent.
$39,641,278.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CISB8243
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2038-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$34,414.00
g. Value of collateral, to the nearest cent.
$33,798.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 04.500 CLSD1445
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$51,583,366.00
g. Value of collateral, to the nearest cent.
$46,192,106.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-09-30
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$664,700.00
g. Value of collateral, to the nearest cent.
$646,523.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-02-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$899,000.00
g. Value of collateral, to the nearest cent.
$841,413.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-09-30
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$699,200.00
g. Value of collateral, to the nearest cent.
$697,961.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$94.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$96.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-07-31
e. Coupon or yield.
5.378150
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$699,972.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-09-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$96.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-11-30
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$49,900.00
g. Value of collateral, to the nearest cent.
$47,631.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,020,000,000.00
b. Excluding the value of any sponsor support:
$1,020,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.47%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO SECURITIES USA LLC
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO SECURITIES USA LLC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
7TK5RJIZDFROZCA6XF66
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000812291
c. Other unique identifier.
ARP0XRKG1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FNMS 05.000 CLBY0525
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$9,302,355.00
g. Value of collateral, to the nearest cent.
$9,084,325.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA2770
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,010,504.00
g. Value of collateral, to the nearest cent.
$870,037.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM1626
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$36,000.00
g. Value of collateral, to the nearest cent.
$4,400.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFM5660
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$1,452,034.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM7794
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,231,000.00
g. Value of collateral, to the nearest cent.
$586,067.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLMA3521
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$11,100,790.00
g. Value of collateral, to the nearest cent.
$1,063,953.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIMA4582
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$6,133,286.00
g. Value of collateral, to the nearest cent.
$4,794,672.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFS2983
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,864,388.00
g. Value of collateral, to the nearest cent.
$1,581,597.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CZ946397
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-09-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$143,826.00
g. Value of collateral, to the nearest cent.
$2,689.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLAS0513
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,000.00
g. Value of collateral, to the nearest cent.
$798.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLMA4929
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$23,000.00
g. Value of collateral, to the nearest cent.
$20,712.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW0953
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,869,408.00
g. Value of collateral, to the nearest cent.
$8,153,868.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 I4BF0191
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2057-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$34,247.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 I4BF0174
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2057-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$77,724.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBM5119
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,700,000.00
g. Value of collateral, to the nearest cent.
$516,151.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBP3048
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,318,000.00
g. Value of collateral, to the nearest cent.
$561,737.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW6203
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,051,868.00
g. Value of collateral, to the nearest cent.
$3,730,663.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBW9615
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,047,062.00
g. Value of collateral, to the nearest cent.
$5,173,215.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBW9649
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,202,275.00
g. Value of collateral, to the nearest cent.
$2,245,468.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX1035
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,958,620.00
g. Value of collateral, to the nearest cent.
$1,653,157.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBV8245
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,770,022.00
g. Value of collateral, to the nearest cent.
$3,293,062.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIBV9651
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$83,278.00
g. Value of collateral, to the nearest cent.
$65,428.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX5767
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,265,655.00
g. Value of collateral, to the nearest cent.
$1,259,566.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX6737
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,012,280.00
g. Value of collateral, to the nearest cent.
$1,056,493.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8144
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,955,361.00
g. Value of collateral, to the nearest cent.
$4,947,003.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX8298
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,111,683.00
g. Value of collateral, to the nearest cent.
$958,904.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIBW3146
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-06-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$962,696.00
g. Value of collateral, to the nearest cent.
$761,413.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW5164
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$49,050.00
g. Value of collateral, to the nearest cent.
$46,651.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX8638
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,412,853.00
g. Value of collateral, to the nearest cent.
$1,421,828.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY0099
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,122,405.00
g. Value of collateral, to the nearest cent.
$1,150,153.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY0537
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,318,750.00
g. Value of collateral, to the nearest cent.
$1,184,560.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX5146
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,046,100.00
g. Value of collateral, to the nearest cent.
$1,054,701.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX5475
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,934,236.00
g. Value of collateral, to the nearest cent.
$1,951,953.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY1229
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,011,350.00
g. Value of collateral, to the nearest cent.
$1,038,670.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBY1609
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,910,346.00
g. Value of collateral, to the nearest cent.
$1,828,553.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY2822
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,862,830.00
g. Value of collateral, to the nearest cent.
$1,931,855.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY5088
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,653,801.00
g. Value of collateral, to the nearest cent.
$1,636,893.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX8339
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,082,165.00
g. Value of collateral, to the nearest cent.
$2,098,444.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8417
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,083,000.00
g. Value of collateral, to the nearest cent.
$1,078,383.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY6147
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,314,578.00
g. Value of collateral, to the nearest cent.
$1,347,706.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY1703
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,164,050.00
g. Value of collateral, to the nearest cent.
$1,144,638.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY0917
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,416,849.00
g. Value of collateral, to the nearest cent.
$2,367,186.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY5099
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,058,167.00
g. Value of collateral, to the nearest cent.
$1,077,661.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY6184
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,451,657.00
g. Value of collateral, to the nearest cent.
$3,443,653.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS4106
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$22,812,716.00
g. Value of collateral, to the nearest cent.
$18,890,587.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS4212
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,893,925.00
g. Value of collateral, to the nearest cent.
$5,139,277.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS5161
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,646,111.00
g. Value of collateral, to the nearest cent.
$25,062,450.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS5163
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$27,643,060.00
g. Value of collateral, to the nearest cent.
$27,070,072.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM4243
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,355,000.00
g. Value of collateral, to the nearest cent.
$832,788.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFM5684
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$8,938,394.00
g. Value of collateral, to the nearest cent.
$5,082,280.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLMA4623
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$825,000.00
g. Value of collateral, to the nearest cent.
$660,653.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS3450
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$13,139,152.00
g. Value of collateral, to the nearest cent.
$12,662,620.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CTMA4961
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$463,544.00
g. Value of collateral, to the nearest cent.
$435,998.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CIAA1036
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2023-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,000.00
g. Value of collateral, to the nearest cent.
$15.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CKAU7024
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,531,950.00
g. Value of collateral, to the nearest cent.
$311,271.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW0692
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,054,421.00
g. Value of collateral, to the nearest cent.
$4,701,941.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW1502
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,356,737.00
g. Value of collateral, to the nearest cent.
$1,214,717.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBW1886
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,502,920.00
g. Value of collateral, to the nearest cent.
$1,528,379.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL258546
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,185,106.00
g. Value of collateral, to the nearest cent.
$38,421.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CL838046
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$811,760.00
g. Value of collateral, to the nearest cent.
$7,670.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBQ4228
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,100,808.00
g. Value of collateral, to the nearest cent.
$477,102.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBU1340
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$24,900.00
g. Value of collateral, to the nearest cent.
$18,498.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBU8372
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$19,664.00
g. Value of collateral, to the nearest cent.
$15,360.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBV2152
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,028,663.00
g. Value of collateral, to the nearest cent.
$726,207.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB4896
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,249,901.00
g. Value of collateral, to the nearest cent.
$23,836,161.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFS2050
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$117,949,007.00
g. Value of collateral, to the nearest cent.
$95,361,478.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIFS2035
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,825,000.00
g. Value of collateral, to the nearest cent.
$1,427,123.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CNMA2710
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,000.00
g. Value of collateral, to the nearest cent.
$464.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAS9459
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$138.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CIMA4937
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$244,906.00
g. Value of collateral, to the nearest cent.
$211,686.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CIAE0745
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2024-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$78,059.00
g. Value of collateral, to the nearest cent.
$6.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIAJ6937
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$18,000.00
g. Value of collateral, to the nearest cent.
$661.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CL738611
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$810,000.00
g. Value of collateral, to the nearest cent.
$11,055.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBC8652
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$999,900.00
g. Value of collateral, to the nearest cent.
$383,417.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBD8952
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$422,753.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 R3BF0029
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-09-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$163,388.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 I4BF0108
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2056-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$530,000.00
g. Value of collateral, to the nearest cent.
$147,878.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 U4BF0200
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,600,000.00
g. Value of collateral, to the nearest cent.
$1,855,186.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBO0393
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$9,000,000.00
g. Value of collateral, to the nearest cent.
$1,140,242.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBV8055
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$52,823,550.00
g. Value of collateral, to the nearest cent.
$47,026,245.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA5008
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$504,160.00
g. Value of collateral, to the nearest cent.
$478,118.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA5070
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$33,494,692.00
g. Value of collateral, to the nearest cent.
$32,005,961.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA5072
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$101,902,733.00
g. Value of collateral, to the nearest cent.
$101,062,520.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIMA5125
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$645,898.00
g. Value of collateral, to the nearest cent.
$624,359.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 I4BF0131
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2056-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,515,824.00
g. Value of collateral, to the nearest cent.
$521,944.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$477,000,000.00
b. Excluding the value of any sponsor support:
$477,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NOMURA SECURITIES INTERNATIONAL INC
Item C.2 The title of the issue (including coupon, if applicable).
NOMURA SECURITIES INTERNATIONAL INC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
OXTKY6Q8X53C9ILVV871
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000902266
c. Other unique identifier.
ARP0XRKH9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-07-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$5,994,000.00
g. Value of collateral, to the nearest cent.
$5,514,971.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5018 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,045,000.00
g. Value of collateral, to the nearest cent.
$180,780.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3662 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,518,196.00
g. Value of collateral, to the nearest cent.
$212,416.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3937 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$585,000.00
g. Value of collateral, to the nearest cent.
$87,899.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA4016
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$291.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3238
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$502,397,937.00
g. Value of collateral, to the nearest cent.
$83,503,307.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-06-30
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$32,093,000.00
g. Value of collateral, to the nearest cent.
$31,566,384.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-11-02
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$24,612,900.00
g. Value of collateral, to the nearest cent.
$24,275,850.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-02-15
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$1,150,000.00
g. Value of collateral, to the nearest cent.
$1,119,373.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-05-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$14,579,000.00
g. Value of collateral, to the nearest cent.
$13,823,641.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-08-31
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$3,872,000.00
g. Value of collateral, to the nearest cent.
$3,526,444.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-03-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$109,181,500.00
g. Value of collateral, to the nearest cent.
$99,102,191.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4586 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$266,000.00
g. Value of collateral, to the nearest cent.
$40,764.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX LBBM6760
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-08-01
e. Coupon or yield.
4.648000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$460.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBN5279
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$112.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBA0315
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$321.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBC4745
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$356.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC C91289 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2030-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$30.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC A95085 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$46.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
07.500 FGPC A16204 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2031-04-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$3.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZM0609
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$367.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5136 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,012,997.00
g. Value of collateral, to the nearest cent.
$15,158,151.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 I4BF0290
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2058-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$579.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 I4BF0333
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2059-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$521.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBM1164
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,002,900.00
g. Value of collateral, to the nearest cent.
$1,093,539.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA6293
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$305.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD7509
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$500.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLQA6223
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$533.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.500 FGPC T65515 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,568,900.00
g. Value of collateral, to the nearest cent.
$1,169,793.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZT0149
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$343.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAD1613
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$4.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0461 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$78,013.00
g. Value of collateral, to the nearest cent.
$10,315.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3596 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-04-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,840,605.00
g. Value of collateral, to the nearest cent.
$235,534.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2960 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,779,998.00
g. Value of collateral, to the nearest cent.
$382,377.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CTMA4947
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-02-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$482.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIBQ2291
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$503.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA2216
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,665,200.00
g. Value of collateral, to the nearest cent.
$621,833.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX LBBM6241
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-02-01
e. Coupon or yield.
4.398000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$355.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6338 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,975,000.00
g. Value of collateral, to the nearest cent.
$634,509.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004429 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2024-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$3.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI JP 782771 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2024-09-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$5.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-07-31
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,371,700.00
g. Value of collateral, to the nearest cent.
$8,337,585.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX LBBM6801
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.787000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$502.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD0485
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$477.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD0580
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$729.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
05.000 FGPC C91167 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,300.00
g. Value of collateral, to the nearest cent.
$8.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.000 FGPC J22426 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2028-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$63.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA3578
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$580.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX LA255287
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-04-01
e. Coupon or yield.
4.567000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$40.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX WSAL5994
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-04-01
e. Coupon or yield.
4.369000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$110.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX LB703694
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-04-01
e. Coupon or yield.
4.841000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$20.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX WD766392
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-02-01
e. Coupon or yield.
4.495000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$6.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQB0755
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$627.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQB1710
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$494.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLQB1639
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$476.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQB2668
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$503.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 01.500 CIQN4391
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-11-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$599.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC U80205 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2033-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,102,500.00
g. Value of collateral, to the nearest cent.
$1,310,900.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC U64596 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2045-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$420.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
04.000 FGPC G61455 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2046-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$313.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBO9768
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$559.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBP9601
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$484.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 704728 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2024-10-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$5.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004585 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2024-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$10.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FMAR 841281 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.488000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$522.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD0231
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$468.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8016
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$891,001.00
g. Value of collateral, to the nearest cent.
$157,722.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5077 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$77,998.00
g. Value of collateral, to the nearest cent.
$11,764.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4451 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$347,070,000.00
g. Value of collateral, to the nearest cent.
$50,761,080.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CQBM6235
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$464.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CIRC2262
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2036-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$512.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.000 CLSD8016
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$300,667,998.00
g. Value of collateral, to the nearest cent.
$53,223,401.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3802 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,233,312.00
g. Value of collateral, to the nearest cent.
$184,074.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3873 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-08-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$772,913.00
g. Value of collateral, to the nearest cent.
$117,729.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4003 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$335,000.00
g. Value of collateral, to the nearest cent.
$54,089.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0933 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-04-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$99,999.00
g. Value of collateral, to the nearest cent.
$13,471.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3597 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,999,998.00
g. Value of collateral, to the nearest cent.
$917,106.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCA2327
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$312.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM0076
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$379.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3120
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,844,140.00
g. Value of collateral, to the nearest cent.
$1,329,666.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBN7758
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$474.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBQ0087
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$608.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBM5813
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$478.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6153 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$423,368.00
g. Value of collateral, to the nearest cent.
$75,756.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6339 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,860,000.00
g. Value of collateral, to the nearest cent.
$468,909.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5397 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,655,627.00
g. Value of collateral, to the nearest cent.
$537,126.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4654 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$111.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNAR XX.XXX WSBM6304
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
3.646000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$504.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-31
e. Coupon or yield.
4.375000
f. The principal amount, to the nearest cent.
$1,105,000.00
g. Value of collateral, to the nearest cent.
$1,104,800.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$391,000,000.00
b. Excluding the value of any sponsor support:
$391,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
MIZUHO SECURITIES USA LLC
Item C.2 The title of the issue (including coupon, if applicable).
MIZUHO SECURITIES USA LLC 5.420000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
7TK5RJIZDFROZCA6XF66
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000812291
c. Other unique identifier.
ARP0XRKJ5
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
POWER & DIGITAL INFRASTRUCTURE CLASS A COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$154,840.00
g. Value of collateral, to the nearest cent.
$1,616,529.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARAMARK COM
c. LEI (if available).
549300MR6PG2DWZUIL39
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$151,327.00
g. Value of collateral, to the nearest cent.
$6,099,991.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
APX ACQUISITION CORP I CLASS A ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,281.00
g. Value of collateral, to the nearest cent.
$35,500.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HH&L ACQUISITION CO SHS CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$24,580.00
g. Value of collateral, to the nearest cent.
$257,844.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INFINT ACQUISITION CORP CL A ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,790.00
g. Value of collateral, to the nearest cent.
$62,937.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENX KEANE ACQUISITION ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,570.00
g. Value of collateral, to the nearest cent.
$80,317.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ABRI SPAC I INC COMMON STOCK
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$707.00
g. Value of collateral, to the nearest cent.
$7,791.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FREEPORT-MCMORAN INC CL B
c. LEI (if available).
549300IRDTHJQ1PVET45
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$139,812.00
g. Value of collateral, to the nearest cent.
$6,099,997.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PG&E CORP COM
c. LEI (if available).
8YQ2GSDWYZXO2EDN3511
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$345,413.00
g. Value of collateral, to the nearest cent.
$6,099,993.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PAPAYA GRWT OPPORTUNITY CORP I CLASS A COM
c. LEI (if available).
549300U6L3FU6EKJUM40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$103,251.00
g. Value of collateral, to the nearest cent.
$1,104,785.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROSHARES TR INFLATN EXPECTNS
c. LEI (if available).
R3XNF7PTC3C8WDXTVN76
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,348.00
g. Value of collateral, to the nearest cent.
$277,104.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR BLOOMBERG SHORT
c. LEI (if available).
549300D21PWO4HLSMC10
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$46,483.00
g. Value of collateral, to the nearest cent.
$1,260,386.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TIDAL ETF TR SOFI WEEKLY INM
c. LEI (if available).
54930012SB27YOGEGD53
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$904.00
g. Value of collateral, to the nearest cent.
$86,250.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED STS BRENT OIL FD LP UNIT
c. LEI (if available).
54930060F5YIVMD0SM62
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$14,300.00
g. Value of collateral, to the nearest cent.
$409,552.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED STS 12 MONTH OIL FD LP UNIT BEN INT
c. LEI (if available).
5493008LNBDD10F4QU44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,312.00
g. Value of collateral, to the nearest cent.
$635,696.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST GREEN BOND ETF
c. LEI (if available).
549300P1LT1BDK387R52
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,977.00
g. Value of collateral, to the nearest cent.
$325,384.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST INTERNATIONAL HI
c. LEI (if available).
54930026GNBH8MZ88E94
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,463.00
g. Value of collateral, to the nearest cent.
$434,196.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR EUROPE SMCP DV
c. LEI (if available).
5493001M2D6JHT41R207
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$19,777.00
g. Value of collateral, to the nearest cent.
$1,136,726.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR ENHNCD CMMDTY ST
c. LEI (if available).
549300IQ2BTCHKMP5I97
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$49,512.00
g. Value of collateral, to the nearest cent.
$903,594.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR INTK MLTIFACTR
c. LEI (if available).
5493008WED0ED5IK6W75
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,816.00
g. Value of collateral, to the nearest cent.
$97,116.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DBX ETF TR XTRACK MSCI GRMY
c. LEI (if available).
ZCATP2Q7SJOHQLC6EC40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$494.00
g. Value of collateral, to the nearest cent.
$15,580.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
XP INC CL A
c. LEI (if available).
5493008KDA8NBZRJST80
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$231,058.00
g. Value of collateral, to the nearest cent.
$6,099,931.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BRANDYWINE RLTY TR SH BEN INT NEW
c. LEI (if available).
5UZ46ZCYUFYYAC0DS831
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$336,200.00
g. Value of collateral, to the nearest cent.
$1,677,638.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEDERATED HERMES ETF TRUST SHORT DURATION H
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$750.00
g. Value of collateral, to the nearest cent.
$16,822.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHANGE-TRADED FD VI NASDQ ARTFCIAL
c. LEI (if available).
549300TM6KURYCNNKZ80
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$46,190.00
g. Value of collateral, to the nearest cent.
$2,137,211.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS X EMERGING MKT
c. LEI (if available).
549300KX08Z5S53TKH78
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,818.00
g. Value of collateral, to the nearest cent.
$393,245.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS GBL X MSCI NIGER
c. LEI (if available).
5493006KTX0P7OVC5B61
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,337.00
g. Value of collateral, to the nearest cent.
$83,203.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRADED FD TR II SOLAR ETF
c. LEI (if available).
549300Q2OQ2U87KJR762
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$36,624.00
g. Value of collateral, to the nearest cent.
$2,499,954.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCHNG TRAD SLF INDEXE INVT GRD DEFSV
c. LEI (if available).
549300X260FXDC4LKO42
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$48,066.00
g. Value of collateral, to the nearest cent.
$1,143,970.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES INC MSCI FRANCE ETF
c. LEI (if available).
549300DTW3LGNTWLQA96
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$61,660.00
g. Value of collateral, to the nearest cent.
$2,416,455.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR INTL DEV RE ETF
c. LEI (if available).
549300QN4SKTR8K5VX79
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$23,713.00
g. Value of collateral, to the nearest cent.
$496,075.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES U S ETF TR BLOOMBERG ROLL
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$22,259.00
g. Value of collateral, to the nearest cent.
$1,166,594.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KRANESHARES TR ASIA PACIFIC HI
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,738.00
g. Value of collateral, to the nearest cent.
$70,120.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
M D C HLDGS INC COM
c. LEI (if available).
5299005FV4VNV75R8R35
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$600.00
g. Value of collateral, to the nearest cent.
$30,636.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
NEXTDOOR HOLDINGS INC COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$58,900.00
g. Value of collateral, to the nearest cent.
$169,043.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OPENDOOR TECHNOLOGIES INC COM
c. LEI (if available).
254900KX11YZ4HV5BQ47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$265,100.00
g. Value of collateral, to the nearest cent.
$1,283,084.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BLOCK INC CL A
c. LEI (if available).
549300OHIIUWSTIZME52
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$21,128.00
g. Value of collateral, to the nearest cent.
$1,655,590.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SUNNOVA ENERGY INTL INC. COM
c. LEI (if available).
549300JK1Y1VVC3JU540
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$185,602.00
g. Value of collateral, to the nearest cent.
$3,329,699.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
UNITED NAT FOODS INC COM
c. LEI (if available).
549300GKGW6WPZ282D40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,100.00
g. Value of collateral, to the nearest cent.
$250,712.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WASTE MGMT INC DEL COM
c. LEI (if available).
549300YX8JIID70NFS41
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$30,144.00
g. Value of collateral, to the nearest cent.
$4,911,663.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR GROWTH LEADERS
c. LEI (if available).
549300AN9PDSV0O5IT85
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,066.00
g. Value of collateral, to the nearest cent.
$36,883.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WOLFSPEED INC COM
c. LEI (if available).
549300OGU88P3AW3TO93
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$47,600.00
g. Value of collateral, to the nearest cent.
$3,053,064.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BELLRING BRANDS INC COMMON STOCK
c. LEI (if available).
549300S3BOK5CMTS8054
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,300.00
g. Value of collateral, to the nearest cent.
$616,745.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADVISORSHARES TR NEWFLT MULSINC
c. LEI (if available).
549300TXPL8N66JNJ546
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$336.00
g. Value of collateral, to the nearest cent.
$15,096.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ADVANCED MICRO DEVICES INC COM
c. LEI (if available).
R2I72C950HOYXII45366
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$54,001.00
g. Value of collateral, to the nearest cent.
$6,099,952.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BREAD FINANCIAL HOLDINGS INC COM
c. LEI (if available).
549300G8S4PO686J7H97
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$52,153.00
g. Value of collateral, to the nearest cent.
$2,125,234.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN CENTY ETF TR SELECT HIGH YIEL
c. LEI (if available).
549300WG1M1635PWTC47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,191.00
g. Value of collateral, to the nearest cent.
$52,701.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLEXSHARES TR ESG & CLM INVEST
c. LEI (if available).
549300O6OIB1MH003G37
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,339.00
g. Value of collateral, to the nearest cent.
$54,418.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS CLEANTECH ETF
c. LEI (if available).
549300UF8Y6SL10JLT77
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$25,541.00
g. Value of collateral, to the nearest cent.
$375,197.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HARBOR ETF TRUST SCIENTIFIC HIGH
c. LEI (if available).
549300Y6W40JTWDNVH86
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$18,200.00
g. Value of collateral, to the nearest cent.
$797,036.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
IMMUNOGEN INC COM
c. LEI (if available).
54930084U0R1OP766Y02
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$81,500.00
g. Value of collateral, to the nearest cent.
$1,590,880.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
JOHN HANCOCK EXCHANGE TRADED CORPORATE BD
c. LEI (if available).
549300806DHMWYKTGD62
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,732.00
g. Value of collateral, to the nearest cent.
$36,077.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PEDIATRIX MEDICAL GROUP INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$50,300.00
g. Value of collateral, to the nearest cent.
$683,074.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MULTIPLAN CORPORATION COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$379,900.00
g. Value of collateral, to the nearest cent.
$767,398.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OLD DOMINION FREIGHT LINE INC COM
c. LEI (if available).
5299009TWK32WE417T96
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,920.00
g. Value of collateral, to the nearest cent.
$3,814,058.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PIMCO EQUITY SER RAFI DYN EMERG
c. LEI (if available).
549300SW97O76A2PVG21
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$13,102.00
g. Value of collateral, to the nearest cent.
$255,882.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROCURE ETF TRUST II SPACE ETF
c. LEI (if available).
549300MQIFQ5M3WPKM32
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,600.00
g. Value of collateral, to the nearest cent.
$169,506.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
SPDR SER TR MKTAXES INVT GRD
c. LEI (if available).
9845008DB8F98965BE67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$275.00
g. Value of collateral, to the nearest cent.
$26,156.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
TENAYA THERAPEUTICS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$576,037.00
g. Value of collateral, to the nearest cent.
$2,782,258.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
THE BEAUTY HEALTH COMPANY COM CL A
c. LEI (if available).
5493001Z2JZQT4C63C50
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$117,673.00
g. Value of collateral, to the nearest cent.
$959,034.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VAALCO ENERGY INC COM NEW
c. LEI (if available).
549300CFHFVIWB8M6T24
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$92,100.00
g. Value of collateral, to the nearest cent.
$398,793.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST CHINA BOND ETF
c. LEI (if available).
5493002JDT4N68B3AU73
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,810.00
g. Value of collateral, to the nearest cent.
$39,847.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST OIL REFINERS ETF
c. LEI (if available).
549300QCP5KOA888IH74
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,352.00
g. Value of collateral, to the nearest cent.
$176,389.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST EGYPT INDEX ETF
c. LEI (if available).
5493009DY1SIGQKL0E36
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,914.00
g. Value of collateral, to the nearest cent.
$165,432.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VANECK ETF TRUST BRAZIL SMALL CAP
c. LEI (if available).
549300ZD9CS886VZLI44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$12,233.00
g. Value of collateral, to the nearest cent.
$230,836.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIAVI SOLUTIONS INC COM
c. LEI (if available).
5493006K3E3N1QOBF092
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$47,600.00
g. Value of collateral, to the nearest cent.
$514,080.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VICI PPTYS INC COM
c. LEI (if available).
254900RKH6RY9KCJQH63
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$107,863.00
g. Value of collateral, to the nearest cent.
$3,428,964.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
VIRGIN GALACTIC HOLDINGS INC COM
c. LEI (if available).
549300C631IMXCSMN048
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$184,400.00
g. Value of collateral, to the nearest cent.
$724,692.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WELSBACH TECH METALS ACQU CORP COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,062.00
g. Value of collateral, to the nearest cent.
$53,707.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR EMERG CUR STR FD
c. LEI (if available).
549300XPF9J7RCNGTB58
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,489.00
g. Value of collateral, to the nearest cent.
$98,966.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR EM MKTS QTLY DIV
c. LEI (if available).
549300HGBBVNHHTW6O11
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,383.00
g. Value of collateral, to the nearest cent.
$414,410.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR NEW ECON REAL ES
c. LEI (if available).
549300EVAKHIPRKN7I44
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,693.00
g. Value of collateral, to the nearest cent.
$64,495.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
WISDOMTREE TR GERMANY HEDEQ FD
c. LEI (if available).
5493007PSWKBWL77AQ13
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,426.00
g. Value of collateral, to the nearest cent.
$53,118.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
YELP INC CL A
c. LEI (if available).
5299007OU2DOSXPQBO35
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,200.00
g. Value of collateral, to the nearest cent.
$143,616.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ZENTALIS PHARMACEUTICALS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$28,500.00
g. Value of collateral, to the nearest cent.
$762,090.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BAUSCH HEALTH COS INC COM
c. LEI (if available).
B3BS7ACMDUWISF18KY76
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$636,743.00
g. Value of collateral, to the nearest cent.
$6,099,997.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BONDBLOXX ETF TRUST USD HI YLD TELEC
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,352.00
g. Value of collateral, to the nearest cent.
$46,008.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
OXBRIDGE ACQUISITION CORP COM CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$196.00
g. Value of collateral, to the nearest cent.
$2,185.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
COMMUNITY HEALTH SYS INC NEW COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$152,300.00
g. Value of collateral, to the nearest cent.
$651,844.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
AMERICAN CENTY ETF TR CORE MUNI FXD IN
c. LEI (if available).
5493004G8C03VW5P4F75
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$80.00
g. Value of collateral, to the nearest cent.
$3,705.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ARCHER DANIELS MIDLAND CO COM
c. LEI (if available).
549300LO13MQ9HYSTR83
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$8,500.00
g. Value of collateral, to the nearest cent.
$734,315.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FINNOVATE ACQUISITION CORP CLASS A ORD SHS
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$41,642.00
g. Value of collateral, to the nearest cent.
$442,238.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MAGNUM OPUS ACQUISITION LTD SHS CL A
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$49,093.00
g. Value of collateral, to the nearest cent.
$515,967.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
PROJECT ENERGY REIMAGINED ACQU CLASS A ORD
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$164,938.00
g. Value of collateral, to the nearest cent.
$1,726,900.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
BONDBLOXX ETF TRUST BLOOMBERG TWENTY
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,556.00
g. Value of collateral, to the nearest cent.
$161,472.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CINCINNATI FINL CORP COM
c. LEI (if available).
254900Q4WEDMZBOZ0002
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,800.00
g. Value of collateral, to the nearest cent.
$1,184,220.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
CLOUDFLARE INC CL A COM
c. LEI (if available).
5493007DY18BGNLDWU14
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$72,625.00
g. Value of collateral, to the nearest cent.
$4,860,791.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ABRDN SILVER ETF TRUST PHYSCL SILVR SHS
c. LEI (if available).
5493000YXSZBKTIMZK40
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$107,204.00
g. Value of collateral, to the nearest cent.
$2,499,997.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DBX ETF TR XTRACK MSCI CHIN
c. LEI (if available).
5493004Q58SKLJOH6D10
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$297.00
g. Value of collateral, to the nearest cent.
$6,459.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
DISNEY WALT CO COM
c. LEI (if available).
549300GZKULIZ0WOW665
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$234.00
g. Value of collateral, to the nearest cent.
$20,154.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXCHANGE TRADED CONCEPTS TR CAPITAL LINK GBL
c. LEI (if available).
54930074J37PH81HXU19
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,947.00
g. Value of collateral, to the nearest cent.
$90,679.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
EXCHANGE LISTED FDS TR ETC GAVEKAL ASIA
c. LEI (if available).
54930077BC9343N4VG43
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,193.00
g. Value of collateral, to the nearest cent.
$90,632.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCHANGE TRADED FD II DJ INTL INTRNT
c. LEI (if available).
549300C6JZUPZ0HUP086
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,601.00
g. Value of collateral, to the nearest cent.
$90,169.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FIRST TR EXCH TRD ALPHDX FD II GERMANY ALPHA
c. LEI (if available).
549300RQS253ACGNJL98
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,160.00
g. Value of collateral, to the nearest cent.
$86,832.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLEXSHARES TR REAL ASST IDX
c. LEI (if available).
549300QLIWGHPBR23021
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,175.00
g. Value of collateral, to the nearest cent.
$97,297.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLEXSHARES TR INTL QLTDV DEF
c. LEI (if available).
549300UQED61R4X2PE69
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$174.00
g. Value of collateral, to the nearest cent.
$3,627.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FLEXSHARES TR INT QLTDVDYNAM
c. LEI (if available).
5493000GSXOMJAI1QP66
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$10,172.00
g. Value of collateral, to the nearest cent.
$280,950.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRANKLIN TEMPLETON ETF TR EMER MKT COR DIV
c. LEI (if available).
549300WUBOCTWL6PGW95
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,041.00
g. Value of collateral, to the nearest cent.
$26,257.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRANKLIN TEMPLETON ETF TR FRANKLIN ASIA
c. LEI (if available).
549300XOZW71TVF6E672
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$281.00
g. Value of collateral, to the nearest cent.
$6,253.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRANKLIN TEMPLETON ETF TR FRANKLN SWZLND
c. LEI (if available).
549300YJU57FFRVVKH03
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$5,932.00
g. Value of collateral, to the nearest cent.
$194,805.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FRANKLIN TEMPLETON ETF TR FTSE HONG KONG
c. LEI (if available).
549300E78P8MGUFWHY91
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,089.00
g. Value of collateral, to the nearest cent.
$22,672.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS MSCI CHINA FINCL
c. LEI (if available).
549300RRWYGJISZN0M78
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$701.00
g. Value of collateral, to the nearest cent.
$8,968.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS INTEREST RT HEDG
c. LEI (if available).
549300QKS46WQPQ58W76
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1.00
g. Value of collateral, to the nearest cent.
$25.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GLOBAL X FDS INT RT VOLTLTY
c. LEI (if available).
549300ZF338IVEY0L535
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$873.00
g. Value of collateral, to the nearest cent.
$18,808.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GOAL ACQUISITIONS CORP COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$28,466.00
g. Value of collateral, to the nearest cent.
$297,612.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GRANITE CONSTR INC COM
c. LEI (if available).
549300OM4BWMCIXVCZ39
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$84,366.00
g. Value of collateral, to the nearest cent.
$3,382,232.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOLOGIC INC COM
c. LEI (if available).
549300DYP6F5ZJL0LB74
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$50,452.00
g. Value of collateral, to the nearest cent.
$4,070,971.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HOME BANCSHARES INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$117,800.00
g. Value of collateral, to the nearest cent.
$2,843,692.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
HUDSON PAC PPTYS INC COM
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$1,048,109.00
g. Value of collateral, to the nearest cent.
$6,099,994.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU
c. LEI (if available).
5493005TWXGQCEG58C67
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,250.00
g. Value of collateral, to the nearest cent.
$107,439.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRADED FD TR II NY AMT FRE MUN
c. LEI (if available).
549300UIL7N74Y7JDU51
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$9,700.00
g. Value of collateral, to the nearest cent.
$220,335.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2029 MUNI
c. LEI (if available).
549300YMS9ZWWXP92J47
d. Maturity date.
2049-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$17,220.00
g. Value of collateral, to the nearest cent.
$395,801.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCHNG TRAD SLF INDEXE BULLETSHS 2030
c. LEI (if available).
549300ZJ6WLMKVXOZW10
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,814.00
g. Value of collateral, to the nearest cent.
$94,429.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESCO EXCHNG TRAD SLF INDEXE BULLETSHS 2032
c. LEI (if available).
5493007MAFSR8RWIXD15
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,002.00
g. Value of collateral, to the nearest cent.
$40,110.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
INVESTMENT MANAGERS SER TR KNWLDL LD ETF
c. LEI (if available).
549300JMUJ8EMU46RD47
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$7,016.00
g. Value of collateral, to the nearest cent.
$292,311.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR BRAZIL SM-CP ETF
c. LEI (if available).
5493006PCB0FN0Z1IP98
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$22.00
g. Value of collateral, to the nearest cent.
$339.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR MSCI UAE ETF
c. LEI (if available).
549300W8A4HMFQBPVC48
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$24,540.00
g. Value of collateral, to the nearest cent.
$374,480.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR MSCI QATAR ETF
c. LEI (if available).
549300B5RXPZMUBIPL06
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$15,691.00
g. Value of collateral, to the nearest cent.
$296,246.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
ISHARES TR MSCI UN KNGDOM
c. LEI (if available).
549300YNVRTNDI25ZP45
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$2,463.00
g. Value of collateral, to the nearest cent.
$62,348.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
KRANESHARES TR GLOBAL CARB STRA
c. LEI (if available).
549300N19OWO53YWFA13
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$63,742.00
g. Value of collateral, to the nearest cent.
$2,499,961.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LEGG MASON ETF INVT WESTN AST SHRT
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,568.00
g. Value of collateral, to the nearest cent.
$83,723.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
LISTED FD TR ROUNDHILL VIDEO
c. LEI (if available).
54930011XHQ9J8UW1U75
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$3,935.00
g. Value of collateral, to the nearest cent.
$62,995.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
MASCO CORP COM
c. LEI (if available).
5GCSNMQXHEYA1JO8QN11
d. Maturity date.
2500-12-31
e. Coupon or yield.
N/A
f. The principal amount, to the nearest cent.
$34,314.00
g. Value of collateral, to the nearest cent.
$2,101,732.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.42%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$122,000,000.00
b. Excluding the value of any sponsor support:
$122,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.06%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
JP MORGAN SECURITIES LLC
Item C.2 The title of the issue (including coupon, if applicable).
JP MORGAN SECURITIES LLC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ZBUT11V806EZRVTWT807
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000782124
c. Other unique identifier.
ARP0XRKN6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
GNII SF CF2610 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-01-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,469,978.00
g. Value of collateral, to the nearest cent.
$1,190,759.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CD3319
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2060-04-15
e. Coupon or yield.
3.390000
f. The principal amount, to the nearest cent.
$796,000.00
g. Value of collateral, to the nearest cent.
$689,962.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 PLAL5055
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,088,740.00
g. Value of collateral, to the nearest cent.
$202,654.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8122 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-06-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,007,312.00
g. Value of collateral, to the nearest cent.
$831,170.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8123 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-06-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,029,792.00
g. Value of collateral, to the nearest cent.
$4,238,320.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB1331
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$155,000.00
g. Value of collateral, to the nearest cent.
$114,139.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCA8610
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$11,559,120.00
g. Value of collateral, to the nearest cent.
$8,182,500.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CTCA9360
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$550,000.00
g. Value of collateral, to the nearest cent.
$390,679.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN8554 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,249,328.00
g. Value of collateral, to the nearest cent.
$2,586,160.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN9822 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,880,434.00
g. Value of collateral, to the nearest cent.
$1,712,379.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CL444673
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-07-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$47,264.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO7544 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-10-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,145,086.00
g. Value of collateral, to the nearest cent.
$1,113,832.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO0493 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,297,976.00
g. Value of collateral, to the nearest cent.
$4,759,807.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAL1188
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$270,000.00
g. Value of collateral, to the nearest cent.
$8,413.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAL1953
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,736,472.00
g. Value of collateral, to the nearest cent.
$42,686.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BW8883 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2031-05-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,225,350.00
g. Value of collateral, to the nearest cent.
$772,661.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BW8884 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-07-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,094,792.00
g. Value of collateral, to the nearest cent.
$641,064.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB4094
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$147,651,328.00
g. Value of collateral, to the nearest cent.
$134,195,445.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BV7358 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-01-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,832,080.00
g. Value of collateral, to the nearest cent.
$612,149.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5650 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-12-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,656,348.00
g. Value of collateral, to the nearest cent.
$405,294.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4691 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$625,000.00
g. Value of collateral, to the nearest cent.
$106,322.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAB5366
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$44,930,000.00
g. Value of collateral, to the nearest cent.
$9,641,810.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS2496
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,500,000.00
g. Value of collateral, to the nearest cent.
$4,079,876.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFM7751
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$11,005,000.00
g. Value of collateral, to the nearest cent.
$8,090,542.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFM8356
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$63,674,624.00
g. Value of collateral, to the nearest cent.
$30,572,958.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM8648
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,700,000.00
g. Value of collateral, to the nearest cent.
$1,927,162.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS1547
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,001,300.00
g. Value of collateral, to the nearest cent.
$791,580.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CTFM3061
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$877,536.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ0387 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,136,246.00
g. Value of collateral, to the nearest cent.
$780,757.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CJ8151
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2060-09-15
e. Coupon or yield.
3.550000
f. The principal amount, to the nearest cent.
$258,465.00
g. Value of collateral, to the nearest cent.
$227,437.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFS1153
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$248,000.00
g. Value of collateral, to the nearest cent.
$200,100.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AD2334 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-04-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,763,400.00
g. Value of collateral, to the nearest cent.
$505,563.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN0923 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,173,922.00
g. Value of collateral, to the nearest cent.
$1,086,648.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CTCB5621
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,683,598.00
g. Value of collateral, to the nearest cent.
$1,684,107.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BL9107 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,161,040.00
g. Value of collateral, to the nearest cent.
$273,745.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BF4922 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$341,000.00
g. Value of collateral, to the nearest cent.
$36,745.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BF5085 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$9,632,224.00
g. Value of collateral, to the nearest cent.
$1,063,220.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BF7258 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,029,800.00
g. Value of collateral, to the nearest cent.
$82,813.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BH0223 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$534,770.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP8776 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,238,984.00
g. Value of collateral, to the nearest cent.
$1,969,361.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAL7970
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2029-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$350,000.00
g. Value of collateral, to the nearest cent.
$16,516.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CD6837 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,153,764.00
g. Value of collateral, to the nearest cent.
$486,396.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8460 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-12-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$80,057.00
g. Value of collateral, to the nearest cent.
$74,829.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BT0810 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$655,000.00
g. Value of collateral, to the nearest cent.
$108,384.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784355 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$462,235.00
g. Value of collateral, to the nearest cent.
$78,087.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785655 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,500,000.00
g. Value of collateral, to the nearest cent.
$3,781,954.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR AS 082937 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-09-20
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$2,048,268.00
g. Value of collateral, to the nearest cent.
$69,152.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784025 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$264,282.00
g. Value of collateral, to the nearest cent.
$103,888.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 742544 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-09-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,320,000.00
g. Value of collateral, to the nearest cent.
$217,758.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 748486 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$31,499,000.00
g. Value of collateral, to the nearest cent.
$1,321,055.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBQ9224
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,351,000.00
g. Value of collateral, to the nearest cent.
$908,939.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CKBM6504
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$28,914,176.00
g. Value of collateral, to the nearest cent.
$11,065,546.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBJ7056
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,750,000.00
g. Value of collateral, to the nearest cent.
$745,100.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBK2118
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$29,324,384.00
g. Value of collateral, to the nearest cent.
$5,644,253.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 720092 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-06-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$150,000,000.00
g. Value of collateral, to the nearest cent.
$2,915,868.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 720157 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$126,342.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 723615 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-01-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$150,000,000.00
g. Value of collateral, to the nearest cent.
$11,098,042.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004746 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$228,927,232.00
g. Value of collateral, to the nearest cent.
$10,582,760.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004853 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$24,385,792.00
g. Value of collateral, to the nearest cent.
$1,534,276.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004945 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$99,197.00
g. Value of collateral, to the nearest cent.
$6,614.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 582339 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$33,204,928.00
g. Value of collateral, to the nearest cent.
$57,124.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004369 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-02-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,398,192.00
g. Value of collateral, to the nearest cent.
$65,086.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003701 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,299,128.00
g. Value of collateral, to the nearest cent.
$104,595.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004541 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$198,656.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AU6346 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,684,824.00
g. Value of collateral, to the nearest cent.
$1,872,826.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AR0791 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$500,438.00
g. Value of collateral, to the nearest cent.
$66,340.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW5687
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,734,384.00
g. Value of collateral, to the nearest cent.
$2,611,043.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CT256212
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,644,640.00
g. Value of collateral, to the nearest cent.
$17,205.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CI8117 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,851,576.00
g. Value of collateral, to the nearest cent.
$1,617,940.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8245 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$344,531.00
g. Value of collateral, to the nearest cent.
$312,451.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY5528
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,015,206.00
g. Value of collateral, to the nearest cent.
$1,047,712.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7703
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,181,150.00
g. Value of collateral, to the nearest cent.
$1,187,294.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7722
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,733,816.00
g. Value of collateral, to the nearest cent.
$1,796,913.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7725
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,543,960.00
g. Value of collateral, to the nearest cent.
$1,587,982.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7728
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,411,392.00
g. Value of collateral, to the nearest cent.
$1,447,639.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7747
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,345,000.00
g. Value of collateral, to the nearest cent.
$1,363,484.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY5547
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,454,932.00
g. Value of collateral, to the nearest cent.
$1,430,616.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY5619
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,140,236.00
g. Value of collateral, to the nearest cent.
$1,182,998.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBY3152
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,022,678.00
g. Value of collateral, to the nearest cent.
$952,608.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB1281
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$145,564.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB0288
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,896,000.00
g. Value of collateral, to the nearest cent.
$1,356,558.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CICB0333
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$812,640.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CICB0632
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$143,632,128.00
g. Value of collateral, to the nearest cent.
$100,887,153.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN8588 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,589,992.00
g. Value of collateral, to the nearest cent.
$5,884,980.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAS5782
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$15,700,000.00
g. Value of collateral, to the nearest cent.
$1,779,604.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 ZLSI2085
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$46,514,688.00
g. Value of collateral, to the nearest cent.
$39,499,823.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO1752
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
5.100000
f. The principal amount, to the nearest cent.
$5,660,368.00
g. Value of collateral, to the nearest cent.
$5,677,708.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CO6241 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,937,900.00
g. Value of collateral, to the nearest cent.
$2,571,497.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN9838 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,260,536.00
g. Value of collateral, to the nearest cent.
$1,137,068.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN9847 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,365,548.00
g. Value of collateral, to the nearest cent.
$1,110,336.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BD6216 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$166,129.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7472
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,126,552.00
g. Value of collateral, to the nearest cent.
$1,145,974.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY0802
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$6,577,928.00
g. Value of collateral, to the nearest cent.
$6,541,289.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS3500
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$51,503,232.00
g. Value of collateral, to the nearest cent.
$44,983,980.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS0235
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$60,840.00
g. Value of collateral, to the nearest cent.
$48,238.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CTCB6454
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-06-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,046,966.00
g. Value of collateral, to the nearest cent.
$1,104,554.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB6473
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,019,440.00
g. Value of collateral, to the nearest cent.
$979,716.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP9352 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,503,280.00
g. Value of collateral, to the nearest cent.
$2,265,712.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CJ2963 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,205,474.00
g. Value of collateral, to the nearest cent.
$1,167,974.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM9476 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,273,344.00
g. Value of collateral, to the nearest cent.
$3,546,401.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIFM0046
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,587,968.00
g. Value of collateral, to the nearest cent.
$1,983,858.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLCB5875
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,855,532.00
g. Value of collateral, to the nearest cent.
$1,925,453.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB5905
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,611,962.00
g. Value of collateral, to the nearest cent.
$1,583,062.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM9732
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$375,000.00
g. Value of collateral, to the nearest cent.
$285,160.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN0078 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,061,896.00
g. Value of collateral, to the nearest cent.
$895,490.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7442
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,206,504.00
g. Value of collateral, to the nearest cent.
$2,278,791.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY7462
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,528,458.00
g. Value of collateral, to the nearest cent.
$1,514,603.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY7470
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,906,718.00
g. Value of collateral, to the nearest cent.
$1,892,087.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8702 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-06-20
e. Coupon or yield.
8.500000
f. The principal amount, to the nearest cent.
$37,624.00
g. Value of collateral, to the nearest cent.
$36,608.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ3480 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,749,004.00
g. Value of collateral, to the nearest cent.
$2,203,663.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7475
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,853,914.00
g. Value of collateral, to the nearest cent.
$1,908,828.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7615
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,993,520.00
g. Value of collateral, to the nearest cent.
$2,015,879.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7709
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,311,674.00
g. Value of collateral, to the nearest cent.
$1,310,552.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY7690
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,176,004.00
g. Value of collateral, to the nearest cent.
$1,152,788.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7698
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,394,350.00
g. Value of collateral, to the nearest cent.
$1,404,441.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7450
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,430,384.00
g. Value of collateral, to the nearest cent.
$3,471,100.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7451
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,583,060.00
g. Value of collateral, to the nearest cent.
$2,605,257.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP8969 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,265,568.00
g. Value of collateral, to the nearest cent.
$1,155,243.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAL0298
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,329,978.00
g. Value of collateral, to the nearest cent.
$36,210.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO7983 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$21,816,768.00
g. Value of collateral, to the nearest cent.
$20,575,997.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO7984 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$14,123,376.00
g. Value of collateral, to the nearest cent.
$13,321,082.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO7527 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-08-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,744,752.00
g. Value of collateral, to the nearest cent.
$4,489,954.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR AF MA8598 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,933,036.00
g. Value of collateral, to the nearest cent.
$2,820,520.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8424 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$89,074,816.00
g. Value of collateral, to the nearest cent.
$76,584,047.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8464 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-10-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$97,571.00
g. Value of collateral, to the nearest cent.
$92,492.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX9707
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,196,234.00
g. Value of collateral, to the nearest cent.
$1,215,633.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7473
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,406,638.00
g. Value of collateral, to the nearest cent.
$1,423,332.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY2180
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,341,634.00
g. Value of collateral, to the nearest cent.
$1,341,170.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP2240 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,483,414.00
g. Value of collateral, to the nearest cent.
$1,266,798.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP3403 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,056,830.00
g. Value of collateral, to the nearest cent.
$976,911.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786665 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$49,105,344.00
g. Value of collateral, to the nearest cent.
$48,998,049.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786811 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$179,539,968.00
g. Value of collateral, to the nearest cent.
$179,934,656.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 785616 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$145,500,000.00
g. Value of collateral, to the nearest cent.
$103,712,753.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784041 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-08-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,276,292.00
g. Value of collateral, to the nearest cent.
$1,026,527.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBM5346
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,185,000.00
g. Value of collateral, to the nearest cent.
$355,248.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 589193 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-06-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$252,890.00
g. Value of collateral, to the nearest cent.
$9,204.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 I4BF0646
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2062-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$556,313.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 570019 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-07-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$17,186,586.00
g. Value of collateral, to the nearest cent.
$46,789.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW3314 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,317,176.00
g. Value of collateral, to the nearest cent.
$2,348,508.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV9811 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,650,766.00
g. Value of collateral, to the nearest cent.
$1,646,480.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV9860 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,368,420.00
g. Value of collateral, to the nearest cent.
$3,433,502.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV9697 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,150,272.00
g. Value of collateral, to the nearest cent.
$2,119,834.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW2005 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$15,028,576.00
g. Value of collateral, to the nearest cent.
$15,231,411.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CW3272 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$368,306.00
g. Value of collateral, to the nearest cent.
$363,729.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CW3309 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,118,436.00
g. Value of collateral, to the nearest cent.
$2,075,598.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6434 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,399,452.00
g. Value of collateral, to the nearest cent.
$2,424,972.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6541 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,190,494.00
g. Value of collateral, to the nearest cent.
$1,224,385.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6858 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$8,680,576.00
g. Value of collateral, to the nearest cent.
$8,797,734.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6860 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,021,608.00
g. Value of collateral, to the nearest cent.
$2,048,892.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6865 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,476,304.00
g. Value of collateral, to the nearest cent.
$1,539,602.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV5111 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,939,910.00
g. Value of collateral, to the nearest cent.
$1,975,861.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV5112 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$248,050.00
g. Value of collateral, to the nearest cent.
$256,099.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV5448 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,409,456.00
g. Value of collateral, to the nearest cent.
$3,301,467.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV5520 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,913,352.00
g. Value of collateral, to the nearest cent.
$1,853,470.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV6352 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$6,311,984.00
g. Value of collateral, to the nearest cent.
$6,379,589.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV6422 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$318,798.00
g. Value of collateral, to the nearest cent.
$323,176.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV3904 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$339,322.00
g. Value of collateral, to the nearest cent.
$345,610.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV4208 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$399,221.00
g. Value of collateral, to the nearest cent.
$406,780.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV4528 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,644,070.00
g. Value of collateral, to the nearest cent.
$5,809,343.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV5006 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$337,981.00
g. Value of collateral, to the nearest cent.
$344,380.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3845 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,005,942.00
g. Value of collateral, to the nearest cent.
$1,043,844.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3863 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,110,464.00
g. Value of collateral, to the nearest cent.
$1,157,915.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3865 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,041,672.00
g. Value of collateral, to the nearest cent.
$1,061,174.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3868 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,068,484.00
g. Value of collateral, to the nearest cent.
$1,118,003.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3869 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,289,722.00
g. Value of collateral, to the nearest cent.
$1,338,316.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3872 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,152,734.00
g. Value of collateral, to the nearest cent.
$1,201,991.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3417 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,869,660.00
g. Value of collateral, to the nearest cent.
$1,917,085.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN8576 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,528,304.00
g. Value of collateral, to the nearest cent.
$5,569,421.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 762892 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-04-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$1,048,974.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 771080 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-04-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,550,000.00
g. Value of collateral, to the nearest cent.
$682,418.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6683 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-07-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$144,283.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6067 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,577,250.00
g. Value of collateral, to the nearest cent.
$368,233.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6068 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$216,364.00
g. Value of collateral, to the nearest cent.
$80,459.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7581 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,708,152.00
g. Value of collateral, to the nearest cent.
$1,140,185.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7676 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-11-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$279,267.00
g. Value of collateral, to the nearest cent.
$195,184.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7230 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$65,000.00
g. Value of collateral, to the nearest cent.
$34,890.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2757 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$54,000.00
g. Value of collateral, to the nearest cent.
$5,362.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CNMA4793
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,052,884.00
g. Value of collateral, to the nearest cent.
$2,609,976.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CNMA4860
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,600,060.00
g. Value of collateral, to the nearest cent.
$1,338,441.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1158 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$57,229.00
g. Value of collateral, to the nearest cent.
$6,276.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BD4034 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$260,867.00
g. Value of collateral, to the nearest cent.
$48,328.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BV9815 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-01-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,426,812.00
g. Value of collateral, to the nearest cent.
$737,300.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN7008
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-09-15
e. Coupon or yield.
3.340000
f. The principal amount, to the nearest cent.
$192,566.00
g. Value of collateral, to the nearest cent.
$183,274.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN7250 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,096,610.00
g. Value of collateral, to the nearest cent.
$849,105.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CK3661 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$12,923,456.00
g. Value of collateral, to the nearest cent.
$9,594,079.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 783576 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$250,000,000.00
g. Value of collateral, to the nearest cent.
$16,178,043.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6686 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$771,409.00
g. Value of collateral, to the nearest cent.
$418,926.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6534 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$612,464.00
g. Value of collateral, to the nearest cent.
$129,787.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BE3023 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$390,530.00
g. Value of collateral, to the nearest cent.
$272,850.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BA6976 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$124,267.00
g. Value of collateral, to the nearest cent.
$29,039.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BB4157 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-02-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$685,293.00
g. Value of collateral, to the nearest cent.
$108,862.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BC3613 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$202,183.00
g. Value of collateral, to the nearest cent.
$28,000.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP1985 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,156,084.00
g. Value of collateral, to the nearest cent.
$1,065,315.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB2627
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,400,000.00
g. Value of collateral, to the nearest cent.
$1,855,262.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN5048 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,282,624.00
g. Value of collateral, to the nearest cent.
$1,276,757.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CTAA7925
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,293,116.00
g. Value of collateral, to the nearest cent.
$80,202.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAC4914
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2024-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,731,352.00
g. Value of collateral, to the nearest cent.
$26,680.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAB1152
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$42,938.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5401 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-08-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$684,160.00
g. Value of collateral, to the nearest cent.
$79,604.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5438 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$172,802.00
g. Value of collateral, to the nearest cent.
$13,828.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1448 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,461,272.00
g. Value of collateral, to the nearest cent.
$267,657.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR AF MA1692 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-02-20
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$128,180,224.00
g. Value of collateral, to the nearest cent.
$4,365,657.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBT4540
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,945,176.00
g. Value of collateral, to the nearest cent.
$1,459,669.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBQ6044
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,933,752.00
g. Value of collateral, to the nearest cent.
$1,047,622.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZI7623
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2035-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,250,000.00
g. Value of collateral, to the nearest cent.
$162,661.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 785671 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$150,000.00
g. Value of collateral, to the nearest cent.
$105,662.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1602 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-01-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$280,727.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4197 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,735,196.00
g. Value of collateral, to the nearest cent.
$354,964.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CH5613 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,050,932.00
g. Value of collateral, to the nearest cent.
$750,245.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0932 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-04-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,785,564.00
g. Value of collateral, to the nearest cent.
$320,359.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 778793 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-01-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,500,000.00
g. Value of collateral, to the nearest cent.
$475,654.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AA6418 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-05-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$50,000.00
g. Value of collateral, to the nearest cent.
$6,609.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AB7797 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,200,000.00
g. Value of collateral, to the nearest cent.
$338,506.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAD7079
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,200,000.00
g. Value of collateral, to the nearest cent.
$8,339.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR7969 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,368,646.00
g. Value of collateral, to the nearest cent.
$1,275,743.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR7881 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,521,992.00
g. Value of collateral, to the nearest cent.
$1,343,828.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR4274 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,113,280.00
g. Value of collateral, to the nearest cent.
$1,091,849.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR3146 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,778,390.00
g. Value of collateral, to the nearest cent.
$3,109,874.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB2789
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$105,899,000.00
g. Value of collateral, to the nearest cent.
$81,981,955.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB2855
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,007,808.00
g. Value of collateral, to the nearest cent.
$1,560,791.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BN0304 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-09-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$363,069.00
g. Value of collateral, to the nearest cent.
$225,474.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BQ0724 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$619,213.00
g. Value of collateral, to the nearest cent.
$96,449.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BS5088 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$519,556.00
g. Value of collateral, to the nearest cent.
$55,834.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BH2709 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,703,680.00
g. Value of collateral, to the nearest cent.
$395,294.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BH6400 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,312,836.00
g. Value of collateral, to the nearest cent.
$1,609,856.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BL1045 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$835,679.00
g. Value of collateral, to the nearest cent.
$115,242.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7083 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-11-20
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$730,448.00
g. Value of collateral, to the nearest cent.
$545,013.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5710 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$737,244.00
g. Value of collateral, to the nearest cent.
$73,082.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5877 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$73,051,648.00
g. Value of collateral, to the nearest cent.
$7,863,803.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AZ1638 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-02-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$466,831.00
g. Value of collateral, to the nearest cent.
$71,813.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW0019
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,979,680.00
g. Value of collateral, to the nearest cent.
$2,680,086.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CKBV7778
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$4,096,104.00
g. Value of collateral, to the nearest cent.
$3,096,354.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBV3162
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$235,000.00
g. Value of collateral, to the nearest cent.
$188,400.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CKBV7772
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,344,536.00
g. Value of collateral, to the nearest cent.
$2,666,844.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 627014 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$80,466.00
g. Value of collateral, to the nearest cent.
$29,418.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ5572 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,981,892.00
g. Value of collateral, to the nearest cent.
$3,543,024.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7303 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-04-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$15,000,000.00
g. Value of collateral, to the nearest cent.
$9,846,112.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6993 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$972,445.00
g. Value of collateral, to the nearest cent.
$630,186.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6811 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$630,778.00
g. Value of collateral, to the nearest cent.
$121,447.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6824 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,107,456.00
g. Value of collateral, to the nearest cent.
$816,216.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6910 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$120,804.00
g. Value of collateral, to the nearest cent.
$14,028.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7967 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$107,625.00
g. Value of collateral, to the nearest cent.
$81,780.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7697 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,391,060.00
g. Value of collateral, to the nearest cent.
$1,879,886.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7744 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-10-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$182,566.00
g. Value of collateral, to the nearest cent.
$167,083.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7830 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$203,710.00
g. Value of collateral, to the nearest cent.
$167,450.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8148 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$19,856,960.00
g. Value of collateral, to the nearest cent.
$16,522,182.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CL800666
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-09-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$15,268,128.00
g. Value of collateral, to the nearest cent.
$290,779.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBE3704
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$42,975,936.00
g. Value of collateral, to the nearest cent.
$5,963,731.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.500 KL648645
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-06-01
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$2,600,000.00
g. Value of collateral, to the nearest cent.
$26,054.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL725027
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$350,000,000.00
g. Value of collateral, to the nearest cent.
$4,631,986.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CL735667
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$880,000,000.00
g. Value of collateral, to the nearest cent.
$12,898,092.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL786899
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-08-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,220,000.00
g. Value of collateral, to the nearest cent.
$36,551.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAS7593
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$533,435.00
g. Value of collateral, to the nearest cent.
$96,879.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.775 CLAU1577
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-06-01
e. Coupon or yield.
2.775000
f. The principal amount, to the nearest cent.
$403,725.00
g. Value of collateral, to the nearest cent.
$67,149.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2679 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,564,900.00
g. Value of collateral, to the nearest cent.
$193,588.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR AF MA1853 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-04-20
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$142,846,240.00
g. Value of collateral, to the nearest cent.
$3,685,515.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0698 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,282,300.00
g. Value of collateral, to the nearest cent.
$703,897.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAD0244
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2024-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,604,944.00
g. Value of collateral, to the nearest cent.
$16,806.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4008 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-10-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$205,793.00
g. Value of collateral, to the nearest cent.
$32,391.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1224 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,276,632.00
g. Value of collateral, to the nearest cent.
$487,835.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1373 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$879,142.00
g. Value of collateral, to the nearest cent.
$186,790.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1374 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,142,360.00
g. Value of collateral, to the nearest cent.
$702,397.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AN4450 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$601,744.00
g. Value of collateral, to the nearest cent.
$102,868.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AN6559 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-07-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,503,128.00
g. Value of collateral, to the nearest cent.
$175,105.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM4694 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,700,120.00
g. Value of collateral, to the nearest cent.
$7,199,796.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL3457 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,743,284.00
g. Value of collateral, to the nearest cent.
$2,132,149.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CJ9491 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$17,087,584.00
g. Value of collateral, to the nearest cent.
$13,490,358.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CH5841 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-01-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,626,768.00
g. Value of collateral, to the nearest cent.
$2,566,448.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ2683 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,465,412.00
g. Value of collateral, to the nearest cent.
$2,373,819.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AD9005 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-04-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$125,000.00
g. Value of collateral, to the nearest cent.
$24,260.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AF0251 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-08-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$503,527.00
g. Value of collateral, to the nearest cent.
$44,026.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AK2587 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,116,408.00
g. Value of collateral, to the nearest cent.
$49,348.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAS1583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$95,900,000.00
g. Value of collateral, to the nearest cent.
$13,083,290.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5962 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$424,399.00
g. Value of collateral, to the nearest cent.
$143,916.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 757379 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-07-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,403,020.00
g. Value of collateral, to the nearest cent.
$1,381,595.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6284 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$35,545.00
g. Value of collateral, to the nearest cent.
$5,595.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4780 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,845,000.00
g. Value of collateral, to the nearest cent.
$202,970.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4964 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$108,612.00
g. Value of collateral, to the nearest cent.
$12,001.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5595 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$47,084,352.00
g. Value of collateral, to the nearest cent.
$5,447,120.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5194 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,448,060.00
g. Value of collateral, to the nearest cent.
$237,508.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6283 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,169,816.00
g. Value of collateral, to the nearest cent.
$1,064,034.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4589 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,617,000.00
g. Value of collateral, to the nearest cent.
$192,007.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4965 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,127,000.00
g. Value of collateral, to the nearest cent.
$149,379.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5023 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-02-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,963,760.00
g. Value of collateral, to the nearest cent.
$699,719.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5266 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$297,332.00
g. Value of collateral, to the nearest cent.
$29,893.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA3378
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,100,000.00
g. Value of collateral, to the nearest cent.
$1,541,774.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA3789
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,427,488.00
g. Value of collateral, to the nearest cent.
$1,019,540.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA0873
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$19,235,000.00
g. Value of collateral, to the nearest cent.
$5,805,761.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA2214
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$108,206,800.00
g. Value of collateral, to the nearest cent.
$32,563,760.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR AF MA1775 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-03-20
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$71,215,616.00
g. Value of collateral, to the nearest cent.
$2,093,203.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CS CL4455
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-03-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,458,416.00
g. Value of collateral, to the nearest cent.
$4,057,368.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CIMA5093
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,428,536.00
g. Value of collateral, to the nearest cent.
$2,381,256.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4510 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,523,664.00
g. Value of collateral, to the nearest cent.
$1,113,318.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1012 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$34,969,216.00
g. Value of collateral, to the nearest cent.
$4,399,866.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA4919
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$964,331.00
g. Value of collateral, to the nearest cent.
$921,153.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2893 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$763,056.00
g. Value of collateral, to the nearest cent.
$88,127.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6710 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$28,324,096.00
g. Value of collateral, to the nearest cent.
$8,965,656.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6601 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,929,768.00
g. Value of collateral, to the nearest cent.
$702,261.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BA7589 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$44,000.00
g. Value of collateral, to the nearest cent.
$7,302.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8802 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,433,504.00
g. Value of collateral, to the nearest cent.
$3,439,112.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6039 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,615,000.00
g. Value of collateral, to the nearest cent.
$356,776.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0852 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,511,212.00
g. Value of collateral, to the nearest cent.
$170,499.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5817 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$707,060,736.00
g. Value of collateral, to the nearest cent.
$73,647,183.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLMA5089
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$502,991.00
g. Value of collateral, to the nearest cent.
$468,155.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB3292
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,080,000.00
g. Value of collateral, to the nearest cent.
$1,597,146.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CS6535
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-05-15
e. Coupon or yield.
4.760000
f. The principal amount, to the nearest cent.
$4,500,000.00
g. Value of collateral, to the nearest cent.
$4,422,198.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8043 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,423,952.00
g. Value of collateral, to the nearest cent.
$5,337,863.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8201 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$34,826,112.00
g. Value of collateral, to the nearest cent.
$32,250,089.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CL8514 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$147,309.00
g. Value of collateral, to the nearest cent.
$118,752.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFS4377
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$40,000.00
g. Value of collateral, to the nearest cent.
$34,560.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA9018 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$246,999,296.00
g. Value of collateral, to the nearest cent.
$249,597,728.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAL4743
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,970,000.00
g. Value of collateral, to the nearest cent.
$50,129.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8569 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$9,680,443.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA2737
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$925,000.00
g. Value of collateral, to the nearest cent.
$178,168.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8647 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$472,580.00
g. Value of collateral, to the nearest cent.
$457,931.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA3377 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,689,320.00
g. Value of collateral, to the nearest cent.
$495,304.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5529 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$18,438,240.00
g. Value of collateral, to the nearest cent.
$1,803,745.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1444 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$868,513.00
g. Value of collateral, to the nearest cent.
$727,848.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1414 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$154,393.00
g. Value of collateral, to the nearest cent.
$129,386.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1436 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$106,323.00
g. Value of collateral, to the nearest cent.
$93,661.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU0969 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,436,032.00
g. Value of collateral, to the nearest cent.
$5,457,885.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1337 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$142,850.00
g. Value of collateral, to the nearest cent.
$120,007.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU1702 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,322,604.00
g. Value of collateral, to the nearest cent.
$3,276,733.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU1704 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$6,540,768.00
g. Value of collateral, to the nearest cent.
$6,616,431.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0929 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$10,143,280.00
g. Value of collateral, to the nearest cent.
$10,411,312.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0916 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$10,201,872.00
g. Value of collateral, to the nearest cent.
$10,378,993.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CT8731 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,040,380.00
g. Value of collateral, to the nearest cent.
$2,785,262.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9119 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,197,456.00
g. Value of collateral, to the nearest cent.
$1,138,265.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0856 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$8,140,448.00
g. Value of collateral, to the nearest cent.
$7,953,851.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0862 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,412,232.00
g. Value of collateral, to the nearest cent.
$5,601,804.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU0240 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-09-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$462,688.00
g. Value of collateral, to the nearest cent.
$456,697.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT8350 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$343,274.00
g. Value of collateral, to the nearest cent.
$332,159.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT8447 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$199,936.00
g. Value of collateral, to the nearest cent.
$185,210.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT8081 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-01-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$159,940.00
g. Value of collateral, to the nearest cent.
$162,764.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT7251 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$219,045.00
g. Value of collateral, to the nearest cent.
$211,805.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT7252 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$607,717.00
g. Value of collateral, to the nearest cent.
$609,325.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAE0971
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,600,000.00
g. Value of collateral, to the nearest cent.
$6,192.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5140 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,489,024.00
g. Value of collateral, to the nearest cent.
$759,282.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6069 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-09-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$96,953.00
g. Value of collateral, to the nearest cent.
$34,381.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7930 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,700,876.00
g. Value of collateral, to the nearest cent.
$1,390,635.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7470 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$126,560.00
g. Value of collateral, to the nearest cent.
$86,530.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7527 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$620,674.00
g. Value of collateral, to the nearest cent.
$354,212.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7629 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-08-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$65,642.00
g. Value of collateral, to the nearest cent.
$37,214.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8071 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-06-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$8,430,016.00
g. Value of collateral, to the nearest cent.
$6,775,586.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CTMA5096
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,095,760.00
g. Value of collateral, to the nearest cent.
$1,973,807.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLMA4942
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$639,898.00
g. Value of collateral, to the nearest cent.
$606,550.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1155 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-07-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,637,248.00
g. Value of collateral, to the nearest cent.
$670,890.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CTMA4973
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,024,792.00
g. Value of collateral, to the nearest cent.
$955,415.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTMA5007
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,665,808.00
g. Value of collateral, to the nearest cent.
$1,460,681.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA5009
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,931,264.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CTMA5015
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,119,056.00
g. Value of collateral, to the nearest cent.
$2,915,017.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CNMA4770
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,887,176.00
g. Value of collateral, to the nearest cent.
$2,248,676.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CTMA4800
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$10,796,064.00
g. Value of collateral, to the nearest cent.
$9,623,695.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLMA4895
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,506,948.00
g. Value of collateral, to the nearest cent.
$1,404,280.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIMA4360
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-06-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$6,240,064.00
g. Value of collateral, to the nearest cent.
$4,202,706.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8221
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$10,213,552.00
g. Value of collateral, to the nearest cent.
$10,241,578.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX6672
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,214,138.00
g. Value of collateral, to the nearest cent.
$1,181,536.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX6775
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,697,900.00
g. Value of collateral, to the nearest cent.
$2,634,191.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX6950
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,454,440.00
g. Value of collateral, to the nearest cent.
$1,465,727.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX4186
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,490,314.00
g. Value of collateral, to the nearest cent.
$1,430,091.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX4190
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,849,540.00
g. Value of collateral, to the nearest cent.
$2,704,397.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX5099
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$4,694,312.00
g. Value of collateral, to the nearest cent.
$4,750,403.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CIBX6016
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,089,510.00
g. Value of collateral, to the nearest cent.
$1,081,091.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX6027
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,687,040.00
g. Value of collateral, to the nearest cent.
$3,715,726.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX6130
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,180,896.00
g. Value of collateral, to the nearest cent.
$3,044,334.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA2756
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$337,003.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIBX8996
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,099,136.00
g. Value of collateral, to the nearest cent.
$1,043,342.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX8121
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,006,476.00
g. Value of collateral, to the nearest cent.
$1,034,028.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX8169
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,162,234.00
g. Value of collateral, to the nearest cent.
$1,113,267.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ2811 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,046,564.00
g. Value of collateral, to the nearest cent.
$1,860,996.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFS1563
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$6,600,000.00
g. Value of collateral, to the nearest cent.
$5,040,954.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS2668
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,698,080.00
g. Value of collateral, to the nearest cent.
$6,529,105.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL2939 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,098,368.00
g. Value of collateral, to the nearest cent.
$1,254,884.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CL3206 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$151,799.00
g. Value of collateral, to the nearest cent.
$131,658.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CJ9281 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$811,268.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX7752
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,078,392.00
g. Value of collateral, to the nearest cent.
$1,992,132.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX9790
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,311,888.00
g. Value of collateral, to the nearest cent.
$1,271,832.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY2476
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$10,163,952.00
g. Value of collateral, to the nearest cent.
$10,053,844.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY2662
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,241,138.00
g. Value of collateral, to the nearest cent.
$1,253,205.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY2699
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,087,750.00
g. Value of collateral, to the nearest cent.
$1,084,060.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY1938
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,017,888.00
g. Value of collateral, to the nearest cent.
$1,022,370.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY1984
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,723,056.00
g. Value of collateral, to the nearest cent.
$4,703,652.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY0734
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,950,070.00
g. Value of collateral, to the nearest cent.
$1,952,124.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY0738
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,246,124.00
g. Value of collateral, to the nearest cent.
$1,231,282.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6954 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-20
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$117,395.00
g. Value of collateral, to the nearest cent.
$86,525.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6658 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,364,560.00
g. Value of collateral, to the nearest cent.
$1,137,841.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6659 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,900,000.00
g. Value of collateral, to the nearest cent.
$484,238.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6661 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,600,488.00
g. Value of collateral, to the nearest cent.
$929,281.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6747 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,387,092.00
g. Value of collateral, to the nearest cent.
$429,105.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7106 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-01-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$90,000.00
g. Value of collateral, to the nearest cent.
$51,657.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6602 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,110,820.00
g. Value of collateral, to the nearest cent.
$1,432,947.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BD7928 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,134,294.00
g. Value of collateral, to the nearest cent.
$465,862.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB2837
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$221,528.00
g. Value of collateral, to the nearest cent.
$166,162.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CICB1974
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$167,983,104.00
g. Value of collateral, to the nearest cent.
$123,186,521.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB1787
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$146,387.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3672
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
4.210000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$374,705.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP3700
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-04-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$8,916,870.00
g. Value of collateral, to the nearest cent.
$8,873,005.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP6756 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,266,790.00
g. Value of collateral, to the nearest cent.
$1,178,775.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CO9083 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,136,582.00
g. Value of collateral, to the nearest cent.
$1,081,891.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP0999 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,902,168.00
g. Value of collateral, to the nearest cent.
$1,650,773.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP1088
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
4.680000
f. The principal amount, to the nearest cent.
$529,000.00
g. Value of collateral, to the nearest cent.
$513,282.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CC9847
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-10-15
e. Coupon or yield.
2.910000
f. The principal amount, to the nearest cent.
$29,669,760.00
g. Value of collateral, to the nearest cent.
$25,083,141.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CD0891
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-12-15
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$753,509.00
g. Value of collateral, to the nearest cent.
$643,359.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CD3307
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-11-15
e. Coupon or yield.
3.200000
f. The principal amount, to the nearest cent.
$165,985.00
g. Value of collateral, to the nearest cent.
$142,321.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB1438
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,415,456.00
g. Value of collateral, to the nearest cent.
$1,041,106.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB2661
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,409,850.00
g. Value of collateral, to the nearest cent.
$1,114,868.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB1816
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,300,336.00
g. Value of collateral, to the nearest cent.
$6,433,673.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CICB1190
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-07-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$30,164,320.00
g. Value of collateral, to the nearest cent.
$21,176,936.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN4418 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,166,854.00
g. Value of collateral, to the nearest cent.
$1,087,100.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN5546 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,152,362.00
g. Value of collateral, to the nearest cent.
$996,717.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CQ7043
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-02-15
e. Coupon or yield.
4.470000
f. The principal amount, to the nearest cent.
$13,002,500.00
g. Value of collateral, to the nearest cent.
$12,445,457.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ7986 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,901,514.00
g. Value of collateral, to the nearest cent.
$1,747,778.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS7497 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$13,592,040.00
g. Value of collateral, to the nearest cent.
$13,128,098.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS7814 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,481,660.00
g. Value of collateral, to the nearest cent.
$3,458,382.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS3847 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,120,878.00
g. Value of collateral, to the nearest cent.
$1,126,372.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS5405 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,251,788.00
g. Value of collateral, to the nearest cent.
$1,971,499.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ5486 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$8,230,384.00
g. Value of collateral, to the nearest cent.
$7,556,076.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ5487 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,542,786.00
g. Value of collateral, to the nearest cent.
$1,306,984.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ5514 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$40,026,304.00
g. Value of collateral, to the nearest cent.
$34,223,011.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ3155 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,213,048.00
g. Value of collateral, to the nearest cent.
$1,145,419.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ3386 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,676,308.00
g. Value of collateral, to the nearest cent.
$1,552,793.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CI890591
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,522,720.00
g. Value of collateral, to the nearest cent.
$60,774.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU1000 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$10,099,488.00
g. Value of collateral, to the nearest cent.
$10,239,406.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU1071 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,091,848.00
g. Value of collateral, to the nearest cent.
$5,167,319.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1369 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,856,712.00
g. Value of collateral, to the nearest cent.
$2,619,579.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1371 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$155,154.00
g. Value of collateral, to the nearest cent.
$143,664.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0931 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$6,068,024.00
g. Value of collateral, to the nearest cent.
$6,193,017.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU0994 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$15,020,784.00
g. Value of collateral, to the nearest cent.
$15,367,858.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT9701 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,144,392.00
g. Value of collateral, to the nearest cent.
$2,107,960.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT8927 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-10-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$54,341.00
g. Value of collateral, to the nearest cent.
$54,188.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CT8111
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-07-15
e. Coupon or yield.
4.540000
f. The principal amount, to the nearest cent.
$28,273,800.00
g. Value of collateral, to the nearest cent.
$27,382,958.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT8286 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,082,192.00
g. Value of collateral, to the nearest cent.
$1,097,722.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT8475 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$230,148.00
g. Value of collateral, to the nearest cent.
$230,734.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT7871 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-01-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$198,180.00
g. Value of collateral, to the nearest cent.
$198,966.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT7937 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,397,082.00
g. Value of collateral, to the nearest cent.
$1,395,996.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7458 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2030-02-20
e. Coupon or yield.
8.000000
f. The principal amount, to the nearest cent.
$53,407.00
g. Value of collateral, to the nearest cent.
$21,485.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7290 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,833,368.00
g. Value of collateral, to the nearest cent.
$1,060,491.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CKMA4856
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$661,050.00
g. Value of collateral, to the nearest cent.
$552,802.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX6765
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,967,864.00
g. Value of collateral, to the nearest cent.
$5,864,743.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX7687
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,675,858.00
g. Value of collateral, to the nearest cent.
$1,705,777.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX7742
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,471,688.00
g. Value of collateral, to the nearest cent.
$2,544,006.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAL1083
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,478,000.00
g. Value of collateral, to the nearest cent.
$129,469.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN6052 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,144,642.00
g. Value of collateral, to the nearest cent.
$1,095,965.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN6489 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,314,304.00
g. Value of collateral, to the nearest cent.
$7,843,232.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN7005
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-02-15
e. Coupon or yield.
4.900000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,955,367.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY3442
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,179,150.00
g. Value of collateral, to the nearest cent.
$1,236,100.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX7835
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,013,100.00
g. Value of collateral, to the nearest cent.
$1,028,193.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAC3256
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2024-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,380,786.00
g. Value of collateral, to the nearest cent.
$11,808.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CJ9067
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
4.400000
f. The principal amount, to the nearest cent.
$6,684,072.00
g. Value of collateral, to the nearest cent.
$6,706,060.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY2694
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,307,568.00
g. Value of collateral, to the nearest cent.
$1,293,788.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY1942
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,318,632.00
g. Value of collateral, to the nearest cent.
$2,393,887.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7170 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$384,283.00
g. Value of collateral, to the nearest cent.
$285,893.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFS4809
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$41,210,432.00
g. Value of collateral, to the nearest cent.
$36,543,426.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN1946 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,636,078.00
g. Value of collateral, to the nearest cent.
$1,223,361.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN2043 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-09-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,581,892.00
g. Value of collateral, to the nearest cent.
$1,318,977.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BC1102 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$85,198.00
g. Value of collateral, to the nearest cent.
$31,397.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BD1714 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$66,584.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR AF MA8829 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$200,447.00
g. Value of collateral, to the nearest cent.
$200,363.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA8866 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$992,031.00
g. Value of collateral, to the nearest cent.
$952,728.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAH5702
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,036,052.00
g. Value of collateral, to the nearest cent.
$27,573.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CP5094 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$17,914,112.00
g. Value of collateral, to the nearest cent.
$14,985,772.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP0483 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,004,370.00
g. Value of collateral, to the nearest cent.
$916,095.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN6028 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,246,698.00
g. Value of collateral, to the nearest cent.
$1,139,050.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU5036 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$732,456.00
g. Value of collateral, to the nearest cent.
$745,561.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR1906 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,121,714.00
g. Value of collateral, to the nearest cent.
$1,116,004.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS8432 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,110,132.00
g. Value of collateral, to the nearest cent.
$1,834,713.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS4112 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,263,332.00
g. Value of collateral, to the nearest cent.
$2,215,978.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS4164 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-01-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,434,560.00
g. Value of collateral, to the nearest cent.
$3,292,783.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS4255 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,161,756.00
g. Value of collateral, to the nearest cent.
$2,243,670.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS6079 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,594,532.00
g. Value of collateral, to the nearest cent.
$1,556,158.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ3455 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$992,785.00
g. Value of collateral, to the nearest cent.
$862,673.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS5362
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$42,693,760.00
g. Value of collateral, to the nearest cent.
$41,557,294.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CI935793
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2024-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,548,844.00
g. Value of collateral, to the nearest cent.
$29,361.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 ZLFP0047
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-25
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$32,631,104.00
g. Value of collateral, to the nearest cent.
$30,855,490.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CI890505
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,125,000.00
g. Value of collateral, to the nearest cent.
$60,962.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CI890584
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,575,000.00
g. Value of collateral, to the nearest cent.
$14,392.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAC7276
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2024-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,724,722.00
g. Value of collateral, to the nearest cent.
$37,028.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CNMA5078
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,810,048.00
g. Value of collateral, to the nearest cent.
$1,668,488.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX9889
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,791,704.00
g. Value of collateral, to the nearest cent.
$4,794,086.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX9893
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,487,916.00
g. Value of collateral, to the nearest cent.
$2,478,244.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX9294
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,015,072.00
g. Value of collateral, to the nearest cent.
$3,685,823.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLZI1822
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2034-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,000,200.00
g. Value of collateral, to the nearest cent.
$58,249.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV0949 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$229,573.00
g. Value of collateral, to the nearest cent.
$226,720.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU7683 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$235,290.00
g. Value of collateral, to the nearest cent.
$227,926.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU8125 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,088,056.00
g. Value of collateral, to the nearest cent.
$3,035,180.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU9130 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$473,440.00
g. Value of collateral, to the nearest cent.
$482,025.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU9362 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-01-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$139,533.00
g. Value of collateral, to the nearest cent.
$140,155.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU7523 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$273,642.00
g. Value of collateral, to the nearest cent.
$229,334.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU7588 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$113,428.00
g. Value of collateral, to the nearest cent.
$103,705.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU7682 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,423,226.00
g. Value of collateral, to the nearest cent.
$1,307,049.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU6494 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$525,785.00
g. Value of collateral, to the nearest cent.
$509,183.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6507 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,004,696.00
g. Value of collateral, to the nearest cent.
$5,134,246.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6508 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$8,141,680.00
g. Value of collateral, to the nearest cent.
$8,373,106.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782435 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-09-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$22,300,000.00
g. Value of collateral, to the nearest cent.
$453,764.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS1827
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,498,128.00
g. Value of collateral, to the nearest cent.
$7,336,577.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CI2267 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-10-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,000.00
g. Value of collateral, to the nearest cent.
$86,033.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX1508
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,426,206.00
g. Value of collateral, to the nearest cent.
$1,360,504.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX1101
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,004,040.00
g. Value of collateral, to the nearest cent.
$1,010,658.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBW9645
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$68,999.00
g. Value of collateral, to the nearest cent.
$60,495.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR9245 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,114,678.00
g. Value of collateral, to the nearest cent.
$1,117,730.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS0473 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,439,600.00
g. Value of collateral, to the nearest cent.
$2,328,365.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS1070 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,339,992.00
g. Value of collateral, to the nearest cent.
$2,399,375.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR6796 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,892,984.00
g. Value of collateral, to the nearest cent.
$1,898,286.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR6988 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,796,112.00
g. Value of collateral, to the nearest cent.
$2,373,006.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR6416 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,076,354.00
g. Value of collateral, to the nearest cent.
$813,580.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR6520 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,404,574.00
g. Value of collateral, to the nearest cent.
$1,345,026.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CR2378 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,570,832.00
g. Value of collateral, to the nearest cent.
$2,723,969.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR3085 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,400,270.00
g. Value of collateral, to the nearest cent.
$2,322,744.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR4393 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,380,420.00
g. Value of collateral, to the nearest cent.
$3,372,389.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBY5340
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,274,124.00
g. Value of collateral, to the nearest cent.
$2,183,829.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY5355
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$12,340,112.00
g. Value of collateral, to the nearest cent.
$12,096,501.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY1202
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,236,378.00
g. Value of collateral, to the nearest cent.
$1,201,080.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY1556
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,492,200.00
g. Value of collateral, to the nearest cent.
$5,539,396.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB2093
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,430,000.00
g. Value of collateral, to the nearest cent.
$1,881,579.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL BV8276
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-15
e. Coupon or yield.
2.950000
f. The principal amount, to the nearest cent.
$9,000,000.00
g. Value of collateral, to the nearest cent.
$7,713,651.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BS3766 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,067,150.00
g. Value of collateral, to the nearest cent.
$221,167.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BK2493 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,554,070.00
g. Value of collateral, to the nearest cent.
$299,202.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ2782 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,620,368.00
g. Value of collateral, to the nearest cent.
$1,388,665.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CTMA4740
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,532,304.00
g. Value of collateral, to the nearest cent.
$1,164,027.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBV6616
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,414,560.00
g. Value of collateral, to the nearest cent.
$2,217,842.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CTBU4015
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,164,092.00
g. Value of collateral, to the nearest cent.
$2,933,201.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLSD3165
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$256,459,776.00
g. Value of collateral, to the nearest cent.
$249,999,993.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CT7954 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2061-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$439,472.00
g. Value of collateral, to the nearest cent.
$387,781.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0374 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,185,950.00
g. Value of collateral, to the nearest cent.
$3,286,644.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT2690 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,215,816.00
g. Value of collateral, to the nearest cent.
$5,368,554.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0796 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,548,476.00
g. Value of collateral, to the nearest cent.
$3,825,653.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS7056 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,002,682.00
g. Value of collateral, to the nearest cent.
$938,598.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CS7057 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,404,900.00
g. Value of collateral, to the nearest cent.
$1,182,551.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV3842 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,128,462.00
g. Value of collateral, to the nearest cent.
$1,139,808.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU9568 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,853,000.00
g. Value of collateral, to the nearest cent.
$4,947,764.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CV1688 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,555,550.00
g. Value of collateral, to the nearest cent.
$1,473,573.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CV1691 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,117,018.00
g. Value of collateral, to the nearest cent.
$1,087,059.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ5573 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-01-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,781,432.00
g. Value of collateral, to the nearest cent.
$1,743,443.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLQF1648
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,300,480.00
g. Value of collateral, to the nearest cent.
$1,234,879.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ7731 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,815,298.00
g. Value of collateral, to the nearest cent.
$1,745,944.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU4301 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$951,343.00
g. Value of collateral, to the nearest cent.
$968,959.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU5300 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,831,332.00
g. Value of collateral, to the nearest cent.
$2,757,003.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU2706 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,007,678.00
g. Value of collateral, to the nearest cent.
$984,784.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 711568 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-04-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$11,054,912.00
g. Value of collateral, to the nearest cent.
$2,724,587.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU3884 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$147,871.00
g. Value of collateral, to the nearest cent.
$148,402.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ2911 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-10-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,266,028.00
g. Value of collateral, to the nearest cent.
$2,101,840.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CQ4859
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
4.950000
f. The principal amount, to the nearest cent.
$13,715,136.00
g. Value of collateral, to the nearest cent.
$13,633,059.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7306 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,384,486.00
g. Value of collateral, to the nearest cent.
$625,136.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU5314 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,972,448.00
g. Value of collateral, to the nearest cent.
$2,018,177.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8697 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,809,728.00
g. Value of collateral, to the nearest cent.
$2,956,229.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8700 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-02-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$99,498.00
g. Value of collateral, to the nearest cent.
$96,415.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8767 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$474,955.00
g. Value of collateral, to the nearest cent.
$428,528.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8764 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-09-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$96,073.00
g. Value of collateral, to the nearest cent.
$79,338.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8536 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$334,574.00
g. Value of collateral, to the nearest cent.
$310,777.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8919 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,922,594.00
g. Value of collateral, to the nearest cent.
$1,933,632.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA8933 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,825,000.00
g. Value of collateral, to the nearest cent.
$1,686,083.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR AF MA8962 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$555,809.00
g. Value of collateral, to the nearest cent.
$549,228.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8986 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$354,780.00
g. Value of collateral, to the nearest cent.
$352,158.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8874 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$47,606,960.00
g. Value of collateral, to the nearest cent.
$41,944,770.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8916 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$140,895.00
g. Value of collateral, to the nearest cent.
$136,954.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY5428
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,378,544.00
g. Value of collateral, to the nearest cent.
$2,338,792.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY4754
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,174,082.00
g. Value of collateral, to the nearest cent.
$1,198,308.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY4840
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,240,144.00
g. Value of collateral, to the nearest cent.
$2,295,816.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY4023
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,053,948.00
g. Value of collateral, to the nearest cent.
$2,021,202.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY4026
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,046,816.00
g. Value of collateral, to the nearest cent.
$3,982,641.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY4314
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,229,020.00
g. Value of collateral, to the nearest cent.
$1,208,533.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY4325
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,542,038.00
g. Value of collateral, to the nearest cent.
$1,582,013.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY3387
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$7,511,960.00
g. Value of collateral, to the nearest cent.
$7,704,458.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3420
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$13,412,992.00
g. Value of collateral, to the nearest cent.
$13,289,486.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBE7191
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,600,000.00
g. Value of collateral, to the nearest cent.
$273,117.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU3715 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$378,780.00
g. Value of collateral, to the nearest cent.
$385,952.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU3717 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$535,221.00
g. Value of collateral, to the nearest cent.
$545,140.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU2658 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-10-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$236,147.00
g. Value of collateral, to the nearest cent.
$232,826.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU2293 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$99,260.00
g. Value of collateral, to the nearest cent.
$96,098.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3477 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,100,696.00
g. Value of collateral, to the nearest cent.
$1,084,633.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1391 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$479,218.00
g. Value of collateral, to the nearest cent.
$437,969.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAD4089
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,007,216.00
g. Value of collateral, to the nearest cent.
$41,195.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAD5732
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,261,208.00
g. Value of collateral, to the nearest cent.
$5,601.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CIMA5057
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,330,010.00
g. Value of collateral, to the nearest cent.
$3,237,316.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLMA5107
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$90,012,288.00
g. Value of collateral, to the nearest cent.
$89,752,362.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS3560
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$44,824,064.00
g. Value of collateral, to the nearest cent.
$43,186,192.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN0318 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,865,884.00
g. Value of collateral, to the nearest cent.
$2,648,928.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB5119
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$15,921,120.00
g. Value of collateral, to the nearest cent.
$14,953,915.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM4897
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,340,000.00
g. Value of collateral, to the nearest cent.
$1,550,464.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL7211 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,508,780.00
g. Value of collateral, to the nearest cent.
$2,808,247.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL8405 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,364,000.00
g. Value of collateral, to the nearest cent.
$1,148,891.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL8517 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-04-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,116,136.00
g. Value of collateral, to the nearest cent.
$4,225,936.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AX5857 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$354,245.00
g. Value of collateral, to the nearest cent.
$35,125.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CIFM3297
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,591,610.00
g. Value of collateral, to the nearest cent.
$601,990.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM4529
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$700,000.00
g. Value of collateral, to the nearest cent.
$417,848.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL3643 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$9,352,448.00
g. Value of collateral, to the nearest cent.
$7,051,977.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAL8131
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,659,104.00
g. Value of collateral, to the nearest cent.
$37,857.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY2791
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,564,344.00
g. Value of collateral, to the nearest cent.
$1,610,248.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY2801
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,900,630.00
g. Value of collateral, to the nearest cent.
$1,949,313.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY2008
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,749,588.00
g. Value of collateral, to the nearest cent.
$3,743,275.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY7448
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,788,510.00
g. Value of collateral, to the nearest cent.
$5,691,770.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY7116
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,879,544.00
g. Value of collateral, to the nearest cent.
$2,873,126.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CTBY6309
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,018,848.00
g. Value of collateral, to the nearest cent.
$1,024,915.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY6357
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,164,130.00
g. Value of collateral, to the nearest cent.
$2,169,519.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY6359
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,175,520.00
g. Value of collateral, to the nearest cent.
$1,198,835.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY6336
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,424,800.00
g. Value of collateral, to the nearest cent.
$2,430,838.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY6352
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,263,616.00
g. Value of collateral, to the nearest cent.
$4,318,787.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY5429
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,003,890.00
g. Value of collateral, to the nearest cent.
$1,016,725.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY5430
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,815,190.00
g. Value of collateral, to the nearest cent.
$1,815,736.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY5840
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$28,215,904.00
g. Value of collateral, to the nearest cent.
$28,935,823.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY5052
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,033,504.00
g. Value of collateral, to the nearest cent.
$4,940,674.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786813 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$211,149,568.00
g. Value of collateral, to the nearest cent.
$211,974,388.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU3996 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,233,216.00
g. Value of collateral, to the nearest cent.
$1,256,055.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS5264
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$43,024,320.00
g. Value of collateral, to the nearest cent.
$42,258,773.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS5265
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$28,971,872.00
g. Value of collateral, to the nearest cent.
$28,400,421.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLFS5268
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$28,699,200.00
g. Value of collateral, to the nearest cent.
$29,092,130.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLFS5273
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$52,224,704.00
g. Value of collateral, to the nearest cent.
$53,719,218.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFS5348
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$31,031,232.00
g. Value of collateral, to the nearest cent.
$29,130,827.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFS5350
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$72,225,920.00
g. Value of collateral, to the nearest cent.
$67,701,856.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFS5351
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$23,035,200.00
g. Value of collateral, to the nearest cent.
$21,635,220.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS5361
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$33,171,968.00
g. Value of collateral, to the nearest cent.
$32,504,581.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CIFS4463
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$17,631,392.00
g. Value of collateral, to the nearest cent.
$14,859,097.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS3907
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$21,432,000.00
g. Value of collateral, to the nearest cent.
$20,022,709.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CICA7947
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$483,657.00
g. Value of collateral, to the nearest cent.
$329,067.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY6355
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,847,684.00
g. Value of collateral, to the nearest cent.
$1,817,804.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY7250
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,697,264.00
g. Value of collateral, to the nearest cent.
$5,889,664.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7334
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,280,924.00
g. Value of collateral, to the nearest cent.
$1,307,354.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY7335
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,601,924.00
g. Value of collateral, to the nearest cent.
$1,627,090.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY7349
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,828,124.00
g. Value of collateral, to the nearest cent.
$1,794,606.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CQ890730
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$412,259.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS4566
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$20,501,248.00
g. Value of collateral, to the nearest cent.
$19,976,803.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS5186
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$31,457,664.00
g. Value of collateral, to the nearest cent.
$28,718,167.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIMA4230
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,140,032.00
g. Value of collateral, to the nearest cent.
$1,115,730.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CQMA3510
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$118,207.00
g. Value of collateral, to the nearest cent.
$56,495.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAB4307
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,348,000.00
g. Value of collateral, to the nearest cent.
$682,586.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.590 MY957143
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-01-01
e. Coupon or yield.
5.590000
f. The principal amount, to the nearest cent.
$1,238,000.00
g. Value of collateral, to the nearest cent.
$893,322.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL986761
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$32,091,264.00
g. Value of collateral, to the nearest cent.
$366,434.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CV890541
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2028-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$7,500,000.00
g. Value of collateral, to the nearest cent.
$764,733.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLMA4413
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$5,791,000.00
g. Value of collateral, to the nearest cent.
$4,178,981.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLMA3630
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$725,000.00
g. Value of collateral, to the nearest cent.
$83,421.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAC6783
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,275,640.00
g. Value of collateral, to the nearest cent.
$540,634.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CTMA1004
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$120,029.00
g. Value of collateral, to the nearest cent.
$9,949.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CTMA1814
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,225,000.00
g. Value of collateral, to the nearest cent.
$175,173.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CTMA2480
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,550,000.00
g. Value of collateral, to the nearest cent.
$606,370.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CI931742
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2024-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,669,484.00
g. Value of collateral, to the nearest cent.
$12,126.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CI932359
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,970,000.00
g. Value of collateral, to the nearest cent.
$34,706.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CNMA4309
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,400,000.00
g. Value of collateral, to the nearest cent.
$1,357,034.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAE0828
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$23,942,240.00
g. Value of collateral, to the nearest cent.
$1,801,217.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4320 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,615,776.00
g. Value of collateral, to the nearest cent.
$473,319.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA1762 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-02-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,392,656.00
g. Value of collateral, to the nearest cent.
$206,912.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLMA4355
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-06-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$4,202,608.00
g. Value of collateral, to the nearest cent.
$2,930,182.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CKMA4575
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$967,000.00
g. Value of collateral, to the nearest cent.
$719,343.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8247
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$10,085,376.00
g. Value of collateral, to the nearest cent.
$10,052,475.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBX8297
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,279,894.00
g. Value of collateral, to the nearest cent.
$1,194,739.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8367
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,029,228.00
g. Value of collateral, to the nearest cent.
$1,032,561.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX8405
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,078,540.00
g. Value of collateral, to the nearest cent.
$1,084,113.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX8798
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,023,132.00
g. Value of collateral, to the nearest cent.
$2,035,707.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX9770
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$7,432,856.00
g. Value of collateral, to the nearest cent.
$7,169,313.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBU0243
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,149,684.00
g. Value of collateral, to the nearest cent.
$2,319,631.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBU0490
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,204,554.00
g. Value of collateral, to the nearest cent.
$903,759.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBU1030
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$141,617.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CKBT2211
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,010,920.00
g. Value of collateral, to the nearest cent.
$2,615,310.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 REBT2204
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$3,603,268.00
g. Value of collateral, to the nearest cent.
$2,460,467.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBT2899
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$4,883,400.00
g. Value of collateral, to the nearest cent.
$3,402,050.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBT7102
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,005,984.00
g. Value of collateral, to the nearest cent.
$2,232,417.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBT6838
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,558,184.00
g. Value of collateral, to the nearest cent.
$2,711,002.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBR5487
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$259,657.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBR5634
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$536,423.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBR6462
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,041,000.00
g. Value of collateral, to the nearest cent.
$697,306.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLBR7265
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,737,000.00
g. Value of collateral, to the nearest cent.
$3,108,152.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBR7802
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$217,981.00
g. Value of collateral, to the nearest cent.
$151,551.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBR8219
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,079,668.00
g. Value of collateral, to the nearest cent.
$963,767.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBQ6908
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,555,168.00
g. Value of collateral, to the nearest cent.
$1,149,390.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 783498 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-12-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,365,920.00
g. Value of collateral, to the nearest cent.
$1,705,431.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU9839 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,412,436.00
g. Value of collateral, to the nearest cent.
$1,390,965.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU9126 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$70,551.00
g. Value of collateral, to the nearest cent.
$70,807.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6632 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,076,984.00
g. Value of collateral, to the nearest cent.
$5,988,220.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6930 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
7.500000
f. The principal amount, to the nearest cent.
$1,580,836.00
g. Value of collateral, to the nearest cent.
$1,653,287.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU7652 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,900,784.00
g. Value of collateral, to the nearest cent.
$2,688,821.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6518 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$7,837,112.00
g. Value of collateral, to the nearest cent.
$8,078,240.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU6495 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$494,300.00
g. Value of collateral, to the nearest cent.
$488,453.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6534 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,034,772.00
g. Value of collateral, to the nearest cent.
$2,077,156.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU5488 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,352,708.00
g. Value of collateral, to the nearest cent.
$3,295,163.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU6312 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$138,912.00
g. Value of collateral, to the nearest cent.
$139,352.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBW9976
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$49,565.00
g. Value of collateral, to the nearest cent.
$44,336.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786654 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$15,954,416.00
g. Value of collateral, to the nearest cent.
$15,646,799.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS0378
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,964,876.00
g. Value of collateral, to the nearest cent.
$1,511,826.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLCB5872
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,319,032.00
g. Value of collateral, to the nearest cent.
$1,356,219.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM4406
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,750,000.00
g. Value of collateral, to the nearest cent.
$4,561,264.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM4442 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$3,140,532.00
g. Value of collateral, to the nearest cent.
$2,047,309.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CM3791
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-10-15
e. Coupon or yield.
4.230000
f. The principal amount, to the nearest cent.
$400,000.00
g. Value of collateral, to the nearest cent.
$374,594.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CRAL5942
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$155,085.00
g. Value of collateral, to the nearest cent.
$30,288.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AB7786 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$219,942.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLAD7134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$100,000,000.00
g. Value of collateral, to the nearest cent.
$5,183,245.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBX0402
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,907,032.00
g. Value of collateral, to the nearest cent.
$3,611,905.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX0450
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$37,392,256.00
g. Value of collateral, to the nearest cent.
$34,639,464.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX0464
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$30,078,208.00
g. Value of collateral, to the nearest cent.
$28,212,704.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX0992
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,146,058.00
g. Value of collateral, to the nearest cent.
$1,097,047.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX1086
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,166,398.00
g. Value of collateral, to the nearest cent.
$1,048,841.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CIBW9753
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,853,768.00
g. Value of collateral, to the nearest cent.
$3,697,124.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR9957 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,279,836.00
g. Value of collateral, to the nearest cent.
$1,179,261.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS0831 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,806,276.00
g. Value of collateral, to the nearest cent.
$1,840,785.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CS0832 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,637,762.00
g. Value of collateral, to the nearest cent.
$1,647,465.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR6521 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-11-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,413,964.00
g. Value of collateral, to the nearest cent.
$2,367,056.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR8880 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$19,575,648.00
g. Value of collateral, to the nearest cent.
$19,328,027.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR4271 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,376,802.00
g. Value of collateral, to the nearest cent.
$1,284,500.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR6321 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,163,580.00
g. Value of collateral, to the nearest cent.
$2,128,729.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR6446 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,926,702.00
g. Value of collateral, to the nearest cent.
$1,881,911.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR2375 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$6,270,224.00
g. Value of collateral, to the nearest cent.
$6,529,183.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CR3154 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,158,792.00
g. Value of collateral, to the nearest cent.
$1,030,850.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CQ8768
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-04-15
e. Coupon or yield.
4.600000
f. The principal amount, to the nearest cent.
$10,043,700.00
g. Value of collateral, to the nearest cent.
$9,735,952.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CKBU7293
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$3,346,044.00
g. Value of collateral, to the nearest cent.
$2,512,315.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBU8741
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,075,000.00
g. Value of collateral, to the nearest cent.
$1,019,186.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBV2451
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,122,040.00
g. Value of collateral, to the nearest cent.
$6,882,126.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBV2559
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$21,623,808.00
g. Value of collateral, to the nearest cent.
$19,233,973.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBT8004
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,249,168.00
g. Value of collateral, to the nearest cent.
$4,825,768.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CKBT8089
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,736,240.00
g. Value of collateral, to the nearest cent.
$1,668,604.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBT7954
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$42,521,792.00
g. Value of collateral, to the nearest cent.
$37,779,896.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB1409
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$20,167,124.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY5290
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,054,838.00
g. Value of collateral, to the nearest cent.
$1,080,727.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY5306
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,136,874.00
g. Value of collateral, to the nearest cent.
$1,173,801.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY1210
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,231,584.00
g. Value of collateral, to the nearest cent.
$1,196,154.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBY0174
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,385,624.00
g. Value of collateral, to the nearest cent.
$2,293,010.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBY0176
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,217,000.00
g. Value of collateral, to the nearest cent.
$4,043,614.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY0293
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,455,978.00
g. Value of collateral, to the nearest cent.
$1,492,607.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0392 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,321,480.00
g. Value of collateral, to the nearest cent.
$688,954.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY0456
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,318,682.00
g. Value of collateral, to the nearest cent.
$1,309,706.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY0457
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,058,132.00
g. Value of collateral, to the nearest cent.
$1,054,069.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5265 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$374,682,624.00
g. Value of collateral, to the nearest cent.
$34,167,004.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB2301
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,500,000.00
g. Value of collateral, to the nearest cent.
$4,244,593.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CTCB2562
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$738,602.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BF1150 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$17,008,864.00
g. Value of collateral, to the nearest cent.
$1,710,566.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR1826 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$6,400,000.00
g. Value of collateral, to the nearest cent.
$6,404,383.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN BN6750
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
5.080000
f. The principal amount, to the nearest cent.
$5,751,400.00
g. Value of collateral, to the nearest cent.
$5,741,275.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BR1488 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$500,000.00
g. Value of collateral, to the nearest cent.
$50,521.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BI4219 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-10-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,490,046.00
g. Value of collateral, to the nearest cent.
$384,824.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CQ4848
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-12-15
e. Coupon or yield.
5.540000
f. The principal amount, to the nearest cent.
$8,898,640.00
g. Value of collateral, to the nearest cent.
$9,118,259.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA6083 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$19,683,104.00
g. Value of collateral, to the nearest cent.
$1,630,504.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6089 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$12,222,000.00
g. Value of collateral, to the nearest cent.
$2,090,742.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5652 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-12-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$59,433,024.00
g. Value of collateral, to the nearest cent.
$5,083,759.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CNMA4720
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,102,116.00
g. Value of collateral, to the nearest cent.
$843,779.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CTMA3841
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,126,990.00
g. Value of collateral, to the nearest cent.
$378,944.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CTMA4016
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,550,000.00
g. Value of collateral, to the nearest cent.
$465,820.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLMA4077
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,013,199.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLMA4055
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$9,600,000.00
g. Value of collateral, to the nearest cent.
$3,832,038.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CIMA4205
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-12-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$5,444,336.00
g. Value of collateral, to the nearest cent.
$3,125,941.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 595412 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,999,576.00
g. Value of collateral, to the nearest cent.
$58,149.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBW4169
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,251,364.00
g. Value of collateral, to the nearest cent.
$2,015,434.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBW4173
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,068,376.00
g. Value of collateral, to the nearest cent.
$955,315.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW0786
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,849,552.00
g. Value of collateral, to the nearest cent.
$10,040,876.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 REBW0028
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$13,417,440.00
g. Value of collateral, to the nearest cent.
$12,301,583.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW0018
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,768,074.00
g. Value of collateral, to the nearest cent.
$1,605,882.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBW0982
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$729,672.00
g. Value of collateral, to the nearest cent.
$629,424.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIBW1269
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,281,270.00
g. Value of collateral, to the nearest cent.
$1,194,425.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBV8497
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,234,000.00
g. Value of collateral, to the nearest cent.
$5,315,473.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBV8543
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,829,044.00
g. Value of collateral, to the nearest cent.
$2,278,225.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBV8530
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,634,940.00
g. Value of collateral, to the nearest cent.
$2,248,447.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBV9628
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,064,186.00
g. Value of collateral, to the nearest cent.
$955,604.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBV9903
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$28,826,560.00
g. Value of collateral, to the nearest cent.
$23,964,030.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBV3052
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$7,519,030.00
g. Value of collateral, to the nearest cent.
$5,971,009.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 REBV4189
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$6,941,584.00
g. Value of collateral, to the nearest cent.
$5,124,607.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBV5087
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,012,494.00
g. Value of collateral, to the nearest cent.
$865,743.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CIBU4035
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,291,764.00
g. Value of collateral, to the nearest cent.
$1,162,100.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN0305
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$48,948,800.00
g. Value of collateral, to the nearest cent.
$10,106,144.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0305 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,905,292.00
g. Value of collateral, to the nearest cent.
$2,941,479.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT2873 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,116,680.00
g. Value of collateral, to the nearest cent.
$3,047,808.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT3042 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,292,452.00
g. Value of collateral, to the nearest cent.
$1,226,571.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT5595 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,121,406.00
g. Value of collateral, to the nearest cent.
$959,187.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0794 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,410,080.00
g. Value of collateral, to the nearest cent.
$3,638,830.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0797 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$3,601,840.00
g. Value of collateral, to the nearest cent.
$3,881,211.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0799 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$5,353,128.00
g. Value of collateral, to the nearest cent.
$5,769,720.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0800 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$5,706,440.00
g. Value of collateral, to the nearest cent.
$6,150,739.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CT0801 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$38,681,088.00
g. Value of collateral, to the nearest cent.
$41,674,410.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV4420 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$16,165,760.00
g. Value of collateral, to the nearest cent.
$15,772,084.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV0096 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,274,542.00
g. Value of collateral, to the nearest cent.
$1,255,930.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV0083 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,379,508.00
g. Value of collateral, to the nearest cent.
$3,327,969.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ7615 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,305,422.00
g. Value of collateral, to the nearest cent.
$1,252,451.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ7645 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,505,880.00
g. Value of collateral, to the nearest cent.
$2,272,821.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ8713 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$391,239.00
g. Value of collateral, to the nearest cent.
$368,581.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ6281 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-03-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,304,380.00
g. Value of collateral, to the nearest cent.
$3,092,408.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4189 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,180,652.00
g. Value of collateral, to the nearest cent.
$1,162,609.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782726 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-08-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$100,000,000.00
g. Value of collateral, to the nearest cent.
$2,321,405.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 616010 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-10-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$492,300.00
g. Value of collateral, to the nearest cent.
$11,226.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU3718 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$265,113.00
g. Value of collateral, to the nearest cent.
$270,025.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7308 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$539,290.00
g. Value of collateral, to the nearest cent.
$252,168.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6999 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,088,936.00
g. Value of collateral, to the nearest cent.
$1,269,587.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7058 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$56,699.00
g. Value of collateral, to the nearest cent.
$23,593.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8019 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$368,341.00
g. Value of collateral, to the nearest cent.
$294,309.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8042 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$8,721,776.00
g. Value of collateral, to the nearest cent.
$6,972,707.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6818 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-08-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$22,053,696.00
g. Value of collateral, to the nearest cent.
$11,790,179.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6935 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$718,914.00
g. Value of collateral, to the nearest cent.
$243,401.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6351 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,055,776.00
g. Value of collateral, to the nearest cent.
$4,976,320.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU6408 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$532,293.00
g. Value of collateral, to the nearest cent.
$541,958.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6479 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,242,464.00
g. Value of collateral, to the nearest cent.
$1,221,937.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU6483 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,781,162.00
g. Value of collateral, to the nearest cent.
$1,774,091.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU5313 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,271,688.00
g. Value of collateral, to the nearest cent.
$2,335,188.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU4516 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,089,058.00
g. Value of collateral, to the nearest cent.
$1,114,546.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU4786 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2060-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$177,443.00
g. Value of collateral, to the nearest cent.
$156,323.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU5029 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-07-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$113,342.00
g. Value of collateral, to the nearest cent.
$109,181.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8491 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$7,706,608.00
g. Value of collateral, to the nearest cent.
$7,520,433.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA8558 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$776,534.00
g. Value of collateral, to the nearest cent.
$715,191.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8239 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-03-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$185,170.00
g. Value of collateral, to the nearest cent.
$154,415.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8942 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$72,709,888.00
g. Value of collateral, to the nearest cent.
$62,758,562.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNAR AF MA8975 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$738,805.00
g. Value of collateral, to the nearest cent.
$733,404.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JM MA7928 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,439,564.00
g. Value of collateral, to the nearest cent.
$1,950,927.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8875 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-02-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$42,474,560.00
g. Value of collateral, to the nearest cent.
$38,645,425.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8878 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$24,006,600.00
g. Value of collateral, to the nearest cent.
$23,523,568.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7767 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$126,323,000.00
g. Value of collateral, to the nearest cent.
$96,128,388.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7859 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2036-02-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$838,777.00
g. Value of collateral, to the nearest cent.
$718,706.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY4733
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$7,920,984.00
g. Value of collateral, to the nearest cent.
$7,756,715.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY4860
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,004,712.00
g. Value of collateral, to the nearest cent.
$1,035,917.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY4862
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,468,936.00
g. Value of collateral, to the nearest cent.
$1,484,265.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY4869
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,046,168.00
g. Value of collateral, to the nearest cent.
$1,063,911.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY4339
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,666,664.00
g. Value of collateral, to the nearest cent.
$1,637,640.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY5288
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,292,152.00
g. Value of collateral, to the nearest cent.
$1,325,800.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY4318
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,056,206.00
g. Value of collateral, to the nearest cent.
$1,057,752.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY3250
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,794,916.00
g. Value of collateral, to the nearest cent.
$1,840,168.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY3257
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,864,030.00
g. Value of collateral, to the nearest cent.
$1,881,631.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY3261
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,117,396.00
g. Value of collateral, to the nearest cent.
$2,859,881.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBJ6983
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,039,636.00
g. Value of collateral, to the nearest cent.
$474,527.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 I3BF0154
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,905,000.00
g. Value of collateral, to the nearest cent.
$2,404,462.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 I4BF0335
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2059-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$1,333,896.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 R3BF0390
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$14,347,168.00
g. Value of collateral, to the nearest cent.
$5,110,755.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 I4BF0503
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2060-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,196,000.00
g. Value of collateral, to the nearest cent.
$3,661,892.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 I6BF0540
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2061-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$14,742,496.00
g. Value of collateral, to the nearest cent.
$9,951,377.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 R3BF0553
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$14,255,904.00
g. Value of collateral, to the nearest cent.
$9,788,817.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBD3134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,160,000.00
g. Value of collateral, to the nearest cent.
$313,220.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 I4BF0036
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2055-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,901,544.00
g. Value of collateral, to the nearest cent.
$1,038,314.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 I4BF0104
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2056-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$73,629.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CL758568
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-10-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,545,056.00
g. Value of collateral, to the nearest cent.
$80,832.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL766161
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$11,090,000.00
g. Value of collateral, to the nearest cent.
$192,664.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAS6826
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,646,000.00
g. Value of collateral, to the nearest cent.
$1,056,108.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAX3123
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$999,487.00
g. Value of collateral, to the nearest cent.
$120,759.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAY4646
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,419,672.00
g. Value of collateral, to the nearest cent.
$246,963.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU2797 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,265,894.00
g. Value of collateral, to the nearest cent.
$1,245,244.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3260 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,371,714.00
g. Value of collateral, to the nearest cent.
$1,355,995.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU2689 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$109,558.00
g. Value of collateral, to the nearest cent.
$111,367.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU2390 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,237,846.00
g. Value of collateral, to the nearest cent.
$1,224,198.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CU3562 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,257,034.00
g. Value of collateral, to the nearest cent.
$1,236,878.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1473 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,191,992.00
g. Value of collateral, to the nearest cent.
$4,804,320.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1497 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$156,960.00
g. Value of collateral, to the nearest cent.
$132,152.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1517 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$499,829.00
g. Value of collateral, to the nearest cent.
$445,759.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU2609 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-03-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$283,436.00
g. Value of collateral, to the nearest cent.
$284,324.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU2630 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-09-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$246,125.00
g. Value of collateral, to the nearest cent.
$238,109.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU2635 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-11-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$134,207.00
g. Value of collateral, to the nearest cent.
$136,585.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1412 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$489,273.00
g. Value of collateral, to the nearest cent.
$453,340.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU1383 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-02-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$60,449.00
g. Value of collateral, to the nearest cent.
$49,092.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA2677 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$66,836,000.00
g. Value of collateral, to the nearest cent.
$6,870,022.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CNMA5116
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-06-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,441,136.00
g. Value of collateral, to the nearest cent.
$2,274,995.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAD3144
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,332,664.00
g. Value of collateral, to the nearest cent.
$78,731.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CNMA5067
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,212,548.00
g. Value of collateral, to the nearest cent.
$1,920,538.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA0624 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,763,672.00
g. Value of collateral, to the nearest cent.
$370,166.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLFS4086
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$44,908,352.00
g. Value of collateral, to the nearest cent.
$42,268,344.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS3503
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,226,000.00
g. Value of collateral, to the nearest cent.
$1,966,799.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CNFS2981
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2032-07-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$4,459,200.00
g. Value of collateral, to the nearest cent.
$3,467,924.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLFS3300
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,477,768.00
g. Value of collateral, to the nearest cent.
$2,417,044.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIFS3277
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,578,260.00
g. Value of collateral, to the nearest cent.
$2,275,559.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN0949 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,511,772.00
g. Value of collateral, to the nearest cent.
$2,050,050.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CTCB5625
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-02-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,097,524.00
g. Value of collateral, to the nearest cent.
$1,143,852.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM0733 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$274,936.00
g. Value of collateral, to the nearest cent.
$261,864.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM0746 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,297,046.00
g. Value of collateral, to the nearest cent.
$1,199,628.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CTCB6294
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-05-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$2,225,216.00
g. Value of collateral, to the nearest cent.
$2,312,391.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB5541
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,000,000.00
g. Value of collateral, to the nearest cent.
$2,878,419.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCB4117
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$14,625,248.00
g. Value of collateral, to the nearest cent.
$12,749,158.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFM4661
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$4,916,070.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CTCB4870
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,091,570.00
g. Value of collateral, to the nearest cent.
$1,957,474.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM9856 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,480,710.00
g. Value of collateral, to the nearest cent.
$1,114,198.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB4300
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,020,922.00
g. Value of collateral, to the nearest cent.
$894,310.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM5259
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,850,000.00
g. Value of collateral, to the nearest cent.
$3,222,904.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB4535
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$16,157,580.00
g. Value of collateral, to the nearest cent.
$15,182,872.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFM9097
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$304,000.00
g. Value of collateral, to the nearest cent.
$217,956.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIFM9321
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,151,580.00
g. Value of collateral, to the nearest cent.
$856,848.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AM1139 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$9,866,464.00
g. Value of collateral, to the nearest cent.
$2,064,675.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM2618 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$9,985,616.00
g. Value of collateral, to the nearest cent.
$7,713,678.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCB4118
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$10,292,992.00
g. Value of collateral, to the nearest cent.
$9,065,081.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CK8110 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$22,939,872.00
g. Value of collateral, to the nearest cent.
$15,653,325.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB5629
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,643,456.00
g. Value of collateral, to the nearest cent.
$5,015,408.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM4718 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,649,352.00
g. Value of collateral, to the nearest cent.
$5,312,018.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB4773
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,281,648.00
g. Value of collateral, to the nearest cent.
$9,637,407.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CK9981 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$219,517.00
g. Value of collateral, to the nearest cent.
$181,870.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CK9988 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,397,322.00
g. Value of collateral, to the nearest cent.
$1,334,988.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL7212 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,155,784.00
g. Value of collateral, to the nearest cent.
$3,019,968.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CI0196 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-08-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,443,982.00
g. Value of collateral, to the nearest cent.
$704,701.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW3651
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,808,848.00
g. Value of collateral, to the nearest cent.
$1,578,103.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW3772
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,056,720.00
g. Value of collateral, to the nearest cent.
$3,850,538.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW3934
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,010,832.00
g. Value of collateral, to the nearest cent.
$939,717.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM5713
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,700,000.00
g. Value of collateral, to the nearest cent.
$2,852,396.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFM5815
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,805,000.00
g. Value of collateral, to the nearest cent.
$3,358,275.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM3224
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$267,936.00
g. Value of collateral, to the nearest cent.
$148,491.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIFM4388
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,600,000.00
g. Value of collateral, to the nearest cent.
$817,479.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFM4116
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,320,000.00
g. Value of collateral, to the nearest cent.
$412,578.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFM5301
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$33,528,640.00
g. Value of collateral, to the nearest cent.
$22,334,579.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLCB6134
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,399,800.00
g. Value of collateral, to the nearest cent.
$2,491,681.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AD6341 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-08-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$651,952.00
g. Value of collateral, to the nearest cent.
$301,835.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB4625
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,000,000.00
g. Value of collateral, to the nearest cent.
$5,669,161.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL2742
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
3.380000
f. The principal amount, to the nearest cent.
$936,400.00
g. Value of collateral, to the nearest cent.
$816,327.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLAL8560
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$9,820,000.00
g. Value of collateral, to the nearest cent.
$1,664,555.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLAS2187
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,106,904.00
g. Value of collateral, to the nearest cent.
$440,397.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CIBY2869
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,080,022.00
g. Value of collateral, to the nearest cent.
$1,086,067.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY2985
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,509,532.00
g. Value of collateral, to the nearest cent.
$1,502,398.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY4960
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,470,034.00
g. Value of collateral, to the nearest cent.
$1,499,277.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY5026
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,360,200.00
g. Value of collateral, to the nearest cent.
$3,222,761.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY5029
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,337,850.00
g. Value of collateral, to the nearest cent.
$2,337,958.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY5236
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,371,550.00
g. Value of collateral, to the nearest cent.
$1,367,788.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ1886 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$10,012,480.00
g. Value of collateral, to the nearest cent.
$8,329,473.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 757388 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-09-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$5,919,680.00
g. Value of collateral, to the nearest cent.
$3,149,872.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 782612 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-04-15
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$600,000,000.00
g. Value of collateral, to the nearest cent.
$6,375,784.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CQ2015
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-04-15
e. Coupon or yield.
4.450000
f. The principal amount, to the nearest cent.
$20,228,200.00
g. Value of collateral, to the nearest cent.
$19,381,176.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CIBY2121
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,399,032.00
g. Value of collateral, to the nearest cent.
$1,419,535.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4588 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$862,413.00
g. Value of collateral, to the nearest cent.
$96,442.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4690 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$116,000.00
g. Value of collateral, to the nearest cent.
$19,756.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5077 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,790,000.00
g. Value of collateral, to the nearest cent.
$420,832.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFS3767
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$11,066,576.00
g. Value of collateral, to the nearest cent.
$8,760,297.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIFS3847
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2031-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,566,464.00
g. Value of collateral, to the nearest cent.
$2,043,345.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA4629
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$11,856,736.00
g. Value of collateral, to the nearest cent.
$4,516,041.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA4790
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$408,533.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA5216
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,480,000.00
g. Value of collateral, to the nearest cent.
$668,502.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCA5571
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,649,000.00
g. Value of collateral, to the nearest cent.
$486,353.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA2652
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$21,100,000.00
g. Value of collateral, to the nearest cent.
$2,913,498.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8844 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$615,660.00
g. Value of collateral, to the nearest cent.
$577,036.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4263 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,127,222.00
g. Value of collateral, to the nearest cent.
$131,426.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM2447 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2038-11-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,301,346.00
g. Value of collateral, to the nearest cent.
$1,038,146.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CM3480 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-07-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$21,890,300.00
g. Value of collateral, to the nearest cent.
$16,147,497.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM3011 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$252,079.00
g. Value of collateral, to the nearest cent.
$236,892.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CL5178 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-12-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,066,416.00
g. Value of collateral, to the nearest cent.
$694,711.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CI4453 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$28,176,512.00
g. Value of collateral, to the nearest cent.
$19,487,876.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAS6311
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,235,000.00
g. Value of collateral, to the nearest cent.
$175,957.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CI4299 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,102,724.00
g. Value of collateral, to the nearest cent.
$1,038,875.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CE1947 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$800,000.00
g. Value of collateral, to the nearest cent.
$636,039.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CE7157 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-11-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,088,882.00
g. Value of collateral, to the nearest cent.
$776,508.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CG6811
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-07-15
e. Coupon or yield.
2.770000
f. The principal amount, to the nearest cent.
$8,060,080.00
g. Value of collateral, to the nearest cent.
$6,451,185.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CRAL4741
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$300,000.00
g. Value of collateral, to the nearest cent.
$47,975.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS3402
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,316,388.00
g. Value of collateral, to the nearest cent.
$1,244,504.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AM2839 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-04-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,613,936.00
g. Value of collateral, to the nearest cent.
$774,659.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIAL5957
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$427,090.00
g. Value of collateral, to the nearest cent.
$17,988.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ8525 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-01-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,247,274.00
g. Value of collateral, to the nearest cent.
$807,453.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CT256803
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-07-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$11,868.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CICB5172
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$263,066.00
g. Value of collateral, to the nearest cent.
$226,360.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CL3810 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,054,070.00
g. Value of collateral, to the nearest cent.
$2,710,807.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CL5341
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
3.150000
f. The principal amount, to the nearest cent.
$313,563.00
g. Value of collateral, to the nearest cent.
$268,657.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CL5027 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$191,068.00
g. Value of collateral, to the nearest cent.
$176,575.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CG6813
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-07-15
e. Coupon or yield.
2.770000
f. The principal amount, to the nearest cent.
$11,610,220.00
g. Value of collateral, to the nearest cent.
$9,721,345.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BU8660 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-07-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,590,320.00
g. Value of collateral, to the nearest cent.
$2,102,894.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BV3235 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-10-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$714,673.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA4195 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$15,027,580.00
g. Value of collateral, to the nearest cent.
$2,607,902.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8265 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$75,220,608.00
g. Value of collateral, to the nearest cent.
$63,229,046.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8323 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-10-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$189,355.00
g. Value of collateral, to the nearest cent.
$193,269.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8341 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$143,199.00
g. Value of collateral, to the nearest cent.
$112,391.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8342 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$10,376,000.00
g. Value of collateral, to the nearest cent.
$8,134,242.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8101 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$390,000.00
g. Value of collateral, to the nearest cent.
$355,817.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA3377
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$25,374,272.00
g. Value of collateral, to the nearest cent.
$8,636,021.88
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA0846
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,150,000.00
g. Value of collateral, to the nearest cent.
$960,007.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8241 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-09-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,194,470.00
g. Value of collateral, to the nearest cent.
$1,054,854.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLZL4244
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2042-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$957,139.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 781976 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2035-02-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$55,948,224.00
g. Value of collateral, to the nearest cent.
$1,303,325.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3023
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$29,440,480.00
g. Value of collateral, to the nearest cent.
$29,316,283.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY3129
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$5,923,360.00
g. Value of collateral, to the nearest cent.
$5,982,422.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY3271
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,433,544.00
g. Value of collateral, to the nearest cent.
$1,456,485.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY3273
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,298,050.00
g. Value of collateral, to the nearest cent.
$1,338,634.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY3249
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,587,244.00
g. Value of collateral, to the nearest cent.
$1,626,617.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY2559
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-07-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,659,500.00
g. Value of collateral, to the nearest cent.
$2,670,924.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY2704
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$9,033,088.00
g. Value of collateral, to the nearest cent.
$9,121,917.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB1274
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$186,000.00
g. Value of collateral, to the nearest cent.
$135,443.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB1309
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$9,494,848.00
g. Value of collateral, to the nearest cent.
$6,815,425.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB0356
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,254,256.00
g. Value of collateral, to the nearest cent.
$2,277,828.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB0398
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$5,014,648.00
g. Value of collateral, to the nearest cent.
$3,372,414.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CICB0601
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$44,785,728.00
g. Value of collateral, to the nearest cent.
$29,446,031.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA8190
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,106,138.00
g. Value of collateral, to the nearest cent.
$428,496.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB0200
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,279,768.00
g. Value of collateral, to the nearest cent.
$1,596,094.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCB0210
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$12,264,784.00
g. Value of collateral, to the nearest cent.
$8,386,863.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCA6035
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-06-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,700,000.00
g. Value of collateral, to the nearest cent.
$955,575.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA6414
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-07-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,040,000.00
g. Value of collateral, to the nearest cent.
$579,340.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTCA6679
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,506,216.00
g. Value of collateral, to the nearest cent.
$1,790,111.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCA6986
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$21,210,000.00
g. Value of collateral, to the nearest cent.
$12,754,445.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCA7238
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-09-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,152,298.00
g. Value of collateral, to the nearest cent.
$867,574.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCA8525
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,155,000.00
g. Value of collateral, to the nearest cent.
$659,204.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN9904 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,951,676.00
g. Value of collateral, to the nearest cent.
$1,159,882.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN9945 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2043-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,799,846.00
g. Value of collateral, to the nearest cent.
$1,440,794.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN9951 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,190,564.00
g. Value of collateral, to the nearest cent.
$1,038,151.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CO0790 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$9,930,704.00
g. Value of collateral, to the nearest cent.
$8,502,273.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN8581 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-02-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,775,776.00
g. Value of collateral, to the nearest cent.
$3,756,552.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CN8598 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$10,802,016.00
g. Value of collateral, to the nearest cent.
$9,667,203.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN9814 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,667,728.00
g. Value of collateral, to the nearest cent.
$1,341,980.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 ZT310156
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,570,680.00
g. Value of collateral, to the nearest cent.
$68,812.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO0249 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-03-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$7,228,056.00
g. Value of collateral, to the nearest cent.
$6,950,496.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO1585 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,119,212.00
g. Value of collateral, to the nearest cent.
$1,038,589.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CO6237 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$459,165.00
g. Value of collateral, to the nearest cent.
$433,902.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBY0583
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,012,920.00
g. Value of collateral, to the nearest cent.
$3,843,910.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY0797
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,765,776.00
g. Value of collateral, to the nearest cent.
$4,656,985.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY0800
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,411,812.00
g. Value of collateral, to the nearest cent.
$2,404,086.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBY0016
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$9,799,400.00
g. Value of collateral, to the nearest cent.
$9,890,537.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBY0022
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$5,584,048.00
g. Value of collateral, to the nearest cent.
$5,635,062.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBY0114
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$13,983,664.00
g. Value of collateral, to the nearest cent.
$13,503,455.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBX9295
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,250,904.00
g. Value of collateral, to the nearest cent.
$2,270,071.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAZ2681
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,706,870.00
g. Value of collateral, to the nearest cent.
$1,700,415.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAL1489
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$432,599.00
g. Value of collateral, to the nearest cent.
$69,011.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIAL4178
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$916,093.00
g. Value of collateral, to the nearest cent.
$49,807.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BX2406 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,071,674.00
g. Value of collateral, to the nearest cent.
$554,118.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB4614
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$4,486,622.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CTCB3390
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,612,930.00
g. Value of collateral, to the nearest cent.
$1,425,170.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCB3915
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$20,175,296.00
g. Value of collateral, to the nearest cent.
$18,696,110.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB3928
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,024,224.00
g. Value of collateral, to the nearest cent.
$2,587,482.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB4040
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$25,000,000.00
g. Value of collateral, to the nearest cent.
$23,340,297.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCB4083
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,872,656.00
g. Value of collateral, to the nearest cent.
$5,938,992.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB3046
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,008,640.00
g. Value of collateral, to the nearest cent.
$806,920.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB3096
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,158,336.00
g. Value of collateral, to the nearest cent.
$884,186.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CICB3207
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$268,654.00
g. Value of collateral, to the nearest cent.
$208,907.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB3242
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$500,788.00
g. Value of collateral, to the nearest cent.
$405,250.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB3277
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$1,628,556.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BT3115 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$263,831.00
g. Value of collateral, to the nearest cent.
$155,530.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5594 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-11-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$600,000.00
g. Value of collateral, to the nearest cent.
$92,741.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAB6632
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$8,775,000.00
g. Value of collateral, to the nearest cent.
$1,196,367.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAB9466
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$100,000,000.00
g. Value of collateral, to the nearest cent.
$20,998,041.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CTFS1972
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$56,000.00
g. Value of collateral, to the nearest cent.
$42,723.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIFS1999
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$767,482.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS2467
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$905,000.00
g. Value of collateral, to the nearest cent.
$701,458.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIFS2500
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$223,379.00
g. Value of collateral, to the nearest cent.
$174,572.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFS1192
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$1,115,704.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS1338
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-04-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$463,978.00
g. Value of collateral, to the nearest cent.
$365,727.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIFS0891
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-03-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,300,000.00
g. Value of collateral, to the nearest cent.
$999,166.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM8797
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$21,693,472.00
g. Value of collateral, to the nearest cent.
$16,473,023.59
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CTFM8848
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-09-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$385,000.00
g. Value of collateral, to the nearest cent.
$287,950.60
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM9882
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000,000.00
g. Value of collateral, to the nearest cent.
$742,368.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM9044
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$28,018,560.00
g. Value of collateral, to the nearest cent.
$19,946,360.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CIFM7483
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-06-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$14,103,664.00
g. Value of collateral, to the nearest cent.
$9,300,377.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFM7750
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$900,000.00
g. Value of collateral, to the nearest cent.
$615,877.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM7918
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,600,000.00
g. Value of collateral, to the nearest cent.
$1,754,308.74
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFM5804
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,697,136.00
g. Value of collateral, to the nearest cent.
$1,953,741.73
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIFM6002
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,132,088.00
g. Value of collateral, to the nearest cent.
$2,395,381.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLFM2674
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,892,000.00
g. Value of collateral, to the nearest cent.
$831,931.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM2094
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,400,000.00
g. Value of collateral, to the nearest cent.
$625,263.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFM2303
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$26,105,376.00
g. Value of collateral, to the nearest cent.
$4,942,789.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM2870
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,518,320.00
g. Value of collateral, to the nearest cent.
$2,954,823.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM3217
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$526,131.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLCB6120
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,046,000.00
g. Value of collateral, to the nearest cent.
$1,125,484.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CTCB6453
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-06-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,739,324.00
g. Value of collateral, to the nearest cent.
$1,796,589.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ2909 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,227,532.00
g. Value of collateral, to the nearest cent.
$1,201,939.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ0384 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,287,986.00
g. Value of collateral, to the nearest cent.
$1,152,925.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ0530 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,119,520.00
g. Value of collateral, to the nearest cent.
$4,468,460.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ1884 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$22,275,960.00
g. Value of collateral, to the nearest cent.
$19,710,893.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AQ0053 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-10-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$237,719.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AQ1590 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,507,680.00
g. Value of collateral, to the nearest cent.
$440,430.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CQ0792 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$252,080.00
g. Value of collateral, to the nearest cent.
$209,791.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ0012 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,422,354.00
g. Value of collateral, to the nearest cent.
$1,419,898.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ0382 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-05-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,269,502.00
g. Value of collateral, to the nearest cent.
$1,144,911.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AL5896 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$3,487,392.00
g. Value of collateral, to the nearest cent.
$452,975.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CK5454 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,086,862.00
g. Value of collateral, to the nearest cent.
$920,240.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CK6072 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,992,944.00
g. Value of collateral, to the nearest cent.
$4,823,806.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNCL CL CJ1928
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2064-05-15
e. Coupon or yield.
2.700000
f. The principal amount, to the nearest cent.
$6,339,048.00
g. Value of collateral, to the nearest cent.
$5,226,285.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CJ5428 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$4,147,792.00
g. Value of collateral, to the nearest cent.
$2,933,732.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CJ7615 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,569,792.00
g. Value of collateral, to the nearest cent.
$1,876,415.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CJ8248 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,456,234.00
g. Value of collateral, to the nearest cent.
$1,344,322.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CTMA2773
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$9,100,000.00
g. Value of collateral, to the nearest cent.
$1,889,459.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFS0596
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$553,801.00
g. Value of collateral, to the nearest cent.
$414,277.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIFS0610
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$19,548,000.00
g. Value of collateral, to the nearest cent.
$14,980,227.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFS0630
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,119,000.00
g. Value of collateral, to the nearest cent.
$893,055.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFS0658
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$809,000.00
g. Value of collateral, to the nearest cent.
$617,738.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM9380
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-10-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$22,863,296.00
g. Value of collateral, to the nearest cent.
$18,982,980.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFM9434
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$8,200,000.00
g. Value of collateral, to the nearest cent.
$5,952,153.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM9461
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$242,000.00
g. Value of collateral, to the nearest cent.
$175,613.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLCB6115
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,002,282.00
g. Value of collateral, to the nearest cent.
$1,044,334.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CNMA2869
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,500,000.00
g. Value of collateral, to the nearest cent.
$190,246.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CTCB6025
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,113,872.00
g. Value of collateral, to the nearest cent.
$3,971,919.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLFM6048
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,921,000.00
g. Value of collateral, to the nearest cent.
$915,321.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CIFM6371
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,145,536.00
g. Value of collateral, to the nearest cent.
$1,590,680.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM6646
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-05-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,900,000.00
g. Value of collateral, to the nearest cent.
$2,250,864.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFM8025
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,520,000.00
g. Value of collateral, to the nearest cent.
$1,816,058.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CQ1893 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-06-20
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$1,034,814.00
g. Value of collateral, to the nearest cent.
$722,506.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AL6993 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-04-15
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,342,306.00
g. Value of collateral, to the nearest cent.
$271,560.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM0076
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$10,699,456.00
g. Value of collateral, to the nearest cent.
$4,061,857.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLCB6035
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$1,036,106.00
g. Value of collateral, to the nearest cent.
$1,095,131.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CN0176 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-05-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,195,572.00
g. Value of collateral, to the nearest cent.
$839,892.40
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLCB5723
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$6,579,264.00
g. Value of collateral, to the nearest cent.
$6,669,924.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLFM6248
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,330,052.00
g. Value of collateral, to the nearest cent.
$1,583,100.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CTCB5622
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,419,118.00
g. Value of collateral, to the nearest cent.
$1,320,962.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CM9636 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,043,176.00
g. Value of collateral, to the nearest cent.
$982,611.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AO4762 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-08-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,040,000.00
g. Value of collateral, to the nearest cent.
$219,983.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ8823 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,636,536.00
g. Value of collateral, to the nearest cent.
$3,544,267.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CQ9881 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$289,782.00
g. Value of collateral, to the nearest cent.
$274,822.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CR0052 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-12-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,141,800.00
g. Value of collateral, to the nearest cent.
$1,103,992.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF CN3293 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$176,664.00
g. Value of collateral, to the nearest cent.
$164,493.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BF1208 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-02-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$10,000,192.00
g. Value of collateral, to the nearest cent.
$395,834.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF BG5655 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-05-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$182,306.00
g. Value of collateral, to the nearest cent.
$111,280.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CP7225
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-11-15
e. Coupon or yield.
4.270000
f. The principal amount, to the nearest cent.
$1,244,580.00
g. Value of collateral, to the nearest cent.
$1,170,016.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP8968 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$351,807.00
g. Value of collateral, to the nearest cent.
$329,033.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP8538 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-05-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,125,656.00
g. Value of collateral, to the nearest cent.
$942,071.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL LM CD9017
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2060-04-15
e. Coupon or yield.
3.300000
f. The principal amount, to the nearest cent.
$949,738.00
g. Value of collateral, to the nearest cent.
$817,507.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CP2216 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,296,298.00
g. Value of collateral, to the nearest cent.
$1,211,151.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CO7979
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2057-07-15
e. Coupon or yield.
3.440000
f. The principal amount, to the nearest cent.
$404,389.00
g. Value of collateral, to the nearest cent.
$354,006.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII RG CO7985 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-12-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$7,296,240.00
g. Value of collateral, to the nearest cent.
$6,873,781.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBY0949
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,344,172.00
g. Value of collateral, to the nearest cent.
$1,290,310.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CICA2557
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2033-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$37,726,528.00
g. Value of collateral, to the nearest cent.
$8,673,139.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8645 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$78,258,560.00
g. Value of collateral, to the nearest cent.
$72,687,801.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8397 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2037-11-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$228,446.00
g. Value of collateral, to the nearest cent.
$208,435.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8423 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$94,907,648.00
g. Value of collateral, to the nearest cent.
$77,089,234.91
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8485 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-03-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$53,652.00
g. Value of collateral, to the nearest cent.
$44,144.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX9397
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,427,636.00
g. Value of collateral, to the nearest cent.
$2,263,404.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX9697
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,042,310.00
g. Value of collateral, to the nearest cent.
$1,075,618.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX9738
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,087,072.00
g. Value of collateral, to the nearest cent.
$1,049,289.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX9978
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,594,288.00
g. Value of collateral, to the nearest cent.
$8,221,118.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX9771
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,971,300.00
g. Value of collateral, to the nearest cent.
$5,951,923.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX9789
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,175,690.00
g. Value of collateral, to the nearest cent.
$1,178,860.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY3424
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,475,088.00
g. Value of collateral, to the nearest cent.
$5,502,710.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY2277
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-06-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$11,014,560.00
g. Value of collateral, to the nearest cent.
$10,978,416.11
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBY2471
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-05-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$2,293,908.00
g. Value of collateral, to the nearest cent.
$2,284,272.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5137 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$304,577,536.00
g. Value of collateral, to the nearest cent.
$30,993,860.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF BZ4583 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2034-02-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,290,736.00
g. Value of collateral, to the nearest cent.
$733,133.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 786657 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$39,282,816.00
g. Value of collateral, to the nearest cent.
$38,184,385.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII AP 786725 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$133,445,120.00
g. Value of collateral, to the nearest cent.
$114,542,606.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784284 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-01-15
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$13,500,000.00
g. Value of collateral, to the nearest cent.
$4,553,633.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII JP 784354 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2032-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,045,000.00
g. Value of collateral, to the nearest cent.
$175,106.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 784670 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$10,000,000.00
g. Value of collateral, to the nearest cent.
$3,192,438.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 784427 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-01-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,000,000.00
g. Value of collateral, to the nearest cent.
$1,114,628.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784010 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-03-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,119,500.00
g. Value of collateral, to the nearest cent.
$542,551.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 784208 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-07-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,737,536.00
g. Value of collateral, to the nearest cent.
$1,438,952.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 724221 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-08-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,630,000.00
g. Value of collateral, to the nearest cent.
$207,842.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 726376 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2039-10-15
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$525,000.00
g. Value of collateral, to the nearest cent.
$8,382.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 733967 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-10-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$50,000,000.00
g. Value of collateral, to the nearest cent.
$4,052,660.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBQ8341
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$419,244.00
g. Value of collateral, to the nearest cent.
$269,311.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIBR0966
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$41,443,968.00
g. Value of collateral, to the nearest cent.
$27,904,500.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CIBR1064
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-05-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$16,208,672.00
g. Value of collateral, to the nearest cent.
$11,111,074.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBO9363
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,272,758.00
g. Value of collateral, to the nearest cent.
$394,460.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CIBP1459
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$6,206,728.00
g. Value of collateral, to the nearest cent.
$1,802,587.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBP5247
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,135,126.00
g. Value of collateral, to the nearest cent.
$681,439.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CKBP6525
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,567,000.00
g. Value of collateral, to the nearest cent.
$832,593.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CIBQ2326
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2035-09-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,380,512.00
g. Value of collateral, to the nearest cent.
$499,682.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBQ3954
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,454,454.00
g. Value of collateral, to the nearest cent.
$400,674.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRBM6825
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$14,514,544.00
g. Value of collateral, to the nearest cent.
$10,237,662.76
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBN3050
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$110,000.00
g. Value of collateral, to the nearest cent.
$13,228.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN6708
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-06-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$11,175,000.00
g. Value of collateral, to the nearest cent.
$3,572,017.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBO0077
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,274,376.00
g. Value of collateral, to the nearest cent.
$2,121,900.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO7705
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,074,736.00
g. Value of collateral, to the nearest cent.
$3,104,195.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 07.000 CLBM1506
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-01-01
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$2,500,000.00
g. Value of collateral, to the nearest cent.
$668,327.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBM1903
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$2,000,000.00
g. Value of collateral, to the nearest cent.
$608,151.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBM3904
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-05-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$14,239,760.00
g. Value of collateral, to the nearest cent.
$2,078,622.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIBM5551
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2034-02-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,500,000.00
g. Value of collateral, to the nearest cent.
$593,929.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CKBJ8720
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$4,590,416.00
g. Value of collateral, to the nearest cent.
$419,423.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF 548529 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2031-09-15
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$3,075,000.00
g. Value of collateral, to the nearest cent.
$599,633.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004946 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-02-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$198,000,000.00
g. Value of collateral, to the nearest cent.
$9,964,563.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 005017 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-04-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$187,700,000.00
g. Value of collateral, to the nearest cent.
$8,118,906.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 005175 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-09-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$29,501,240.00
g. Value of collateral, to the nearest cent.
$1,804,692.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004697 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-05-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$620,000,000.00
g. Value of collateral, to the nearest cent.
$27,256,217.63
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004713 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$9,172,048.00
g. Value of collateral, to the nearest cent.
$421,448.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 004715 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2040-06-20
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$602,150,000.00
g. Value of collateral, to the nearest cent.
$27,425,533.29
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF 003446 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2033-09-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$7,722,080.00
g. Value of collateral, to the nearest cent.
$92,187.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AU9881 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-09-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,456,174.00
g. Value of collateral, to the nearest cent.
$510,416.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX0114
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$4,924,780.00
g. Value of collateral, to the nearest cent.
$4,839,574.31
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX0362
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,255,388.00
g. Value of collateral, to the nearest cent.
$1,234,231.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX0415
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$14,870,032.00
g. Value of collateral, to the nearest cent.
$14,255,640.93
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBK2189
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,540,294.00
g. Value of collateral, to the nearest cent.
$629,137.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBK4171
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,310,000.00
g. Value of collateral, to the nearest cent.
$398,748.71
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBM1100
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,919,530.00
g. Value of collateral, to the nearest cent.
$495,687.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 I4BF0567
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2061-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$56,617,600.00
g. Value of collateral, to the nearest cent.
$51,886,607.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 I4BF0605
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2062-03-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$54,055,424.00
g. Value of collateral, to the nearest cent.
$49,093,587.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBH7071
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,301,000.00
g. Value of collateral, to the nearest cent.
$421,800.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBJ0064
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-10-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,250,000.00
g. Value of collateral, to the nearest cent.
$456,541.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AR3729 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2045-12-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,128,440.00
g. Value of collateral, to the nearest cent.
$317,690.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF AS9196 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-04-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$200,000.00
g. Value of collateral, to the nearest cent.
$74,021.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SF AT2379 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2046-05-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,242,328.00
g. Value of collateral, to the nearest cent.
$236,633.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN AT8558
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
4.970000
f. The principal amount, to the nearest cent.
$8,123,700.00
g. Value of collateral, to the nearest cent.
$8,087,186.65
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW8608
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$5,975,408.00
g. Value of collateral, to the nearest cent.
$5,051,034.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8629
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$6,517,104.00
g. Value of collateral, to the nearest cent.
$5,948,383.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW8686
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,576,960.00
g. Value of collateral, to the nearest cent.
$4,340,786.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW9840
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$11,390,624.00
g. Value of collateral, to the nearest cent.
$10,398,072.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW9049
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,811,446.00
g. Value of collateral, to the nearest cent.
$1,664,340.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW9336
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,162,490.00
g. Value of collateral, to the nearest cent.
$1,127,207.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW7200
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,843,260.00
g. Value of collateral, to the nearest cent.
$2,800,638.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW8449
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,006,320.00
g. Value of collateral, to the nearest cent.
$1,852,578.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW8486
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$683,153.00
g. Value of collateral, to the nearest cent.
$605,581.30
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW8497
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$258,329.00
g. Value of collateral, to the nearest cent.
$238,346.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW8549
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,011,264.00
g. Value of collateral, to the nearest cent.
$1,877,639.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW8566
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,270,292.00
g. Value of collateral, to the nearest cent.
$3,103,761.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW7161
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,016,002.00
g. Value of collateral, to the nearest cent.
$756,570.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIBW6319
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2037-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,479,098.00
g. Value of collateral, to the nearest cent.
$1,344,560.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW6335
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$3,071,890.00
g. Value of collateral, to the nearest cent.
$2,863,289.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW6998
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,194,050.00
g. Value of collateral, to the nearest cent.
$1,050,768.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW7067
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,175,052.00
g. Value of collateral, to the nearest cent.
$1,986,946.86
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CKBW4967
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,634,700.00
g. Value of collateral, to the nearest cent.
$1,315,949.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CIBW5110
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2038-01-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$240,211.00
g. Value of collateral, to the nearest cent.
$201,398.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBW5151
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$23,459,808.00
g. Value of collateral, to the nearest cent.
$23,340,162.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLBW5267
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,665,878.00
g. Value of collateral, to the nearest cent.
$1,408,029.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW5584
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,109,720.00
g. Value of collateral, to the nearest cent.
$1,006,765.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBW5682
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,469,400.00
g. Value of collateral, to the nearest cent.
$2,299,004.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV8793 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,512,982.00
g. Value of collateral, to the nearest cent.
$1,553,718.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV4074 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$301,810.00
g. Value of collateral, to the nearest cent.
$307,404.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV4850 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-06-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,486,616.00
g. Value of collateral, to the nearest cent.
$1,513,081.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV1494 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2062-11-20
e. Coupon or yield.
7.000000
f. The principal amount, to the nearest cent.
$81,751.00
g. Value of collateral, to the nearest cent.
$84,375.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF CV2104 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$1,071,486.00
g. Value of collateral, to the nearest cent.
$1,120,852.51
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CV3394 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-05-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$800,658.00
g. Value of collateral, to the nearest cent.
$815,199.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX2244
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,431,548.00
g. Value of collateral, to the nearest cent.
$1,365,524.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.500 CLBX2307
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$9,578,304.00
g. Value of collateral, to the nearest cent.
$9,520,676.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX2320
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,161,216.00
g. Value of collateral, to the nearest cent.
$4,749,101.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX3473
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,915,596.00
g. Value of collateral, to the nearest cent.
$2,776,522.77
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX3444
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,083,776.00
g. Value of collateral, to the nearest cent.
$961,951.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX3803
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,972,492.00
g. Value of collateral, to the nearest cent.
$2,838,569.41
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBX1218
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,017,382.00
g. Value of collateral, to the nearest cent.
$852,446.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX1244
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,285,710.00
g. Value of collateral, to the nearest cent.
$1,221,899.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX1301
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,000,640.00
g. Value of collateral, to the nearest cent.
$1,901,612.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNPL PN CN2876
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2058-03-15
e. Coupon or yield.
4.920000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$3,966,828.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBX1303
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,688,664.00
g. Value of collateral, to the nearest cent.
$1,606,215.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBX1332
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-11-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,500,748.00
g. Value of collateral, to the nearest cent.
$1,323,570.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII ET CU2795 C
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2063-04-20
e. Coupon or yield.
6.500000
f. The principal amount, to the nearest cent.
$391,383.00
g. Value of collateral, to the nearest cent.
$398,487.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW1448
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-06-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$715,000.00
g. Value of collateral, to the nearest cent.
$636,841.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$6,355,000,000.00
b. Excluding the value of any sponsor support:
$6,355,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
2.92%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BARCLAYS BANK PLC
Item C.2 The title of the issue (including coupon, if applicable).
BARCLAYS BANK PLC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
G5GSEF7VJP5I7OUK5573
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001484212
c. Other unique identifier.
ARP0XRKU0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-05-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$5,535,800.00
g. Value of collateral, to the nearest cent.
$5,220,287.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$5,117,169.00
b. Excluding the value of any sponsor support:
$5,117,169.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.00%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
TRUIST BANK
Item C.2 The title of the issue (including coupon, if applicable).
TRUIST BANK 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
JJKC32MCHWDI71265Z06
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
ARP0XRKV8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FNRM CL003GA R21F003
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-02-25
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$183,592,467.00
g. Value of collateral, to the nearest cent.
$109,878,381.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Fannie Mae
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-25
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$8,015,980.00
g. Value of collateral, to the nearest cent.
$6,008,181.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Freddie Mac
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-02-25
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$7,955,317.00
g. Value of collateral, to the nearest cent.
$4,600,975.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL089BD R20F089
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-25
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$3,751,242.00
g. Value of collateral, to the nearest cent.
$2,203,236.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL075KA R20F075
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-25
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$1,082.00
g. Value of collateral, to the nearest cent.
$605.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL075LA R20F075
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-25
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$5,301,607.00
g. Value of collateral, to the nearest cent.
$2,852,330.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL075BA R20F075
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-25
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$19,030,398.00
g. Value of collateral, to the nearest cent.
$11,076,126.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL100EA R20F100
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-01-25
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$20,231,274.00
g. Value of collateral, to the nearest cent.
$11,100,904.14
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL060KA R20F060
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-09-25
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$205,757,425.00
g. Value of collateral, to the nearest cent.
$106,833,275.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL089TA R20F089
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-25
e. Coupon or yield.
1.000000
f. The principal amount, to the nearest cent.
$36,802,001.00
g. Value of collateral, to the nearest cent.
$21,493,928.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL091DA R20F091
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-12-25
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,119,557.00
g. Value of collateral, to the nearest cent.
$693,628.42
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNRM CL075BD R20F075
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-11-25
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$231,741,887.00
g. Value of collateral, to the nearest cent.
$138,275,645.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,000,000.00
b. Excluding the value of any sponsor support:
$399,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
RBC DOMINION SECURITIES INC
Item C.2 The title of the issue (including coupon, if applicable).
RBC DOMINION SECURITIES INC 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300QJJX6CVVUXLE15
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001317808
c. Other unique identifier.
ARP0XRKW6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FNMS 02.500 CLCB2805
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$37,161,816.00
g. Value of collateral, to the nearest cent.
$28,718,670.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA0998
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$117,195,266.00
g. Value of collateral, to the nearest cent.
$29,410,685.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA1184
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,696.00
g. Value of collateral, to the nearest cent.
$1,643.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA4938
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-01-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$6,463,528.00
g. Value of collateral, to the nearest cent.
$2,853,436.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Fannie Mae
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-05-25
e. Coupon or yield.
5.733490
f. The principal amount, to the nearest cent.
$1,773,634.00
g. Value of collateral, to the nearest cent.
$1,021,007.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CL745819
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2036-09-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$13,206.00
g. Value of collateral, to the nearest cent.
$125.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBH2606
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$118,613,700.00
g. Value of collateral, to the nearest cent.
$32,196,873.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2042-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$12,716,200.00
g. Value of collateral, to the nearest cent.
$10,384,347.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2043-08-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$23,210,500.00
g. Value of collateral, to the nearest cent.
$21,608,115.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2044-08-15
e. Coupon or yield.
3.125000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$171.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-02-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$152.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA5529 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2048-10-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$12,235.00
g. Value of collateral, to the nearest cent.
$1,196.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLMA3238
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-01-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$231,842,048.00
g. Value of collateral, to the nearest cent.
$38,534,349.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2045-11-15
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$17,845,800.00
g. Value of collateral, to the nearest cent.
$14,722,431.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2050-02-15
e. Coupon or yield.
0.250000
f. The principal amount, to the nearest cent.
$8,022,400.00
g. Value of collateral, to the nearest cent.
$6,438,167.34
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-02-15
e. Coupon or yield.
5.375000
f. The principal amount, to the nearest cent.
$14,999,200.00
g. Value of collateral, to the nearest cent.
$16,650,278.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-01-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$4,203,500.00
g. Value of collateral, to the nearest cent.
$6,701,509.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-01-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$151.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-02-15
e. Coupon or yield.
2.125000
f. The principal amount, to the nearest cent.
$49,997,500.00
g. Value of collateral, to the nearest cent.
$73,826,875.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-08-15
e. Coupon or yield.
3.750000
f. The principal amount, to the nearest cent.
$101,700.00
g. Value of collateral, to the nearest cent.
$97,748.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-075 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-04-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$141,380,040.00
g. Value of collateral, to the nearest cent.
$119,851,505.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2023-040 MF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-03-20
e. Coupon or yield.
6.068320
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$989.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-10-24
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$6,293,600.00
g. Value of collateral, to the nearest cent.
$6,215,295.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-11-14
e. Coupon or yield.
0.00
f. The principal amount, to the nearest cent.
$1,200.00
g. Value of collateral, to the nearest cent.
$1,181.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 03.500 CLSD7503
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2049-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$84,990,289.00
g. Value of collateral, to the nearest cent.
$25,475,103.22
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
03.500 FGPC G67710 G
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2048-03-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$40,090.00
g. Value of collateral, to the nearest cent.
$10,420.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLQB7982
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-01-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$20,530,505.00
g. Value of collateral, to the nearest cent.
$12,184,514.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-09-30
e. Coupon or yield.
0.875000
f. The principal amount, to the nearest cent.
$10,669,000.00
g. Value of collateral, to the nearest cent.
$9,582,401.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2026-12-31
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$658,000.00
g. Value of collateral, to the nearest cent.
$592,961.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-02-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$3,405,100.00
g. Value of collateral, to the nearest cent.
$2,924,022.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2030-08-15
e. Coupon or yield.
0.625000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$79.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-09-30
e. Coupon or yield.
0.375000
f. The principal amount, to the nearest cent.
$28,700.00
g. Value of collateral, to the nearest cent.
$24,460.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-10-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$123,906,000.00
g. Value of collateral, to the nearest cent.
$137,812,413.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-01-31
e. Coupon or yield.
0.750000
f. The principal amount, to the nearest cent.
$13,251,200.00
g. Value of collateral, to the nearest cent.
$11,352,064.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-02-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$61,824,900.00
g. Value of collateral, to the nearest cent.
$60,131,095.85
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2053-02-15
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$192,300.00
g. Value of collateral, to the nearest cent.
$187,457.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-11-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$437,000.00
g. Value of collateral, to the nearest cent.
$403,980.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-08-15
e. Coupon or yield.
2.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$95.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$93.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-05-15
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$98.27
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2040-08-15
e. Coupon or yield.
1.125000
f. The principal amount, to the nearest cent.
$880,800.00
g. Value of collateral, to the nearest cent.
$555,567.98
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2051-05-15
e. Coupon or yield.
2.375000
f. The principal amount, to the nearest cent.
$821,700.00
g. Value of collateral, to the nearest cent.
$594,626.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-05-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$151.17
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2041-08-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$29,350,100.00
g. Value of collateral, to the nearest cent.
$20,360,395.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2051-11-15
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$100.00
g. Value of collateral, to the nearest cent.
$64.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2052-11-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$200.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-194 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$721.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-193 EF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-11-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$2,896,930.00
g. Value of collateral, to the nearest cent.
$1,996,440.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-009 FE
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-01-20
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$77,611,386.00
g. Value of collateral, to the nearest cent.
$55,477,541.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-024 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$3,353,980.00
g. Value of collateral, to the nearest cent.
$2,524,210.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-025 FA
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-02-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$179,142,655.00
g. Value of collateral, to the nearest cent.
$134,474,629.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNMI SP 783522 X
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-01-15
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$2,790.00
g. Value of collateral, to the nearest cent.
$189.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2021-175 UF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-10-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$63,131.00
g. Value of collateral, to the nearest cent.
$45,410.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8488 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,586,616.00
g. Value of collateral, to the nearest cent.
$1,466,154.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8568 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-06-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,034.00
g. Value of collateral, to the nearest cent.
$982.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8646 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-01-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$952.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8802 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-04-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$4,264.00
g. Value of collateral, to the nearest cent.
$4,270.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA9018 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2053-07-20
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$1,010.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6039 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-07-20
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$136.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA6710 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2050-06-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,003.00
g. Value of collateral, to the nearest cent.
$317.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7256 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-03-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$28,182,345.00
g. Value of collateral, to the nearest cent.
$14,176,009.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7368 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-05-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$1,250.00
g. Value of collateral, to the nearest cent.
$753.62
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA7768 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2051-12-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,344.00
g. Value of collateral, to the nearest cent.
$1,820.67
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLQD2068
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,036.00
g. Value of collateral, to the nearest cent.
$754.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2032-08-15
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$54,997,800.00
g. Value of collateral, to the nearest cent.
$50,539,705.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-12-31
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$46,401,000.00
g. Value of collateral, to the nearest cent.
$45,843,921.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-04-30
e. Coupon or yield.
3.875000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$198.00
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-04-15
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$2,828,100.00
g. Value of collateral, to the nearest cent.
$2,736,187.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-04-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$199.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-06-30
e. Coupon or yield.
3.250000
f. The principal amount, to the nearest cent.
$149,998,000.00
g. Value of collateral, to the nearest cent.
$144,469,789.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-07-31
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$62,800.00
g. Value of collateral, to the nearest cent.
$61,338.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-07-31
e. Coupon or yield.
2.750000
f. The principal amount, to the nearest cent.
$14,687,400.00
g. Value of collateral, to the nearest cent.
$13,830,830.83
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-07-31
e. Coupon or yield.
2.625000
f. The principal amount, to the nearest cent.
$95,122,000.00
g. Value of collateral, to the nearest cent.
$87,393,337.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-07-15
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$200.00
g. Value of collateral, to the nearest cent.
$200.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2023-08-31
e. Coupon or yield.
0.125000
f. The principal amount, to the nearest cent.
$149,998,000.00
g. Value of collateral, to the nearest cent.
$149,414,462.94
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.500 CLSD0852
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$29,907,203.00
g. Value of collateral, to the nearest cent.
$22,391,842.32
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SF MA8201 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-08-20
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,951.00
g. Value of collateral, to the nearest cent.
$4,584.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA3744
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-08-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$42,953,500.00
g. Value of collateral, to the nearest cent.
$5,766,646.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA3960
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$28,275,328.00
g. Value of collateral, to the nearest cent.
$6,107,774.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAE0630
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,244.00
g. Value of collateral, to the nearest cent.
$55.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAE0674
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2040-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$14,917,119.00
g. Value of collateral, to the nearest cent.
$983,069.15
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 01.500 CLMA4464
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$12,083,846.00
g. Value of collateral, to the nearest cent.
$8,557,361.49
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCB2795
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$44,914,439.00
g. Value of collateral, to the nearest cent.
$36,306,957.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBH9285
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-02-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,357,797.00
g. Value of collateral, to the nearest cent.
$2,780,703.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLMA2833
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$74,206,464.00
g. Value of collateral, to the nearest cent.
$16,634,285.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-133 FP
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-07-20
e. Coupon or yield.
5.518320
f. The principal amount, to the nearest cent.
$13,255,500.00
g. Value of collateral, to the nearest cent.
$12,142,232.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2022-010 FB
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2052-01-20
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$128,431,149.00
g. Value of collateral, to the nearest cent.
$95,352,309.20
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 783521 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2041-11-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$25,104,189.00
g. Value of collateral, to the nearest cent.
$1,550,855.75
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2014-131 KF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2044-09-16
e. Coupon or yield.
5.636120
f. The principal amount, to the nearest cent.
$54,515,215.00
g. Value of collateral, to the nearest cent.
$20,838,461.61
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2017-12 FJ
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2047-07-20
e. Coupon or yield.
5.709050
f. The principal amount, to the nearest cent.
$126,200.00
g. Value of collateral, to the nearest cent.
$29,439.72
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNRA 2019-20 KF
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2049-02-20
e. Coupon or yield.
5.869050
f. The principal amount, to the nearest cent.
$37,192,845.00
g. Value of collateral, to the nearest cent.
$13,552,317.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
GNII SP 783620 M
c. LEI (if available).
549300M8ZYFG0OCMTT87
d. Maturity date.
2042-06-20
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$166,275,873.00
g. Value of collateral, to the nearest cent.
$11,478,966.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CLRA6358
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$93,000.00
g. Value of collateral, to the nearest cent.
$70,170.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM1199
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$2,850,230.00
g. Value of collateral, to the nearest cent.
$582,267.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLFM1552
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$51,555,000.00
g. Value of collateral, to the nearest cent.
$13,086,646.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLFM6732
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-04-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$19,126,000.00
g. Value of collateral, to the nearest cent.
$13,512,620.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCB1107
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-07-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$49,697,841.00
g. Value of collateral, to the nearest cent.
$35,876,011.45
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CTBK8439
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-01-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$17,014,360.00
g. Value of collateral, to the nearest cent.
$11,125,446.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CTBN6890
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$19,904,000.00
g. Value of collateral, to the nearest cent.
$13,272,564.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLBT1906
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-02-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$16,965,000.00
g. Value of collateral, to the nearest cent.
$13,205,690.96
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLFS2824
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$8,598,000.00
g. Value of collateral, to the nearest cent.
$7,027,999.92
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-10-31
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$1,100.00
g. Value of collateral, to the nearest cent.
$958.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-28
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$500.00
g. Value of collateral, to the nearest cent.
$462.18
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-01-31
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$106,582,000.00
g. Value of collateral, to the nearest cent.
$102,436,066.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2028-04-15
e. Coupon or yield.
3.625000
f. The principal amount, to the nearest cent.
$1,000.00
g. Value of collateral, to the nearest cent.
$2,037.48
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2025-02-28
e. Coupon or yield.
4.625000
f. The principal amount, to the nearest cent.
$2,188,900.00
g. Value of collateral, to the nearest cent.
$2,213,413.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAC3657
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2039-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,421.00
g. Value of collateral, to the nearest cent.
$49.89
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
Fannie Mae
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2026-09-24
e. Coupon or yield.
1.875000
f. The principal amount, to the nearest cent.
$373,000.00
g. Value of collateral, to the nearest cent.
$345,826.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2036-02-15
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,000,000.00
g. Value of collateral, to the nearest cent.
$4,325,097.44
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB3050
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$68,015,080.00
g. Value of collateral, to the nearest cent.
$54,943,425.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLCA4859
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$57,286,308.00
g. Value of collateral, to the nearest cent.
$23,149,294.36
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCA7294
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-10-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$17,683,000.00
g. Value of collateral, to the nearest cent.
$11,383,552.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.000 CLBM3663
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
3.000000
f. The principal amount, to the nearest cent.
$104,010,000.00
g. Value of collateral, to the nearest cent.
$25,269,746.08
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBN7748
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$81,298,918.00
g. Value of collateral, to the nearest cent.
$23,994,114.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA0105
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-08-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$1,527.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBC0089
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$92,814,720.00
g. Value of collateral, to the nearest cent.
$10,897,492.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLFS3126
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,434,080.00
g. Value of collateral, to the nearest cent.
$5,871,035.25
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLMA3964
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-03-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$119,182,080.00
g. Value of collateral, to the nearest cent.
$29,553,158.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$2,002,000,000.00
b. Excluding the value of any sponsor support:
$2,002,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.92%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
FEDERAL RESERVE BANK OF NEW YORK
Item C.2 The title of the issue (including coupon, if applicable).
FEDERAL RESERVE BANK OF NEW YORK 5.300000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
254900Y8NKGV541U8Q32
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001457970
c. Other unique identifier.
ARP0XRKZ9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2024-10-31
e. Coupon or yield.
1.500000
f. The principal amount, to the nearest cent.
$1,835,783,100.00
g. Value of collateral, to the nearest cent.
$1,758,331,411.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2027-02-15
e. Coupon or yield.
2.250000
f. The principal amount, to the nearest cent.
$6,221,368,100.00
g. Value of collateral, to the nearest cent.
$5,844,394,749.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2029-11-15
e. Coupon or yield.
1.750000
f. The principal amount, to the nearest cent.
$12,130,298,600.00
g. Value of collateral, to the nearest cent.
$10,628,030,076.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-08-15
e. Coupon or yield.
1.250000
f. The principal amount, to the nearest cent.
$2,861,947,400.00
g. Value of collateral, to the nearest cent.
$2,343,625,956.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
United States Treasury
c. LEI (if available).
254900HROIFWPRGM1V77
d. Maturity date.
2031-11-15
e. Coupon or yield.
1.375000
f. The principal amount, to the nearest cent.
$2,096,952,700.00
g. Value of collateral, to the nearest cent.
$1,718,899,468.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button not checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.30%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$22,290,000,000.00
b. Excluding the value of any sponsor support:
$22,290,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
10.23%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANCO SANTANDER SA
Item C.2 The title of the issue (including coupon, if applicable).
BANCO SANTANDER SA 5.305000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
5493006QMFDDMYWIAM13
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000891478
c. Other unique identifier.
ARP0XRL13
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button not checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
a. Is the repurchase agreement "open"?
Radio button not checked Yes   Radio button checked No
b. The name of the collateral issuer.
FNMS 06.000 CL890388
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2041-08-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$3,030.00
g. Value of collateral, to the nearest cent.
$576.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLMA4784
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$952,713.00
g. Value of collateral, to the nearest cent.
$870,628.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB5847
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$3,913,115.00
g. Value of collateral, to the nearest cent.
$3,804,966.23
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB5894
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$29,622.00
g. Value of collateral, to the nearest cent.
$28,762.82
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB6079
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$9,042.00
g. Value of collateral, to the nearest cent.
$8,976.50
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLCB6092
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$1,212,567.00
g. Value of collateral, to the nearest cent.
$1,205,007.47
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB0674
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-05-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,784,996.00
g. Value of collateral, to the nearest cent.
$1,201,938.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB2151
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-11-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$10,249.00
g. Value of collateral, to the nearest cent.
$7,868.84
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB4558
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$7,561,275.00
g. Value of collateral, to the nearest cent.
$7,016,898.16
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB4562
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$9,501,506.00
g. Value of collateral, to the nearest cent.
$8,929,105.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 06.000 CLCB5544
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-01-01
e. Coupon or yield.
6.000000
f. The principal amount, to the nearest cent.
$2,216,344.00
g. Value of collateral, to the nearest cent.
$2,152,794.68
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA2815
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$16,128.00
g. Value of collateral, to the nearest cent.
$2,582.54
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCA6025
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-06-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$7,000.00
g. Value of collateral, to the nearest cent.
$4,333.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.000 CLCA6070
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2050-06-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$7,552,037.00
g. Value of collateral, to the nearest cent.
$3,861,368.07
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA7935
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$152,134,089.00
g. Value of collateral, to the nearest cent.
$146,133,135.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA8531
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,241,000.00
g. Value of collateral, to the nearest cent.
$4,128,035.58
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS4096
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,688,608.00
g. Value of collateral, to the nearest cent.
$1,637,929.19
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLFS4142
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$5,829.00
g. Value of collateral, to the nearest cent.
$5,579.53
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAS8836
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$12,417,315.00
g. Value of collateral, to the nearest cent.
$4,742,217.57
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CRAS9048
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2043-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,963,776.00
g. Value of collateral, to the nearest cent.
$669,110.13
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAS9472
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$3,654.00
g. Value of collateral, to the nearest cent.
$968.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBM5136
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,757,065.00
g. Value of collateral, to the nearest cent.
$2,565,383.38
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA1896
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,939,488.00
g. Value of collateral, to the nearest cent.
$626,944.09
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA2046
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$14,070.00
g. Value of collateral, to the nearest cent.
$3,183.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA2217
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-08-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$2,622,689.00
g. Value of collateral, to the nearest cent.
$484,895.02
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCA2350
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$16,987.00
g. Value of collateral, to the nearest cent.
$3,308.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBW7443
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-10-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$14,796,978.00
g. Value of collateral, to the nearest cent.
$12,937,616.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBX5114
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-02-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,324,599.00
g. Value of collateral, to the nearest cent.
$4,124,955.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCA0454
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-09-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$67,215,058.00
g. Value of collateral, to the nearest cent.
$17,237,542.52
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLCB6069
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$5,120.00
g. Value of collateral, to the nearest cent.
$5,070.35
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLCB6054
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$561,370.00
g. Value of collateral, to the nearest cent.
$548,129.43
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCA3484
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-05-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$10,314.00
g. Value of collateral, to the nearest cent.
$3,929.80
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA2806
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$8,336.00
g. Value of collateral, to the nearest cent.
$2,477.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA2962
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-01-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,006.00
g. Value of collateral, to the nearest cent.
$1,061.66
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLCA2635
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-11-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$161,570,554.00
g. Value of collateral, to the nearest cent.
$43,953,583.46
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.000 CLRA7882
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2052-09-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$4,021,894.00
g. Value of collateral, to the nearest cent.
$3,667,787.37
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 05.500 CLRA8797
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2053-04-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$22,234,224.00
g. Value of collateral, to the nearest cent.
$22,292,654.10
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FEPC 02.000 CTRB0354
c. LEI (if available).
S6XOOCT0IEG5ABCC6L87
d. Maturity date.
2040-11-01
e. Coupon or yield.
2.000000
f. The principal amount, to the nearest cent.
$1,536,058.00
g. Value of collateral, to the nearest cent.
$954,064.26
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 ZC310204
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-04-25
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$7,583,917.00
g. Value of collateral, to the nearest cent.
$6,030,098.05
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAS6353
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$10,815,680.00
g. Value of collateral, to the nearest cent.
$3,310,830.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAS7498
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2046-07-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$5,001.00
g. Value of collateral, to the nearest cent.
$1,385.64
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAI9102
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-04-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$6,779.00
g. Value of collateral, to the nearest cent.
$1,823.69
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLAK5724
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-03-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$3,765.00
g. Value of collateral, to the nearest cent.
$519.78
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAK7343
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$2,000.00
g. Value of collateral, to the nearest cent.
$386.79
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLAL7704
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-11-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$1,585,321.00
g. Value of collateral, to the nearest cent.
$449,743.56
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CWAO9970
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2027-07-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$70.87
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAS2894
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-07-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$5,881.00
g. Value of collateral, to the nearest cent.
$1,245.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBV8017
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-08-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$37,727,009.00
g. Value of collateral, to the nearest cent.
$34,121,137.39
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CLBW5057
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-12-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$12,698,086.00
g. Value of collateral, to the nearest cent.
$12,307,472.95
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAS9985
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-07-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$4,163,760.00
g. Value of collateral, to the nearest cent.
$979,582.81
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAV8740
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$1,024.00
g. Value of collateral, to the nearest cent.
$247.99
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLAV8741
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-02-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,075.00
g. Value of collateral, to the nearest cent.
$1,463.33
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBE3669
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-06-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$6,068.00
g. Value of collateral, to the nearest cent.
$1,568.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.500 CLBM5353
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2044-04-01
e. Coupon or yield.
4.500000
f. The principal amount, to the nearest cent.
$9,216.00
g. Value of collateral, to the nearest cent.
$3,479.06
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLCA2454
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$42,080,764.00
g. Value of collateral, to the nearest cent.
$14,092,025.21
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.500 CLBX6087
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2053-03-01
e. Coupon or yield.
5.500000
f. The principal amount, to the nearest cent.
$22,650,121.00
g. Value of collateral, to the nearest cent.
$21,247,471.97
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA0257
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$50,035,822.00
g. Value of collateral, to the nearest cent.
$18,372,219.55
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLCA0309
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2047-09-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$4,000.00
g. Value of collateral, to the nearest cent.
$1,357.03
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBO5386
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2049-12-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$6,183.00
g. Value of collateral, to the nearest cent.
$1,472.90
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 03.500 CLBT7813
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2052-05-01
e. Coupon or yield.
3.500000
f. The principal amount, to the nearest cent.
$69,711.00
g. Value of collateral, to the nearest cent.
$61,184.28
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 05.000 CT888227
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2025-11-01
e. Coupon or yield.
5.000000
f. The principal amount, to the nearest cent.
$1,730.00
g. Value of collateral, to the nearest cent.
$9.04
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CRAB5957
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2042-08-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,023.00
g. Value of collateral, to the nearest cent.
$75.24
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 02.500 CLCB2285
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2051-12-01
e. Coupon or yield.
2.500000
f. The principal amount, to the nearest cent.
$1,160.00
g. Value of collateral, to the nearest cent.
$876.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBN1436
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-10-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,385,126.00
g. Value of collateral, to the nearest cent.
$439,976.70
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLBN0333
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2048-12-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$1,229,815.00
g. Value of collateral, to the nearest cent.
$392,755.12
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
b. The name of the collateral issuer.
FNMS 04.000 CLAS5204
c. LEI (if available).
B1V7KEBTPIMZEU4LTD58
d. Maturity date.
2045-06-01
e. Coupon or yield.
4.000000
f. The principal amount, to the nearest cent.
$14,472,288.00
g. Value of collateral, to the nearest cent.
$3,324,151.01
h. The category of investments that most closely represents the collateral, selected from among the following:
Radio button not checked  Asset-Backed Securities
Radio button not checked  Agency Collateralized Mortgage Obligations
Radio button not checked  Agency Debentures and Agency Strips
Radio button checked  Agency Mortgage-Backed Securities
Radio button not checked  Private Label Collateralized Mortgage Obligations
Radio button not checked  Corporate Debt Securities
Radio button not checked  Equities
Radio button not checked  Money Market
Radio button not checked  U.S. Treasuries (including strips)
Radio button not checked  Other Instrument
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$399,000,000.00
b. Excluding the value of any sponsor support:
$399,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ABN AMRO BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ABN AMRO BANK NV 5.250000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
BFXS5XCH7N0Y05NIXW11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001784384
c. Other unique identifier.
ATD1IJOB0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.25%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$635,000,000.00
b. Excluding the value of any sponsor support:
$635,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.29%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.260000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ZUHK7JXNDU6FLQ1O6482
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
ATD1IJOV6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.26%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$534,000,000.00
b. Excluding the value of any sponsor support:
$534,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.25%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ROYAL BANK OF CANADA
Item C.2 The title of the issue (including coupon, if applicable).
ROYAL BANK OF CANADA 5.285000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ES7IP3U3RHIGC71XBU11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000352613
c. Other unique identifier.
ATD1IKQL3
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.29%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$978,000,000.00
b. Excluding the value of any sponsor support:
$978,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 5.280000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
JHE42UYNWWTJB8YTTU19
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000859994
c. Other unique identifier.
ATD1IKR73
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.28%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$978,000,000.00
b. Excluding the value of any sponsor support:
$978,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT INDUSTRIEL ET COMMERCIAL
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT INDUSTRIEL ET COMMERCIAL 5.305000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
N4JDFKKH2FTD8RKFXO39
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001274419
c. Other unique identifier.
ATD1IKRA6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-02
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-02
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-02
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$871,000,000.00
b. Excluding the value of any sponsor support:
$871,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.40%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SANTANDER UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
SANTANDER UK PLC 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
PTCQB104N23FMNK2RZ28
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000891478
c. Other unique identifier.
ATD1ILTW4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$470,000,000.00
b. Excluding the value of any sponsor support:
$470,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.22%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ING BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
3TK20IVIUJ8J3ZU0QE75
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001017255
c. Other unique identifier.
ATD1ILTX2
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$343,000,000.00
b. Excluding the value of any sponsor support:
$343,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.16%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ING BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
3TK20IVIUJ8J3ZU0QE75
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001017255
c. Other unique identifier.
ATD1ILTY0
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$978,000,000.00
b. Excluding the value of any sponsor support:
$978,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ZUHK7JXNDU6FLQ1O6482
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
ATD1ILTZ7
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$536,000,000.00
b. Excluding the value of any sponsor support:
$536,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.25%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT INDUSTRIEL ET COMMERCIAL
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
N4JDFKKH2FTD8RKFXO39
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001274419
c. Other unique identifier.
ATD1ILU28
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$753,000,000.00
b. Excluding the value of any sponsor support:
$753,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.35%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
NRW BANK
Item C.2 The title of the issue (including coupon, if applicable).
NRW BANK 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
52990002O5KK6XOGJ020
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001448613
c. Other unique identifier.
ATD1ILU36
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$978,000,000.00
b. Excluding the value of any sponsor support:
$978,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANCO SANTANDER SA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANCO SANTANDER SA (NEW YORK BRANCH) 5.340000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
5493006QMFDDMYWIAM13
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000891478
c. Other unique identifier.
ATD1ILU44
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,088,000,000.00
b. Excluding the value of any sponsor support:
$1,088,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.50%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
BANCO SANTANDER SA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
BANCO SANTANDER SA (NEW YORK BRANCH) 5.340000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
5493006QMFDDMYWIAM13
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000891478
c. Other unique identifier.
ATD1ILU51
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,087,000,000.00
b. Excluding the value of any sponsor support:
$1,087,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.50%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ABN AMRO BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ABN AMRO BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
BFXS5XCH7N0Y05NIXW11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001784384
c. Other unique identifier.
ATD1ILU69
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$357,000,000.00
b. Excluding the value of any sponsor support:
$357,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.16%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
JHE42UYNWWTJB8YTTU19
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000859994
c. Other unique identifier.
ATD1ILU77
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$733,000,000.00
b. Excluding the value of any sponsor support:
$733,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.34%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ING BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
3TK20IVIUJ8J3ZU0QE75
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001017255
c. Other unique identifier.
ATD1ILU85
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$978,000,000.00
b. Excluding the value of any sponsor support:
$978,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DBS BANK LTD
Item C.2 The title of the issue (including coupon, if applicable).
DBS BANK LTD 5.340000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ATUEL7OJR5057F2PV266
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001501323
c. Other unique identifier.
ATD1ILUW2
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-03
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-03
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-03
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$342,000,000.00
b. Excluding the value of any sponsor support:
$342,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.16%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DZ BANK AG (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
DZ BANK AG (NEW YORK BRANCH) 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
529900HNOAA1KXQJUQ27
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
ATD1IMX15
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,662,000,000.00
b. Excluding the value of any sponsor support:
$1,662,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.76%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ING BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
3TK20IVIUJ8J3ZU0QE75
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001017255
c. Other unique identifier.
ATD1IMX23
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$978,000,000.00
b. Excluding the value of any sponsor support:
$978,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ABN AMRO BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ABN AMRO BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
BFXS5XCH7N0Y05NIXW11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001784384
c. Other unique identifier.
ATD1IMX49
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$655,000,000.00
b. Excluding the value of any sponsor support:
$655,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.30%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ING BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
3TK20IVIUJ8J3ZU0QE75
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001017255
c. Other unique identifier.
ATD1IMXC1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$978,000,000.00
b. Excluding the value of any sponsor support:
$978,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ING BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ING BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
3TK20IVIUJ8J3ZU0QE75
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001017255
c. Other unique identifier.
ATD1IMXF4
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$693,000,000.00
b. Excluding the value of any sponsor support:
$693,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.32%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DBS BANK LTD
Item C.2 The title of the issue (including coupon, if applicable).
DBS BANK LTD 5.340000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
ATUEL7OJR5057F2PV266
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001501323
c. Other unique identifier.
ATD1IMXR8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-04
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-04
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-04
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$587,000,000.00
b. Excluding the value of any sponsor support:
$587,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.27%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000917311
c. Other unique identifier.
ATD1INZX1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$3,051,000,000.00
b. Excluding the value of any sponsor support:
$3,051,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
1.40%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
JHE42UYNWWTJB8YTTU19
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000859994
c. Other unique identifier.
ATD1INZY9
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$978,000,000.00
b. Excluding the value of any sponsor support:
$978,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.45%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SWEDBANK AB (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
SWEDBANK AB (NEW YORK BRANCH) 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
M312WZV08Y7LYUC71685
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001367624
c. Other unique identifier.
ATD1INZZ6
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,470,000,000.00
b. Excluding the value of any sponsor support:
$1,470,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.67%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CREDIT INDUSTRIEL ET COMMERCIAL
Item C.2 The title of the issue (including coupon, if applicable).
CREDIT INDUSTRIEL ET COMMERCIAL 5.340000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
N4JDFKKH2FTD8RKFXO39
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001274419
c. Other unique identifier.
ATD1IO116
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.34%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,173,000,000.00
b. Excluding the value of any sponsor support:
$1,173,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.54%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ABN AMRO BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ABN AMRO BANK NV 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
BFXS5XCH7N0Y05NIXW11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001784384
c. Other unique identifier.
ATD1IO124
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$147,000,000.00
b. Excluding the value of any sponsor support:
$147,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.07%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ABN AMRO BANK NV
Item C.2 The title of the issue (including coupon, if applicable).
ABN AMRO BANK NV 5.320000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
BFXS5XCH7N0Y05NIXW11
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001784384
c. Other unique identifier.
ATD1IO132
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.32%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$391,000,000.00
b. Excluding the value of any sponsor support:
$391,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.18%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
SANTANDER UK PLC
Item C.2 The title of the issue (including coupon, if applicable).
SANTANDER UK PLC 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
PTCQB104N23FMNK2RZ28
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000891478
c. Other unique identifier.
ATD1IO165
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$969,000,000.00
b. Excluding the value of any sponsor support:
$969,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.44%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
CANADIAN IMPERIAL BANK OF COMMERCE
Item C.2 The title of the issue (including coupon, if applicable).
CANADIAN IMPERIAL BANK OF COMMERCE 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
2IGI19DL77OX0HC3ZE78
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0000800030
c. Other unique identifier.
ATD1IO173
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$49,000,000.00
b. Excluding the value of any sponsor support:
$49,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.02%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
DG3RU1DBUFHT4ZF9WN62
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001098062
c. Other unique identifier.
ATD1IO199
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$782,000,000.00
b. Excluding the value of any sponsor support:
$782,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.36%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
ERSTE GROUP BANK AG (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
ERSTE GROUP BANK AG (NEW YORK BRANCH) 5.330000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
c. Other unique identifier.
ATD1IO1E8
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-07
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-07
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-07
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.33%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$1,222,000,000.00
b. Excluding the value of any sponsor support:
$1,222,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.56%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button not checked Yes   Radio button checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:

Item C.1 The name of the issuer.
DNB BANK ASA (NEW YORK BRANCH)
Item C.2 The title of the issue (including coupon, if applicable).
DNB BANK ASA (NEW YORK BRANCH) 5.310000%
Item C.3 The CUSIP.
Item C.4 The LEI (if available). (See General Instruction E.)
549300GKFG0RYRRQ1414
Item C.5 Other identifier. In addition to CUSIP and LEI, provide at least one of the following other identifiers, if available:
a. The ISIN;
b. The CIK; or
0001498632
c. Other unique identifier.
ATD1IO1H1
Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following: Radio button not checked  U.S. Treasury Debt
Radio button not checked  U.S. Government Agency Debt
Radio button not checked  Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Radio button not checked  Certificate of Deposit
Radio button checked  Non-Negotiable Time Deposit
Radio button not checked  Variable Rate Demand Note
Radio button not checked  Other Municipal Security
Radio button not checked  Asset Backed Commercial Paper
Radio button not checked  Other Asset Backed Securities
Radio button not checked  U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Radio button not checked  U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Radio button not checked  Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Radio button not checked  Insurance Company Funding Agreement
Radio button not checked  Investment Company
Radio button not checked  Financial Company Commercial Paper
Radio button not checked  Non-Financial Company Commercial Paper
Radio button not checked  Tender Option Bond
Radio button not checked  Other Instrument
Item C.7 If the security is a repurchase agreement, is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7? Radio button not checked Yes Radio button not checked No
Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open" (i.e., the repurchase agreement has no specified end date and, by its terms, will be extended or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it), and describe the securities subject to the repurchase agreement (i.e., collateral).
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item C.9 Is the security an Eligible Security? Radio button checked Yes  Radio button not checked No
Item C.10 Security rating(s) considered. Provide each rating assigned by any NRSRO that the fund's board of directors (or its delegate) considered in determining that the security presents minimal credit risks (together with the name of the assigning NRSRO). If none, leave blank.
Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
2023-08-01
Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
2023-08-01
Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment or demand feature, the principal amount must unconditionally be paid).
2023-08-01
Item C.14 Does the security have a Demand Feature on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information required in Items C.14b - 14.e in the order that each Demand Feature issuer was reported in Item C.14.a
Item C.15 Does the security have a Guarantee (other than an unconditional letter of credit disclosed in item C.14 above) on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.15.a - 15.c. Where applicable, provide the information required in Item C.15.b - 15.c in the order that each Guarantor was reported in Item C.15.a.
Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Radio button not checked Yes   Radio button checked No
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
Item C.17 The yield of the security as of the reporting date.
5.31%
Item C.18 The total Value of the fund's position in the security, to the nearest cent: (See General Instruction E.)
a. Including the value of any sponsor support:
$196,000,000.00
b. Excluding the value of any sponsor support:
$196,000,000.00
Item C.19 The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent.
0.09%
Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)?Radio button not checked Yes   Radio button checked No
Item C.21 Is the security a Daily Liquid Asset?Radio button checked Yes   Radio button not checked No
Item C.22 Is the security a Weekly Liquid Asset? Radio button checked Yes   Radio button not checked No
Item C.23 Is the security an Illiquid Security?Radio button not checked Yes   Radio button checked No
Item C.24 Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank.

N-MFP: Signatures

Pursuant to the requirements of the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

(Registrant)
The Charles Schwab Family of Funds
Date
2023-08-07
(Signature)*
Dana Smith
Name of Signing Officer
Dana Smith
Title of Signing Officer
CFO